NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
37.76 |
36.91 |
-0.85 |
-2.3% |
40.90 |
High |
38.27 |
39.14 |
0.87 |
2.3% |
41.17 |
Low |
37.14 |
36.00 |
-1.14 |
-3.1% |
36.89 |
Close |
37.76 |
38.89 |
1.13 |
3.0% |
37.76 |
Range |
1.13 |
3.14 |
2.01 |
177.9% |
4.28 |
ATR |
1.38 |
1.51 |
0.13 |
9.1% |
0.00 |
Volume |
9,493 |
24,370 |
14,877 |
156.7% |
54,667 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.43 |
46.30 |
40.62 |
|
R3 |
44.29 |
43.16 |
39.75 |
|
R2 |
41.15 |
41.15 |
39.47 |
|
R1 |
40.02 |
40.02 |
39.18 |
40.59 |
PP |
38.01 |
38.01 |
38.01 |
38.29 |
S1 |
36.88 |
36.88 |
38.60 |
37.45 |
S2 |
34.87 |
34.87 |
38.31 |
|
S3 |
31.73 |
33.74 |
38.03 |
|
S4 |
28.59 |
30.60 |
37.16 |
|
|
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 |
36.00 |
5.17 |
13.3% |
1.92 |
4.9% |
56% |
False |
True |
14,143 |
10 |
43.01 |
36.00 |
7.01 |
18.0% |
1.56 |
4.0% |
41% |
False |
True |
11,154 |
20 |
43.02 |
36.00 |
7.02 |
18.1% |
1.29 |
3.3% |
41% |
False |
True |
9,714 |
40 |
43.45 |
36.00 |
7.45 |
19.2% |
1.35 |
3.5% |
39% |
False |
True |
8,824 |
60 |
45.42 |
36.00 |
9.42 |
24.2% |
1.18 |
3.0% |
31% |
False |
True |
7,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.49 |
2.618 |
47.36 |
1.618 |
44.22 |
1.000 |
42.28 |
0.618 |
41.08 |
HIGH |
39.14 |
0.618 |
37.94 |
0.500 |
37.57 |
0.382 |
37.20 |
LOW |
36.00 |
0.618 |
34.06 |
1.000 |
32.86 |
1.618 |
30.92 |
2.618 |
27.78 |
4.250 |
22.66 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
38.45 |
38.49 |
PP |
38.01 |
38.10 |
S1 |
37.57 |
37.70 |
|