NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.00 |
41.84 |
-0.16 |
-0.4% |
41.57 |
High |
42.14 |
42.25 |
0.11 |
0.3% |
42.42 |
Low |
41.28 |
41.64 |
0.36 |
0.9% |
40.44 |
Close |
41.95 |
41.90 |
-0.05 |
-0.1% |
41.95 |
Range |
0.86 |
0.61 |
-0.25 |
-29.1% |
1.98 |
ATR |
1.41 |
1.35 |
-0.06 |
-4.0% |
0.00 |
Volume |
19,486 |
26,368 |
6,882 |
35.3% |
152,241 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.76 |
43.44 |
42.24 |
|
R3 |
43.15 |
42.83 |
42.07 |
|
R2 |
42.54 |
42.54 |
42.01 |
|
R1 |
42.22 |
42.22 |
41.96 |
42.38 |
PP |
41.93 |
41.93 |
41.93 |
42.01 |
S1 |
41.61 |
41.61 |
41.84 |
41.77 |
S2 |
41.32 |
41.32 |
41.79 |
|
S3 |
40.71 |
41.00 |
41.73 |
|
S4 |
40.10 |
40.39 |
41.56 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.54 |
46.73 |
43.04 |
|
R3 |
45.56 |
44.75 |
42.49 |
|
R2 |
43.58 |
43.58 |
42.31 |
|
R1 |
42.77 |
42.77 |
42.13 |
43.18 |
PP |
41.60 |
41.60 |
41.60 |
41.81 |
S1 |
40.79 |
40.79 |
41.77 |
41.20 |
S2 |
39.62 |
39.62 |
41.59 |
|
S3 |
37.64 |
38.81 |
41.41 |
|
S4 |
35.66 |
36.83 |
40.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.42 |
40.52 |
1.90 |
4.5% |
1.10 |
2.6% |
73% |
False |
False |
30,472 |
10 |
42.63 |
40.44 |
2.19 |
5.2% |
1.17 |
2.8% |
67% |
False |
False |
34,851 |
20 |
42.63 |
38.12 |
4.51 |
10.8% |
1.38 |
3.3% |
84% |
False |
False |
33,687 |
40 |
45.07 |
38.12 |
6.95 |
16.6% |
1.33 |
3.2% |
54% |
False |
False |
30,173 |
60 |
45.07 |
38.12 |
6.95 |
16.6% |
1.23 |
2.9% |
54% |
False |
False |
24,842 |
80 |
45.07 |
38.12 |
6.95 |
16.6% |
1.19 |
2.8% |
54% |
False |
False |
21,510 |
100 |
45.07 |
35.50 |
9.57 |
22.8% |
1.29 |
3.1% |
67% |
False |
False |
19,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.84 |
2.618 |
43.85 |
1.618 |
43.24 |
1.000 |
42.86 |
0.618 |
42.63 |
HIGH |
42.25 |
0.618 |
42.02 |
0.500 |
41.95 |
0.382 |
41.87 |
LOW |
41.64 |
0.618 |
41.26 |
1.000 |
41.03 |
1.618 |
40.65 |
2.618 |
40.04 |
4.250 |
39.05 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.95 |
41.76 |
PP |
41.93 |
41.61 |
S1 |
41.92 |
41.47 |
|