NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.25 |
39.65 |
0.40 |
1.0% |
41.53 |
High |
40.43 |
39.65 |
-0.78 |
-1.9% |
42.41 |
Low |
39.17 |
37.69 |
-1.48 |
-3.8% |
40.19 |
Close |
40.18 |
38.08 |
-2.10 |
-5.2% |
40.45 |
Range |
1.26 |
1.96 |
0.70 |
55.6% |
2.22 |
ATR |
1.39 |
1.47 |
0.08 |
5.6% |
0.00 |
Volume |
32,254 |
84,536 |
52,282 |
162.1% |
146,560 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.35 |
43.18 |
39.16 |
|
R3 |
42.39 |
41.22 |
38.62 |
|
R2 |
40.43 |
40.43 |
38.44 |
|
R1 |
39.26 |
39.26 |
38.26 |
38.87 |
PP |
38.47 |
38.47 |
38.47 |
38.28 |
S1 |
37.30 |
37.30 |
37.90 |
36.91 |
S2 |
36.51 |
36.51 |
37.72 |
|
S3 |
34.55 |
35.34 |
37.54 |
|
S4 |
32.59 |
33.38 |
37.00 |
|
|
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 |
41.60 |
37.69 |
3.91 |
10.3% |
1.43 |
3.8% |
10% |
False |
True |
41,003 |
10 |
42.41 |
37.69 |
4.72 |
12.4% |
1.37 |
3.6% |
8% |
False |
True |
35,822 |
20 |
42.41 |
37.69 |
4.72 |
12.4% |
1.47 |
3.9% |
8% |
False |
True |
34,380 |
40 |
44.46 |
37.69 |
6.77 |
17.8% |
1.49 |
3.9% |
6% |
False |
True |
29,762 |
60 |
44.84 |
37.69 |
7.15 |
18.8% |
1.29 |
3.4% |
5% |
False |
True |
24,281 |
80 |
44.84 |
37.69 |
7.15 |
18.8% |
1.23 |
3.2% |
5% |
False |
True |
20,019 |
100 |
44.84 |
36.26 |
8.58 |
22.5% |
1.30 |
3.4% |
21% |
False |
False |
17,420 |
120 |
44.84 |
30.75 |
14.09 |
37.0% |
1.33 |
3.5% |
52% |
False |
False |
15,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.98 |
2.618 |
44.78 |
1.618 |
42.82 |
1.000 |
41.61 |
0.618 |
40.86 |
HIGH |
39.65 |
0.618 |
38.90 |
0.500 |
38.67 |
0.382 |
38.44 |
LOW |
37.69 |
0.618 |
36.48 |
1.000 |
35.73 |
1.618 |
34.52 |
2.618 |
32.56 |
4.250 |
29.36 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
38.67 |
39.06 |
PP |
38.47 |
38.73 |
S1 |
38.28 |
38.41 |
|