NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.40 |
42.18 |
-0.22 |
-0.5% |
41.88 |
High |
42.62 |
43.01 |
0.39 |
0.9% |
42.82 |
Low |
42.09 |
41.92 |
-0.17 |
-0.4% |
41.01 |
Close |
42.34 |
42.91 |
0.57 |
1.3% |
42.37 |
Range |
0.53 |
1.09 |
0.56 |
105.7% |
1.81 |
ATR |
1.23 |
1.22 |
-0.01 |
-0.8% |
0.00 |
Volume |
8,605 |
12,885 |
4,280 |
49.7% |
30,567 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.88 |
45.49 |
43.51 |
|
R3 |
44.79 |
44.40 |
43.21 |
|
R2 |
43.70 |
43.70 |
43.11 |
|
R1 |
43.31 |
43.31 |
43.01 |
43.51 |
PP |
42.61 |
42.61 |
42.61 |
42.71 |
S1 |
42.22 |
42.22 |
42.81 |
42.42 |
S2 |
41.52 |
41.52 |
42.71 |
|
S3 |
40.43 |
41.13 |
42.61 |
|
S4 |
39.34 |
40.04 |
42.31 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.50 |
46.74 |
43.37 |
|
R3 |
45.69 |
44.93 |
42.87 |
|
R2 |
43.88 |
43.88 |
42.70 |
|
R1 |
43.12 |
43.12 |
42.54 |
43.50 |
PP |
42.07 |
42.07 |
42.07 |
42.26 |
S1 |
41.31 |
41.31 |
42.20 |
41.69 |
S2 |
40.26 |
40.26 |
42.04 |
|
S3 |
38.45 |
39.50 |
41.87 |
|
S4 |
36.64 |
37.69 |
41.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.01 |
41.07 |
1.94 |
4.5% |
1.02 |
2.4% |
95% |
True |
False |
7,435 |
10 |
43.02 |
41.01 |
2.01 |
4.7% |
1.00 |
2.3% |
95% |
False |
False |
8,724 |
20 |
43.02 |
38.85 |
4.17 |
9.7% |
1.25 |
2.9% |
97% |
False |
False |
7,993 |
40 |
45.42 |
38.85 |
6.57 |
15.3% |
1.20 |
2.8% |
62% |
False |
False |
7,243 |
60 |
45.42 |
38.85 |
6.57 |
15.3% |
1.11 |
2.6% |
62% |
False |
False |
6,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.64 |
2.618 |
45.86 |
1.618 |
44.77 |
1.000 |
44.10 |
0.618 |
43.68 |
HIGH |
43.01 |
0.618 |
42.59 |
0.500 |
42.47 |
0.382 |
42.34 |
LOW |
41.92 |
0.618 |
41.25 |
1.000 |
40.83 |
1.618 |
40.16 |
2.618 |
39.07 |
4.250 |
37.29 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
42.76 |
42.73 |
PP |
42.61 |
42.55 |
S1 |
42.47 |
42.38 |
|