NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
42.52 |
41.57 |
-0.95 |
-2.2% |
38.61 |
| High |
42.63 |
41.70 |
-0.93 |
-2.2% |
42.63 |
| Low |
41.67 |
40.44 |
-1.23 |
-3.0% |
38.57 |
| Close |
41.90 |
40.82 |
-1.08 |
-2.6% |
41.90 |
| Range |
0.96 |
1.26 |
0.30 |
31.3% |
4.06 |
| ATR |
1.47 |
1.47 |
0.00 |
-0.1% |
0.00 |
| Volume |
33,143 |
26,245 |
-6,898 |
-20.8% |
205,428 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.77 |
44.05 |
41.51 |
|
| R3 |
43.51 |
42.79 |
41.17 |
|
| R2 |
42.25 |
42.25 |
41.05 |
|
| R1 |
41.53 |
41.53 |
40.94 |
41.26 |
| PP |
40.99 |
40.99 |
40.99 |
40.85 |
| S1 |
40.27 |
40.27 |
40.70 |
40.00 |
| S2 |
39.73 |
39.73 |
40.59 |
|
| S3 |
38.47 |
39.01 |
40.47 |
|
| S4 |
37.21 |
37.75 |
40.13 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.21 |
51.62 |
44.13 |
|
| R3 |
49.15 |
47.56 |
43.02 |
|
| R2 |
45.09 |
45.09 |
42.64 |
|
| R1 |
43.50 |
43.50 |
42.27 |
44.30 |
| PP |
41.03 |
41.03 |
41.03 |
41.43 |
| S1 |
39.44 |
39.44 |
41.53 |
40.24 |
| S2 |
36.97 |
36.97 |
41.16 |
|
| S3 |
32.91 |
35.38 |
40.78 |
|
| S4 |
28.85 |
31.32 |
39.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.63 |
40.44 |
2.19 |
5.4% |
1.24 |
3.0% |
17% |
False |
True |
39,230 |
| 10 |
42.63 |
38.12 |
4.51 |
11.0% |
1.68 |
4.1% |
60% |
False |
False |
39,891 |
| 20 |
42.95 |
38.12 |
4.83 |
11.8% |
1.50 |
3.7% |
56% |
False |
False |
33,977 |
| 40 |
45.07 |
38.12 |
6.95 |
17.0% |
1.31 |
3.2% |
39% |
False |
False |
28,212 |
| 60 |
45.07 |
38.12 |
6.95 |
17.0% |
1.22 |
3.0% |
39% |
False |
False |
23,060 |
| 80 |
45.07 |
38.12 |
6.95 |
17.0% |
1.23 |
3.0% |
39% |
False |
False |
20,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.06 |
|
2.618 |
45.00 |
|
1.618 |
43.74 |
|
1.000 |
42.96 |
|
0.618 |
42.48 |
|
HIGH |
41.70 |
|
0.618 |
41.22 |
|
0.500 |
41.07 |
|
0.382 |
40.92 |
|
LOW |
40.44 |
|
0.618 |
39.66 |
|
1.000 |
39.18 |
|
1.618 |
38.40 |
|
2.618 |
37.14 |
|
4.250 |
35.09 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.07 |
41.54 |
| PP |
40.99 |
41.30 |
| S1 |
40.90 |
41.06 |
|