NYMEX Light Sweet Crude Oil Future March 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 |
39.88 |
38.48 |
-1.40 |
-3.5% |
41.84 |
High |
39.92 |
38.78 |
-1.14 |
-2.9% |
42.64 |
Low |
38.05 |
36.09 |
-1.96 |
-5.2% |
40.48 |
Close |
38.43 |
37.25 |
-1.18 |
-3.1% |
40.73 |
Range |
1.87 |
2.69 |
0.82 |
43.9% |
2.16 |
ATR |
1.43 |
1.52 |
0.09 |
6.3% |
0.00 |
Volume |
49,137 |
73,507 |
24,370 |
49.6% |
116,100 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.44 |
44.04 |
38.73 |
|
R3 |
42.75 |
41.35 |
37.99 |
|
R2 |
40.06 |
40.06 |
37.74 |
|
R1 |
38.66 |
38.66 |
37.50 |
38.02 |
PP |
37.37 |
37.37 |
37.37 |
37.05 |
S1 |
35.97 |
35.97 |
37.00 |
35.33 |
S2 |
34.68 |
34.68 |
36.76 |
|
S3 |
31.99 |
33.28 |
36.51 |
|
S4 |
29.30 |
30.59 |
35.77 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.76 |
46.41 |
41.92 |
|
R3 |
45.60 |
44.25 |
41.32 |
|
R2 |
43.44 |
43.44 |
41.13 |
|
R1 |
42.09 |
42.09 |
40.93 |
41.69 |
PP |
41.28 |
41.28 |
41.28 |
41.08 |
S1 |
39.93 |
39.93 |
40.53 |
39.53 |
S2 |
39.12 |
39.12 |
40.33 |
|
S3 |
36.96 |
37.77 |
40.14 |
|
S4 |
34.80 |
35.61 |
39.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.75 |
36.09 |
5.66 |
15.2% |
1.65 |
4.4% |
20% |
False |
True |
37,353 |
10 |
42.64 |
36.09 |
6.55 |
17.6% |
1.39 |
3.7% |
18% |
False |
True |
30,909 |
20 |
42.64 |
36.09 |
6.55 |
17.6% |
1.43 |
3.8% |
18% |
False |
True |
33,990 |
40 |
43.60 |
36.09 |
7.51 |
20.2% |
1.47 |
4.0% |
15% |
False |
True |
32,690 |
60 |
45.07 |
36.09 |
8.98 |
24.1% |
1.27 |
3.4% |
13% |
False |
True |
27,462 |
80 |
45.07 |
36.09 |
8.98 |
24.1% |
1.23 |
3.3% |
13% |
False |
True |
23,525 |
100 |
45.07 |
36.09 |
8.98 |
24.1% |
1.29 |
3.5% |
13% |
False |
True |
21,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.21 |
2.618 |
45.82 |
1.618 |
43.13 |
1.000 |
41.47 |
0.618 |
40.44 |
HIGH |
38.78 |
0.618 |
37.75 |
0.500 |
37.44 |
0.382 |
37.12 |
LOW |
36.09 |
0.618 |
34.43 |
1.000 |
33.40 |
1.618 |
31.74 |
2.618 |
29.05 |
4.250 |
24.66 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.44 |
38.40 |
PP |
37.37 |
38.02 |
S1 |
37.31 |
37.63 |
|