NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
37.00 |
39.35 |
2.35 |
6.4% |
40.07 |
| High |
39.72 |
40.86 |
1.14 |
2.9% |
40.80 |
| Low |
37.00 |
39.10 |
2.10 |
5.7% |
36.63 |
| Close |
39.22 |
40.67 |
1.45 |
3.7% |
37.05 |
| Range |
2.72 |
1.76 |
-0.96 |
-35.3% |
4.17 |
| ATR |
1.70 |
1.71 |
0.00 |
0.2% |
0.00 |
| Volume |
378,579 |
400,531 |
21,952 |
5.8% |
1,781,188 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.49 |
44.84 |
41.64 |
|
| R3 |
43.73 |
43.08 |
41.15 |
|
| R2 |
41.97 |
41.97 |
40.99 |
|
| R1 |
41.32 |
41.32 |
40.83 |
41.65 |
| PP |
40.21 |
40.21 |
40.21 |
40.37 |
| S1 |
39.56 |
39.56 |
40.51 |
39.89 |
| S2 |
38.45 |
38.45 |
40.35 |
|
| S3 |
36.69 |
37.80 |
40.19 |
|
| S4 |
34.93 |
36.04 |
39.70 |
|
|
| 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 |
40.86 |
36.63 |
4.23 |
10.4% |
2.21 |
5.4% |
96% |
True |
False |
390,854 |
| 10 |
40.86 |
36.63 |
4.23 |
10.4% |
1.80 |
4.4% |
96% |
True |
False |
337,806 |
| 20 |
41.72 |
36.60 |
5.12 |
12.6% |
1.68 |
4.1% |
79% |
False |
False |
291,444 |
| 40 |
44.05 |
36.58 |
7.47 |
18.4% |
1.46 |
3.6% |
55% |
False |
False |
195,608 |
| 60 |
44.05 |
36.58 |
7.47 |
18.4% |
1.38 |
3.4% |
55% |
False |
False |
147,945 |
| 80 |
44.05 |
35.56 |
8.49 |
20.9% |
1.44 |
3.6% |
60% |
False |
False |
118,641 |
| 100 |
44.05 |
30.34 |
13.71 |
33.7% |
1.54 |
3.8% |
75% |
False |
False |
98,918 |
| 120 |
44.05 |
24.43 |
19.62 |
48.2% |
1.67 |
4.1% |
83% |
False |
False |
86,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.34 |
|
2.618 |
45.47 |
|
1.618 |
43.71 |
|
1.000 |
42.62 |
|
0.618 |
41.95 |
|
HIGH |
40.86 |
|
0.618 |
40.19 |
|
0.500 |
39.98 |
|
0.382 |
39.77 |
|
LOW |
39.10 |
|
0.618 |
38.01 |
|
1.000 |
37.34 |
|
1.618 |
36.25 |
|
2.618 |
34.49 |
|
4.250 |
31.62 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.44 |
40.03 |
| PP |
40.21 |
39.39 |
| S1 |
39.98 |
38.75 |
|