NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
38.60 |
37.00 |
-1.60 |
-4.1% |
40.07 |
| High |
38.65 |
39.72 |
1.07 |
2.8% |
40.80 |
| Low |
36.63 |
37.00 |
0.37 |
1.0% |
36.63 |
| Close |
37.05 |
39.22 |
2.17 |
5.9% |
37.05 |
| Range |
2.02 |
2.72 |
0.70 |
34.7% |
4.17 |
| ATR |
1.63 |
1.70 |
0.08 |
4.8% |
0.00 |
| Volume |
391,428 |
378,579 |
-12,849 |
-3.3% |
1,781,188 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.81 |
45.73 |
40.72 |
|
| R3 |
44.09 |
43.01 |
39.97 |
|
| R2 |
41.37 |
41.37 |
39.72 |
|
| R1 |
40.29 |
40.29 |
39.47 |
40.83 |
| PP |
38.65 |
38.65 |
38.65 |
38.92 |
| S1 |
37.57 |
37.57 |
38.97 |
38.11 |
| S2 |
35.93 |
35.93 |
38.72 |
|
| S3 |
33.21 |
34.85 |
38.47 |
|
| S4 |
30.49 |
32.13 |
37.72 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.67 |
48.03 |
39.34 |
|
| R3 |
46.50 |
43.86 |
38.20 |
|
| R2 |
42.33 |
42.33 |
37.81 |
|
| R1 |
39.69 |
39.69 |
37.43 |
38.93 |
| PP |
38.16 |
38.16 |
38.16 |
37.78 |
| S1 |
35.52 |
35.52 |
36.67 |
34.76 |
| S2 |
33.99 |
33.99 |
36.29 |
|
| S3 |
29.82 |
31.35 |
35.90 |
|
| S4 |
25.65 |
27.18 |
34.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.70 |
36.63 |
4.07 |
10.4% |
2.32 |
5.9% |
64% |
False |
False |
386,668 |
| 10 |
40.80 |
36.63 |
4.17 |
10.6% |
1.74 |
4.4% |
62% |
False |
False |
326,534 |
| 20 |
41.72 |
36.58 |
5.14 |
13.1% |
1.76 |
4.5% |
51% |
False |
False |
284,874 |
| 40 |
44.05 |
36.58 |
7.47 |
19.0% |
1.44 |
3.7% |
35% |
False |
False |
187,431 |
| 60 |
44.05 |
36.58 |
7.47 |
19.0% |
1.37 |
3.5% |
35% |
False |
False |
141,832 |
| 80 |
44.05 |
35.54 |
8.51 |
21.7% |
1.45 |
3.7% |
43% |
False |
False |
113,924 |
| 100 |
44.05 |
29.03 |
15.02 |
38.3% |
1.54 |
3.9% |
68% |
False |
False |
95,137 |
| 120 |
44.05 |
24.43 |
19.62 |
50.0% |
1.68 |
4.3% |
75% |
False |
False |
83,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.28 |
|
2.618 |
46.84 |
|
1.618 |
44.12 |
|
1.000 |
42.44 |
|
0.618 |
41.40 |
|
HIGH |
39.72 |
|
0.618 |
38.68 |
|
0.500 |
38.36 |
|
0.382 |
38.04 |
|
LOW |
37.00 |
|
0.618 |
35.32 |
|
1.000 |
34.28 |
|
1.618 |
32.60 |
|
2.618 |
29.88 |
|
4.250 |
25.44 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.93 |
39.00 |
| PP |
38.65 |
38.77 |
| S1 |
38.36 |
38.55 |
|