NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.90 |
40.09 |
-0.81 |
-2.0% |
42.40 |
High |
40.93 |
41.17 |
0.24 |
0.6% |
43.01 |
Low |
39.88 |
40.05 |
0.17 |
0.4% |
40.99 |
Close |
40.07 |
40.94 |
0.87 |
2.2% |
41.18 |
Range |
1.05 |
1.12 |
0.07 |
6.7% |
2.02 |
ATR |
1.25 |
1.24 |
-0.01 |
-0.7% |
0.00 |
Volume |
8,322 |
6,074 |
-2,248 |
-27.0% |
41,117 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.08 |
43.63 |
41.56 |
|
R3 |
42.96 |
42.51 |
41.25 |
|
R2 |
41.84 |
41.84 |
41.15 |
|
R1 |
41.39 |
41.39 |
41.04 |
41.62 |
PP |
40.72 |
40.72 |
40.72 |
40.83 |
S1 |
40.27 |
40.27 |
40.84 |
40.50 |
S2 |
39.60 |
39.60 |
40.73 |
|
S3 |
38.48 |
39.15 |
40.63 |
|
S4 |
37.36 |
38.03 |
40.32 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.79 |
46.50 |
42.29 |
|
R3 |
45.77 |
44.48 |
41.74 |
|
R2 |
43.75 |
43.75 |
41.55 |
|
R1 |
42.46 |
42.46 |
41.37 |
42.10 |
PP |
41.73 |
41.73 |
41.73 |
41.54 |
S1 |
40.44 |
40.44 |
40.99 |
40.08 |
S2 |
39.71 |
39.71 |
40.81 |
|
S3 |
37.69 |
38.42 |
40.62 |
|
S4 |
35.67 |
36.40 |
40.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.73 |
39.88 |
2.85 |
7.0% |
1.20 |
2.9% |
37% |
False |
False |
6,804 |
10 |
43.01 |
39.88 |
3.13 |
7.6% |
1.11 |
2.7% |
34% |
False |
False |
7,119 |
20 |
43.02 |
38.85 |
4.17 |
10.2% |
1.26 |
3.1% |
50% |
False |
False |
8,382 |
40 |
45.18 |
38.85 |
6.33 |
15.5% |
1.27 |
3.1% |
33% |
False |
False |
7,688 |
60 |
45.42 |
38.85 |
6.57 |
16.0% |
1.12 |
2.7% |
32% |
False |
False |
6,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.93 |
2.618 |
44.10 |
1.618 |
42.98 |
1.000 |
42.29 |
0.618 |
41.86 |
HIGH |
41.17 |
0.618 |
40.74 |
0.500 |
40.61 |
0.382 |
40.48 |
LOW |
40.05 |
0.618 |
39.36 |
1.000 |
38.93 |
1.618 |
38.24 |
2.618 |
37.12 |
4.250 |
35.29 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.83 |
41.01 |
PP |
40.72 |
40.99 |
S1 |
40.61 |
40.96 |
|