NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.32 |
39.28 |
-1.04 |
-2.6% |
42.40 |
High |
40.37 |
39.40 |
-0.97 |
-2.4% |
43.01 |
Low |
38.67 |
36.89 |
-1.78 |
-4.6% |
40.99 |
Close |
39.04 |
37.90 |
-1.14 |
-2.9% |
41.18 |
Range |
1.70 |
2.51 |
0.81 |
47.6% |
2.02 |
ATR |
1.31 |
1.40 |
0.09 |
6.5% |
0.00 |
Volume |
12,392 |
18,386 |
5,994 |
48.4% |
41,117 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.59 |
44.26 |
39.28 |
|
R3 |
43.08 |
41.75 |
38.59 |
|
R2 |
40.57 |
40.57 |
38.36 |
|
R1 |
39.24 |
39.24 |
38.13 |
38.65 |
PP |
38.06 |
38.06 |
38.06 |
37.77 |
S1 |
36.73 |
36.73 |
37.67 |
36.14 |
S2 |
35.55 |
35.55 |
37.44 |
|
S3 |
33.04 |
34.22 |
37.21 |
|
S4 |
30.53 |
31.71 |
36.52 |
|
|
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 |
42.14 |
36.89 |
5.25 |
13.9% |
1.51 |
4.0% |
19% |
False |
True |
10,413 |
10 |
43.01 |
36.89 |
6.12 |
16.1% |
1.26 |
3.3% |
17% |
False |
True |
8,925 |
20 |
43.02 |
36.89 |
6.13 |
16.2% |
1.27 |
3.4% |
16% |
False |
True |
8,787 |
40 |
44.14 |
36.89 |
7.25 |
19.1% |
1.32 |
3.5% |
14% |
False |
True |
8,225 |
60 |
45.42 |
36.89 |
8.53 |
22.5% |
1.13 |
3.0% |
12% |
False |
True |
6,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.07 |
2.618 |
45.97 |
1.618 |
43.46 |
1.000 |
41.91 |
0.618 |
40.95 |
HIGH |
39.40 |
0.618 |
38.44 |
0.500 |
38.15 |
0.382 |
37.85 |
LOW |
36.89 |
0.618 |
35.34 |
1.000 |
34.38 |
1.618 |
32.83 |
2.618 |
30.32 |
4.250 |
26.22 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
38.15 |
39.03 |
PP |
38.06 |
38.65 |
S1 |
37.98 |
38.28 |
|