NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.28 |
37.76 |
-1.52 |
-3.9% |
40.90 |
High |
39.40 |
38.27 |
-1.13 |
-2.9% |
41.17 |
Low |
36.89 |
37.14 |
0.25 |
0.7% |
36.89 |
Close |
37.90 |
37.76 |
-0.14 |
-0.4% |
37.76 |
Range |
2.51 |
1.13 |
-1.38 |
-55.0% |
4.28 |
ATR |
1.40 |
1.38 |
-0.02 |
-1.4% |
0.00 |
Volume |
18,386 |
9,493 |
-8,893 |
-48.4% |
54,667 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.11 |
40.57 |
38.38 |
|
R3 |
39.98 |
39.44 |
38.07 |
|
R2 |
38.85 |
38.85 |
37.97 |
|
R1 |
38.31 |
38.31 |
37.86 |
38.33 |
PP |
37.72 |
37.72 |
37.72 |
37.73 |
S1 |
37.18 |
37.18 |
37.66 |
37.20 |
S2 |
36.59 |
36.59 |
37.55 |
|
S3 |
35.46 |
36.05 |
37.45 |
|
S4 |
34.33 |
34.92 |
37.14 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.45 |
48.88 |
40.11 |
|
R3 |
47.17 |
44.60 |
38.94 |
|
R2 |
42.89 |
42.89 |
38.54 |
|
R1 |
40.32 |
40.32 |
38.15 |
39.47 |
PP |
38.61 |
38.61 |
38.61 |
38.18 |
S1 |
36.04 |
36.04 |
37.37 |
35.19 |
S2 |
34.33 |
34.33 |
36.98 |
|
S3 |
30.05 |
31.76 |
36.58 |
|
S4 |
25.77 |
27.48 |
35.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.17 |
36.89 |
4.28 |
11.3% |
1.50 |
4.0% |
20% |
False |
False |
10,933 |
10 |
43.01 |
36.89 |
6.12 |
16.2% |
1.30 |
3.4% |
14% |
False |
False |
9,578 |
20 |
43.02 |
36.89 |
6.13 |
16.2% |
1.25 |
3.3% |
14% |
False |
False |
8,932 |
40 |
44.14 |
36.89 |
7.25 |
19.2% |
1.32 |
3.5% |
12% |
False |
False |
8,348 |
60 |
45.42 |
36.89 |
8.53 |
22.6% |
1.14 |
3.0% |
10% |
False |
False |
7,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.07 |
2.618 |
41.23 |
1.618 |
40.10 |
1.000 |
39.40 |
0.618 |
38.97 |
HIGH |
38.27 |
0.618 |
37.84 |
0.500 |
37.71 |
0.382 |
37.57 |
LOW |
37.14 |
0.618 |
36.44 |
1.000 |
36.01 |
1.618 |
35.31 |
2.618 |
34.18 |
4.250 |
32.34 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.74 |
38.63 |
PP |
37.72 |
38.34 |
S1 |
37.71 |
38.05 |
|