NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
37.49 |
36.76 |
-0.73 |
-1.9% |
40.72 |
High |
37.99 |
38.77 |
0.78 |
2.1% |
40.95 |
Low |
36.80 |
35.53 |
-1.27 |
-3.5% |
36.51 |
Close |
37.40 |
38.51 |
1.11 |
3.0% |
37.40 |
Range |
1.19 |
3.24 |
2.05 |
172.3% |
4.44 |
ATR |
1.43 |
1.56 |
0.13 |
9.0% |
0.00 |
Volume |
31,415 |
29,532 |
-1,883 |
-6.0% |
108,200 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.32 |
46.16 |
40.29 |
|
R3 |
44.08 |
42.92 |
39.40 |
|
R2 |
40.84 |
40.84 |
39.10 |
|
R1 |
39.68 |
39.68 |
38.81 |
40.26 |
PP |
37.60 |
37.60 |
37.60 |
37.90 |
S1 |
36.44 |
36.44 |
38.21 |
37.02 |
S2 |
34.36 |
34.36 |
37.92 |
|
S3 |
31.12 |
33.20 |
37.62 |
|
S4 |
27.88 |
29.96 |
36.73 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.61 |
48.94 |
39.84 |
|
R3 |
47.17 |
44.50 |
38.62 |
|
R2 |
42.73 |
42.73 |
38.21 |
|
R1 |
40.06 |
40.06 |
37.81 |
39.18 |
PP |
38.29 |
38.29 |
38.29 |
37.84 |
S1 |
35.62 |
35.62 |
36.99 |
34.74 |
S2 |
33.85 |
33.85 |
36.59 |
|
S3 |
29.41 |
31.18 |
36.18 |
|
S4 |
24.97 |
26.74 |
34.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.95 |
35.53 |
5.42 |
14.1% |
1.98 |
5.1% |
55% |
False |
True |
24,895 |
10 |
42.83 |
35.53 |
7.30 |
19.0% |
1.62 |
4.2% |
41% |
False |
True |
17,982 |
20 |
42.87 |
35.53 |
7.34 |
19.1% |
1.37 |
3.5% |
41% |
False |
True |
15,314 |
40 |
43.21 |
35.53 |
7.68 |
19.9% |
1.42 |
3.7% |
39% |
False |
True |
14,015 |
60 |
45.23 |
35.53 |
9.70 |
25.2% |
1.23 |
3.2% |
31% |
False |
True |
10,808 |
80 |
45.23 |
35.53 |
9.70 |
25.2% |
1.16 |
3.0% |
31% |
False |
True |
8,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.54 |
2.618 |
47.25 |
1.618 |
44.01 |
1.000 |
42.01 |
0.618 |
40.77 |
HIGH |
38.77 |
0.618 |
37.53 |
0.500 |
37.15 |
0.382 |
36.77 |
LOW |
35.53 |
0.618 |
33.53 |
1.000 |
32.29 |
1.618 |
30.29 |
2.618 |
27.05 |
4.250 |
21.76 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
38.06 |
38.12 |
PP |
37.60 |
37.72 |
S1 |
37.15 |
37.33 |
|