NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.84 |
41.73 |
-0.11 |
-0.3% |
41.57 |
High |
42.25 |
42.64 |
0.39 |
0.9% |
42.42 |
Low |
41.64 |
41.42 |
-0.22 |
-0.5% |
40.44 |
Close |
41.90 |
42.50 |
0.60 |
1.4% |
41.95 |
Range |
0.61 |
1.22 |
0.61 |
100.0% |
1.98 |
ATR |
1.35 |
1.34 |
-0.01 |
-0.7% |
0.00 |
Volume |
26,368 |
21,776 |
-4,592 |
-17.4% |
152,241 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.85 |
45.39 |
43.17 |
|
R3 |
44.63 |
44.17 |
42.84 |
|
R2 |
43.41 |
43.41 |
42.72 |
|
R1 |
42.95 |
42.95 |
42.61 |
43.18 |
PP |
42.19 |
42.19 |
42.19 |
42.30 |
S1 |
41.73 |
41.73 |
42.39 |
41.96 |
S2 |
40.97 |
40.97 |
42.28 |
|
S3 |
39.75 |
40.51 |
42.16 |
|
S4 |
38.53 |
39.29 |
41.83 |
|
|
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 |
42.64 |
40.52 |
2.12 |
5.0% |
1.15 |
2.7% |
93% |
True |
False |
27,671 |
10 |
42.64 |
40.44 |
2.20 |
5.2% |
1.13 |
2.7% |
94% |
True |
False |
33,202 |
20 |
42.64 |
38.12 |
4.52 |
10.6% |
1.39 |
3.3% |
97% |
True |
False |
33,162 |
40 |
45.07 |
38.12 |
6.95 |
16.4% |
1.35 |
3.2% |
63% |
False |
False |
30,384 |
60 |
45.07 |
38.12 |
6.95 |
16.4% |
1.23 |
2.9% |
63% |
False |
False |
25,040 |
80 |
45.07 |
38.12 |
6.95 |
16.4% |
1.19 |
2.8% |
63% |
False |
False |
21,656 |
100 |
45.07 |
36.55 |
8.52 |
20.0% |
1.28 |
3.0% |
70% |
False |
False |
19,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.83 |
2.618 |
45.83 |
1.618 |
44.61 |
1.000 |
43.86 |
0.618 |
43.39 |
HIGH |
42.64 |
0.618 |
42.17 |
0.500 |
42.03 |
0.382 |
41.89 |
LOW |
41.42 |
0.618 |
40.67 |
1.000 |
40.20 |
1.618 |
39.45 |
2.618 |
38.23 |
4.250 |
36.24 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
42.34 |
42.32 |
PP |
42.19 |
42.14 |
S1 |
42.03 |
41.96 |
|