NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
40.88 |
40.69 |
-0.19 |
-0.5% |
40.40 |
| High |
41.05 |
41.22 |
0.17 |
0.4% |
41.29 |
| Low |
40.08 |
40.54 |
0.46 |
1.1% |
39.04 |
| Close |
40.88 |
40.83 |
-0.05 |
-0.1% |
40.88 |
| Range |
0.97 |
0.68 |
-0.29 |
-29.9% |
2.25 |
| ATR |
1.57 |
1.50 |
-0.06 |
-4.0% |
0.00 |
| Volume |
96,488 |
75,335 |
-21,153 |
-21.9% |
1,370,539 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.90 |
42.55 |
41.20 |
|
| R3 |
42.22 |
41.87 |
41.02 |
|
| R2 |
41.54 |
41.54 |
40.95 |
|
| R1 |
41.19 |
41.19 |
40.89 |
41.37 |
| PP |
40.86 |
40.86 |
40.86 |
40.95 |
| S1 |
40.51 |
40.51 |
40.77 |
40.69 |
| S2 |
40.18 |
40.18 |
40.71 |
|
| S3 |
39.50 |
39.83 |
40.64 |
|
| S4 |
38.82 |
39.15 |
40.46 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.15 |
46.27 |
42.12 |
|
| R3 |
44.90 |
44.02 |
41.50 |
|
| R2 |
42.65 |
42.65 |
41.29 |
|
| R1 |
41.77 |
41.77 |
41.09 |
42.21 |
| PP |
40.40 |
40.40 |
40.40 |
40.63 |
| S1 |
39.52 |
39.52 |
40.67 |
39.96 |
| S2 |
38.15 |
38.15 |
40.47 |
|
| S3 |
35.90 |
37.27 |
40.26 |
|
| S4 |
33.65 |
35.02 |
39.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.29 |
39.22 |
2.07 |
5.1% |
1.25 |
3.1% |
78% |
False |
False |
224,767 |
| 10 |
41.47 |
39.04 |
2.43 |
6.0% |
1.31 |
3.2% |
74% |
False |
False |
302,096 |
| 20 |
41.47 |
36.63 |
4.84 |
11.9% |
1.52 |
3.7% |
87% |
False |
False |
314,315 |
| 40 |
44.05 |
36.58 |
7.47 |
18.3% |
1.51 |
3.7% |
57% |
False |
False |
243,181 |
| 60 |
44.05 |
36.58 |
7.47 |
18.3% |
1.41 |
3.5% |
57% |
False |
False |
186,743 |
| 80 |
44.05 |
36.58 |
7.47 |
18.3% |
1.36 |
3.3% |
57% |
False |
False |
148,974 |
| 100 |
44.05 |
34.07 |
9.98 |
24.4% |
1.49 |
3.6% |
68% |
False |
False |
123,433 |
| 120 |
44.05 |
26.73 |
17.32 |
42.4% |
1.57 |
3.8% |
81% |
False |
False |
106,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.11 |
|
2.618 |
43.00 |
|
1.618 |
42.32 |
|
1.000 |
41.90 |
|
0.618 |
41.64 |
|
HIGH |
41.22 |
|
0.618 |
40.96 |
|
0.500 |
40.88 |
|
0.382 |
40.80 |
|
LOW |
40.54 |
|
0.618 |
40.12 |
|
1.000 |
39.86 |
|
1.618 |
39.44 |
|
2.618 |
38.76 |
|
4.250 |
37.65 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.88 |
40.64 |
| PP |
40.86 |
40.45 |
| S1 |
40.85 |
40.26 |
|