NYMEX Light Sweet Crude Oil Future April 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 |
40.09 |
38.87 |
-1.22 |
-3.0% |
42.09 |
High |
40.13 |
39.12 |
-1.01 |
-2.5% |
42.83 |
Low |
38.43 |
36.51 |
-1.92 |
-5.0% |
40.76 |
Close |
38.75 |
37.60 |
-1.15 |
-3.0% |
40.97 |
Range |
1.70 |
2.61 |
0.91 |
53.5% |
2.07 |
ATR |
1.36 |
1.45 |
0.09 |
6.6% |
0.00 |
Volume |
27,185 |
26,338 |
-847 |
-3.1% |
56,327 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.57 |
44.20 |
39.04 |
|
R3 |
42.96 |
41.59 |
38.32 |
|
R2 |
40.35 |
40.35 |
38.08 |
|
R1 |
38.98 |
38.98 |
37.84 |
38.36 |
PP |
37.74 |
37.74 |
37.74 |
37.44 |
S1 |
36.37 |
36.37 |
37.36 |
35.75 |
S2 |
35.13 |
35.13 |
37.12 |
|
S3 |
32.52 |
33.76 |
36.88 |
|
S4 |
29.91 |
31.15 |
36.16 |
|
|
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 |
41.96 |
36.51 |
5.45 |
14.5% |
1.56 |
4.1% |
20% |
False |
True |
16,597 |
10 |
42.83 |
36.51 |
6.32 |
16.8% |
1.31 |
3.5% |
17% |
False |
True |
14,016 |
20 |
42.87 |
36.51 |
6.36 |
16.9% |
1.36 |
3.6% |
17% |
False |
True |
13,687 |
40 |
43.85 |
36.51 |
7.34 |
19.5% |
1.39 |
3.7% |
15% |
False |
True |
12,774 |
60 |
45.23 |
36.51 |
8.72 |
23.2% |
1.18 |
3.1% |
13% |
False |
True |
9,897 |
80 |
45.23 |
36.51 |
8.72 |
23.2% |
1.14 |
3.0% |
13% |
False |
True |
8,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.21 |
2.618 |
45.95 |
1.618 |
43.34 |
1.000 |
41.73 |
0.618 |
40.73 |
HIGH |
39.12 |
0.618 |
38.12 |
0.500 |
37.82 |
0.382 |
37.51 |
LOW |
36.51 |
0.618 |
34.90 |
1.000 |
33.90 |
1.618 |
32.29 |
2.618 |
29.68 |
4.250 |
25.42 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.82 |
38.73 |
PP |
37.74 |
38.35 |
S1 |
37.67 |
37.98 |
|