NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.65 |
38.08 |
-1.57 |
-4.0% |
41.53 |
High |
39.65 |
38.46 |
-1.19 |
-3.0% |
42.41 |
Low |
37.69 |
35.69 |
-2.00 |
-5.3% |
40.19 |
Close |
38.08 |
36.87 |
-1.21 |
-3.2% |
40.45 |
Range |
1.96 |
2.77 |
0.81 |
41.3% |
2.22 |
ATR |
1.47 |
1.57 |
0.09 |
6.3% |
0.00 |
Volume |
84,536 |
92,892 |
8,356 |
9.9% |
146,560 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.32 |
43.86 |
38.39 |
|
R3 |
42.55 |
41.09 |
37.63 |
|
R2 |
39.78 |
39.78 |
37.38 |
|
R1 |
38.32 |
38.32 |
37.12 |
37.67 |
PP |
37.01 |
37.01 |
37.01 |
36.68 |
S1 |
35.55 |
35.55 |
36.62 |
34.90 |
S2 |
34.24 |
34.24 |
36.36 |
|
S3 |
31.47 |
32.78 |
36.11 |
|
S4 |
28.70 |
30.01 |
35.35 |
|
|
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 |
41.49 |
35.69 |
5.80 |
15.7% |
1.73 |
4.7% |
20% |
False |
True |
54,605 |
10 |
42.41 |
35.69 |
6.72 |
18.2% |
1.45 |
3.9% |
18% |
False |
True |
41,861 |
20 |
42.41 |
35.69 |
6.72 |
18.2% |
1.48 |
4.0% |
18% |
False |
True |
37,228 |
40 |
43.25 |
35.69 |
7.56 |
20.5% |
1.52 |
4.1% |
16% |
False |
True |
31,642 |
60 |
44.84 |
35.69 |
9.15 |
24.8% |
1.30 |
3.5% |
13% |
False |
True |
25,557 |
80 |
44.84 |
35.69 |
9.15 |
24.8% |
1.26 |
3.4% |
13% |
False |
True |
21,098 |
100 |
44.84 |
35.69 |
9.15 |
24.8% |
1.31 |
3.6% |
13% |
False |
True |
18,237 |
120 |
44.84 |
30.75 |
14.09 |
38.2% |
1.34 |
3.6% |
43% |
False |
False |
16,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.23 |
2.618 |
45.71 |
1.618 |
42.94 |
1.000 |
41.23 |
0.618 |
40.17 |
HIGH |
38.46 |
0.618 |
37.40 |
0.500 |
37.08 |
0.382 |
36.75 |
LOW |
35.69 |
0.618 |
33.98 |
1.000 |
32.92 |
1.618 |
31.21 |
2.618 |
28.44 |
4.250 |
23.92 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.08 |
38.06 |
PP |
37.01 |
37.66 |
S1 |
36.94 |
37.27 |
|