NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.53 |
41.38 |
-1.15 |
-2.7% |
41.88 |
High |
42.73 |
42.26 |
-0.47 |
-1.1% |
42.82 |
Low |
41.17 |
41.12 |
-0.05 |
-0.1% |
41.01 |
Close |
41.37 |
41.95 |
0.58 |
1.4% |
42.37 |
Range |
1.56 |
1.14 |
-0.42 |
-26.9% |
1.81 |
ATR |
1.26 |
1.25 |
-0.01 |
-0.7% |
0.00 |
Volume |
7,382 |
5,350 |
-2,032 |
-27.5% |
30,567 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.20 |
44.71 |
42.58 |
|
R3 |
44.06 |
43.57 |
42.26 |
|
R2 |
42.92 |
42.92 |
42.16 |
|
R1 |
42.43 |
42.43 |
42.05 |
42.68 |
PP |
41.78 |
41.78 |
41.78 |
41.90 |
S1 |
41.29 |
41.29 |
41.85 |
41.54 |
S2 |
40.64 |
40.64 |
41.74 |
|
S3 |
39.50 |
40.15 |
41.64 |
|
S4 |
38.36 |
39.01 |
41.32 |
|
|
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 |
41.12 |
1.89 |
4.5% |
1.02 |
2.4% |
44% |
False |
True |
7,438 |
10 |
43.02 |
41.01 |
2.01 |
4.8% |
1.06 |
2.5% |
47% |
False |
False |
7,353 |
20 |
43.02 |
38.85 |
4.17 |
9.9% |
1.26 |
3.0% |
74% |
False |
False |
8,017 |
40 |
45.36 |
38.85 |
6.51 |
15.5% |
1.24 |
3.0% |
48% |
False |
False |
7,359 |
60 |
45.42 |
38.85 |
6.57 |
15.7% |
1.13 |
2.7% |
47% |
False |
False |
6,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.11 |
2.618 |
45.24 |
1.618 |
44.10 |
1.000 |
43.40 |
0.618 |
42.96 |
HIGH |
42.26 |
0.618 |
41.82 |
0.500 |
41.69 |
0.382 |
41.56 |
LOW |
41.12 |
0.618 |
40.42 |
1.000 |
39.98 |
1.618 |
39.28 |
2.618 |
38.14 |
4.250 |
36.28 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.86 |
42.07 |
PP |
41.78 |
42.03 |
S1 |
41.69 |
41.99 |
|