NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.20 |
40.27 |
-0.93 |
-2.3% |
41.53 |
High |
41.49 |
40.33 |
-1.16 |
-2.8% |
42.41 |
Low |
40.19 |
38.96 |
-1.23 |
-3.1% |
40.19 |
Close |
40.45 |
39.22 |
-1.23 |
-3.0% |
40.45 |
Range |
1.30 |
1.37 |
0.07 |
5.4% |
2.22 |
ATR |
1.40 |
1.40 |
0.01 |
0.5% |
0.00 |
Volume |
21,402 |
41,941 |
20,539 |
96.0% |
146,560 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.61 |
42.79 |
39.97 |
|
R3 |
42.24 |
41.42 |
39.60 |
|
R2 |
40.87 |
40.87 |
39.47 |
|
R1 |
40.05 |
40.05 |
39.35 |
39.78 |
PP |
39.50 |
39.50 |
39.50 |
39.37 |
S1 |
38.68 |
38.68 |
39.09 |
38.41 |
S2 |
38.13 |
38.13 |
38.97 |
|
S3 |
36.76 |
37.31 |
38.84 |
|
S4 |
35.39 |
35.94 |
38.47 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.68 |
46.28 |
41.67 |
|
R3 |
45.46 |
44.06 |
41.06 |
|
R2 |
43.24 |
43.24 |
40.86 |
|
R1 |
41.84 |
41.84 |
40.65 |
41.43 |
PP |
41.02 |
41.02 |
41.02 |
40.81 |
S1 |
39.62 |
39.62 |
40.25 |
39.21 |
S2 |
38.80 |
38.80 |
40.04 |
|
S3 |
36.58 |
37.40 |
39.84 |
|
S4 |
34.36 |
35.18 |
39.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.41 |
38.96 |
3.45 |
8.8% |
1.40 |
3.6% |
8% |
False |
True |
31,353 |
10 |
42.41 |
38.96 |
3.45 |
8.8% |
1.27 |
3.2% |
8% |
False |
True |
29,485 |
20 |
42.41 |
37.71 |
4.70 |
12.0% |
1.50 |
3.8% |
32% |
False |
False |
31,573 |
40 |
44.77 |
37.71 |
7.06 |
18.0% |
1.45 |
3.7% |
21% |
False |
False |
27,823 |
60 |
44.84 |
37.71 |
7.13 |
18.2% |
1.28 |
3.3% |
21% |
False |
False |
22,715 |
80 |
44.84 |
37.71 |
7.13 |
18.2% |
1.21 |
3.1% |
21% |
False |
False |
18,693 |
100 |
44.84 |
36.26 |
8.58 |
21.9% |
1.31 |
3.3% |
34% |
False |
False |
16,386 |
120 |
44.84 |
30.75 |
14.09 |
35.9% |
1.34 |
3.4% |
60% |
False |
False |
14,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.15 |
2.618 |
43.92 |
1.618 |
42.55 |
1.000 |
41.70 |
0.618 |
41.18 |
HIGH |
40.33 |
0.618 |
39.81 |
0.500 |
39.65 |
0.382 |
39.48 |
LOW |
38.96 |
0.618 |
38.11 |
1.000 |
37.59 |
1.618 |
36.74 |
2.618 |
35.37 |
4.250 |
33.14 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
39.65 |
40.28 |
PP |
39.50 |
39.93 |
S1 |
39.36 |
39.57 |
|