NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.18 |
42.53 |
0.35 |
0.8% |
41.88 |
High |
43.01 |
42.73 |
-0.28 |
-0.7% |
42.82 |
Low |
41.92 |
41.17 |
-0.75 |
-1.8% |
41.01 |
Close |
42.91 |
41.37 |
-1.54 |
-3.6% |
42.37 |
Range |
1.09 |
1.56 |
0.47 |
43.1% |
1.81 |
ATR |
1.22 |
1.26 |
0.04 |
3.0% |
0.00 |
Volume |
12,885 |
7,382 |
-5,503 |
-42.7% |
30,567 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.44 |
45.46 |
42.23 |
|
R3 |
44.88 |
43.90 |
41.80 |
|
R2 |
43.32 |
43.32 |
41.66 |
|
R1 |
42.34 |
42.34 |
41.51 |
42.05 |
PP |
41.76 |
41.76 |
41.76 |
41.61 |
S1 |
40.78 |
40.78 |
41.23 |
40.49 |
S2 |
40.20 |
40.20 |
41.08 |
|
S3 |
38.64 |
39.22 |
40.94 |
|
S4 |
37.08 |
37.66 |
40.51 |
|
|
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 |
4.7% |
1.14 |
2.8% |
15% |
False |
False |
7,800 |
10 |
43.02 |
41.01 |
2.01 |
4.9% |
1.08 |
2.6% |
18% |
False |
False |
8,552 |
20 |
43.02 |
38.85 |
4.17 |
10.1% |
1.26 |
3.1% |
60% |
False |
False |
8,214 |
40 |
45.42 |
38.85 |
6.57 |
15.9% |
1.22 |
3.0% |
38% |
False |
False |
7,279 |
60 |
45.42 |
38.85 |
6.57 |
15.9% |
1.12 |
2.7% |
38% |
False |
False |
6,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.36 |
2.618 |
46.81 |
1.618 |
45.25 |
1.000 |
44.29 |
0.618 |
43.69 |
HIGH |
42.73 |
0.618 |
42.13 |
0.500 |
41.95 |
0.382 |
41.77 |
LOW |
41.17 |
0.618 |
40.21 |
1.000 |
39.61 |
1.618 |
38.65 |
2.618 |
37.09 |
4.250 |
34.54 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.95 |
42.09 |
PP |
41.76 |
41.85 |
S1 |
41.56 |
41.61 |
|