NYMEX Light Sweet Crude Oil Future March 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 |
38.48 |
37.16 |
-1.32 |
-3.4% |
40.52 |
High |
38.78 |
37.64 |
-1.14 |
-2.9% |
40.71 |
Low |
36.09 |
36.41 |
0.32 |
0.9% |
36.09 |
Close |
37.25 |
37.00 |
-0.25 |
-0.7% |
37.00 |
Range |
2.69 |
1.23 |
-1.46 |
-54.3% |
4.62 |
ATR |
1.52 |
1.50 |
-0.02 |
-1.4% |
0.00 |
Volume |
73,507 |
35,943 |
-37,564 |
-51.1% |
209,453 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.71 |
40.08 |
37.68 |
|
R3 |
39.48 |
38.85 |
37.34 |
|
R2 |
38.25 |
38.25 |
37.23 |
|
R1 |
37.62 |
37.62 |
37.11 |
37.32 |
PP |
37.02 |
37.02 |
37.02 |
36.87 |
S1 |
36.39 |
36.39 |
36.89 |
36.09 |
S2 |
35.79 |
35.79 |
36.77 |
|
S3 |
34.56 |
35.16 |
36.66 |
|
S4 |
33.33 |
33.93 |
36.32 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.79 |
49.02 |
39.54 |
|
R3 |
47.17 |
44.40 |
38.27 |
|
R2 |
42.55 |
42.55 |
37.85 |
|
R1 |
39.78 |
39.78 |
37.42 |
38.86 |
PP |
37.93 |
37.93 |
37.93 |
37.47 |
S1 |
35.16 |
35.16 |
36.58 |
34.24 |
S2 |
33.31 |
33.31 |
36.15 |
|
S3 |
28.69 |
30.54 |
35.73 |
|
S4 |
24.07 |
25.92 |
34.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.71 |
36.09 |
4.62 |
12.5% |
1.64 |
4.4% |
20% |
False |
False |
41,890 |
10 |
42.64 |
36.09 |
6.55 |
17.7% |
1.42 |
3.8% |
14% |
False |
False |
32,555 |
20 |
42.64 |
36.09 |
6.55 |
17.7% |
1.39 |
3.8% |
14% |
False |
False |
34,161 |
40 |
43.60 |
36.09 |
7.51 |
20.3% |
1.47 |
4.0% |
12% |
False |
False |
33,104 |
60 |
45.07 |
36.09 |
8.98 |
24.3% |
1.28 |
3.5% |
10% |
False |
False |
27,746 |
80 |
45.07 |
36.09 |
8.98 |
24.3% |
1.23 |
3.3% |
10% |
False |
False |
23,805 |
100 |
45.07 |
36.09 |
8.98 |
24.3% |
1.29 |
3.5% |
10% |
False |
False |
21,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.87 |
2.618 |
40.86 |
1.618 |
39.63 |
1.000 |
38.87 |
0.618 |
38.40 |
HIGH |
37.64 |
0.618 |
37.17 |
0.500 |
37.03 |
0.382 |
36.88 |
LOW |
36.41 |
0.618 |
35.65 |
1.000 |
35.18 |
1.618 |
34.42 |
2.618 |
33.19 |
4.250 |
31.18 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.03 |
38.01 |
PP |
37.02 |
37.67 |
S1 |
37.01 |
37.34 |
|