NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
38.08 |
36.81 |
-1.27 |
-3.3% |
40.27 |
High |
38.46 |
37.29 |
-1.17 |
-3.0% |
40.43 |
Low |
35.69 |
35.99 |
0.30 |
0.8% |
35.69 |
Close |
36.87 |
36.57 |
-0.30 |
-0.8% |
36.57 |
Range |
2.77 |
1.30 |
-1.47 |
-53.1% |
4.74 |
ATR |
1.57 |
1.55 |
-0.02 |
-1.2% |
0.00 |
Volume |
92,892 |
49,646 |
-43,246 |
-46.6% |
301,269 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.52 |
39.84 |
37.29 |
|
R3 |
39.22 |
38.54 |
36.93 |
|
R2 |
37.92 |
37.92 |
36.81 |
|
R1 |
37.24 |
37.24 |
36.69 |
36.93 |
PP |
36.62 |
36.62 |
36.62 |
36.46 |
S1 |
35.94 |
35.94 |
36.45 |
35.63 |
S2 |
35.32 |
35.32 |
36.33 |
|
S3 |
34.02 |
34.64 |
36.21 |
|
S4 |
32.72 |
33.34 |
35.86 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.78 |
48.92 |
39.18 |
|
R3 |
47.04 |
44.18 |
37.87 |
|
R2 |
42.30 |
42.30 |
37.44 |
|
R1 |
39.44 |
39.44 |
37.00 |
38.50 |
PP |
37.56 |
37.56 |
37.56 |
37.10 |
S1 |
34.70 |
34.70 |
36.14 |
33.76 |
S2 |
32.82 |
32.82 |
35.70 |
|
S3 |
28.08 |
29.96 |
35.27 |
|
S4 |
23.34 |
25.22 |
33.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.43 |
35.69 |
4.74 |
13.0% |
1.73 |
4.7% |
19% |
False |
False |
60,253 |
10 |
42.41 |
35.69 |
6.72 |
18.4% |
1.49 |
4.1% |
13% |
False |
False |
44,782 |
20 |
42.41 |
35.69 |
6.72 |
18.4% |
1.45 |
4.0% |
13% |
False |
False |
38,457 |
40 |
43.24 |
35.69 |
7.55 |
20.6% |
1.52 |
4.1% |
12% |
False |
False |
32,530 |
60 |
44.84 |
35.69 |
9.15 |
25.0% |
1.31 |
3.6% |
10% |
False |
False |
26,185 |
80 |
44.84 |
35.69 |
9.15 |
25.0% |
1.26 |
3.4% |
10% |
False |
False |
21,648 |
100 |
44.84 |
35.69 |
9.15 |
25.0% |
1.31 |
3.6% |
10% |
False |
False |
18,660 |
120 |
44.84 |
30.75 |
14.09 |
38.5% |
1.35 |
3.7% |
41% |
False |
False |
16,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.82 |
2.618 |
40.69 |
1.618 |
39.39 |
1.000 |
38.59 |
0.618 |
38.09 |
HIGH |
37.29 |
0.618 |
36.79 |
0.500 |
36.64 |
0.382 |
36.49 |
LOW |
35.99 |
0.618 |
35.19 |
1.000 |
34.69 |
1.618 |
33.89 |
2.618 |
32.59 |
4.250 |
30.47 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
36.64 |
37.67 |
PP |
36.62 |
37.30 |
S1 |
36.59 |
36.94 |
|