NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.90 |
40.09 |
0.19 |
0.5% |
42.09 |
High |
40.95 |
40.13 |
-0.82 |
-2.0% |
42.83 |
Low |
39.78 |
38.43 |
-1.35 |
-3.4% |
40.76 |
Close |
40.72 |
38.75 |
-1.97 |
-4.8% |
40.97 |
Range |
1.17 |
1.70 |
0.53 |
45.3% |
2.07 |
ATR |
1.29 |
1.36 |
0.07 |
5.6% |
0.00 |
Volume |
10,005 |
27,185 |
17,180 |
171.7% |
56,327 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.20 |
43.18 |
39.69 |
|
R3 |
42.50 |
41.48 |
39.22 |
|
R2 |
40.80 |
40.80 |
39.06 |
|
R1 |
39.78 |
39.78 |
38.91 |
39.44 |
PP |
39.10 |
39.10 |
39.10 |
38.94 |
S1 |
38.08 |
38.08 |
38.59 |
37.74 |
S2 |
37.40 |
37.40 |
38.44 |
|
S3 |
35.70 |
36.38 |
38.28 |
|
S4 |
34.00 |
34.68 |
37.82 |
|
|
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 |
42.10 |
38.43 |
3.67 |
9.5% |
1.27 |
3.3% |
9% |
False |
True |
13,131 |
10 |
42.83 |
38.43 |
4.40 |
11.4% |
1.24 |
3.2% |
7% |
False |
True |
13,228 |
20 |
42.87 |
38.43 |
4.44 |
11.5% |
1.36 |
3.5% |
7% |
False |
True |
13,458 |
40 |
44.93 |
38.43 |
6.50 |
16.8% |
1.36 |
3.5% |
5% |
False |
True |
12,313 |
60 |
45.23 |
38.43 |
6.80 |
17.5% |
1.17 |
3.0% |
5% |
False |
True |
9,556 |
80 |
45.23 |
38.43 |
6.80 |
17.5% |
1.11 |
2.9% |
5% |
False |
True |
7,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.36 |
2.618 |
44.58 |
1.618 |
42.88 |
1.000 |
41.83 |
0.618 |
41.18 |
HIGH |
40.13 |
0.618 |
39.48 |
0.500 |
39.28 |
0.382 |
39.08 |
LOW |
38.43 |
0.618 |
37.38 |
1.000 |
36.73 |
1.618 |
35.68 |
2.618 |
33.98 |
4.250 |
31.21 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
39.28 |
39.69 |
PP |
39.10 |
39.38 |
S1 |
38.93 |
39.06 |
|