NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.72 |
39.90 |
-0.82 |
-2.0% |
42.09 |
High |
40.72 |
40.95 |
0.23 |
0.6% |
42.83 |
Low |
39.60 |
39.78 |
0.18 |
0.5% |
40.76 |
Close |
39.82 |
40.72 |
0.90 |
2.3% |
40.97 |
Range |
1.12 |
1.17 |
0.05 |
4.5% |
2.07 |
ATR |
1.30 |
1.29 |
-0.01 |
-0.7% |
0.00 |
Volume |
13,257 |
10,005 |
-3,252 |
-24.5% |
56,327 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.99 |
43.53 |
41.36 |
|
R3 |
42.82 |
42.36 |
41.04 |
|
R2 |
41.65 |
41.65 |
40.93 |
|
R1 |
41.19 |
41.19 |
40.83 |
41.42 |
PP |
40.48 |
40.48 |
40.48 |
40.60 |
S1 |
40.02 |
40.02 |
40.61 |
40.25 |
S2 |
39.31 |
39.31 |
40.51 |
|
S3 |
38.14 |
38.85 |
40.40 |
|
S4 |
36.97 |
37.68 |
40.08 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.73 |
46.42 |
42.11 |
|
R3 |
45.66 |
44.35 |
41.54 |
|
R2 |
43.59 |
43.59 |
41.35 |
|
R1 |
42.28 |
42.28 |
41.16 |
41.90 |
PP |
41.52 |
41.52 |
41.52 |
41.33 |
S1 |
40.21 |
40.21 |
40.78 |
39.83 |
S2 |
39.45 |
39.45 |
40.59 |
|
S3 |
37.38 |
38.14 |
40.40 |
|
S4 |
35.31 |
36.07 |
39.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.60 |
39.60 |
3.00 |
7.4% |
1.26 |
3.1% |
37% |
False |
False |
10,341 |
10 |
42.83 |
39.60 |
3.23 |
7.9% |
1.18 |
2.9% |
35% |
False |
False |
11,576 |
20 |
42.87 |
38.49 |
4.38 |
10.8% |
1.35 |
3.3% |
51% |
False |
False |
12,995 |
40 |
44.94 |
38.49 |
6.45 |
15.8% |
1.33 |
3.3% |
35% |
False |
False |
11,880 |
60 |
45.23 |
38.49 |
6.74 |
16.6% |
1.16 |
2.9% |
33% |
False |
False |
9,166 |
80 |
45.23 |
38.49 |
6.74 |
16.6% |
1.10 |
2.7% |
33% |
False |
False |
7,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.92 |
2.618 |
44.01 |
1.618 |
42.84 |
1.000 |
42.12 |
0.618 |
41.67 |
HIGH |
40.95 |
0.618 |
40.50 |
0.500 |
40.37 |
0.382 |
40.23 |
LOW |
39.78 |
0.618 |
39.06 |
1.000 |
38.61 |
1.618 |
37.89 |
2.618 |
36.72 |
4.250 |
34.81 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.60 |
40.78 |
PP |
40.48 |
40.76 |
S1 |
40.37 |
40.74 |
|