NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
40.69 |
40.65 |
-0.04 |
-0.1% |
40.40 |
| High |
41.22 |
41.70 |
0.48 |
1.2% |
41.29 |
| Low |
40.54 |
40.25 |
-0.29 |
-0.7% |
39.04 |
| Close |
40.83 |
41.46 |
0.63 |
1.5% |
40.88 |
| Range |
0.68 |
1.45 |
0.77 |
113.2% |
2.25 |
| ATR |
1.50 |
1.50 |
0.00 |
-0.3% |
0.00 |
| Volume |
75,335 |
17,399 |
-57,936 |
-76.9% |
1,370,539 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.49 |
44.92 |
42.26 |
|
| R3 |
44.04 |
43.47 |
41.86 |
|
| R2 |
42.59 |
42.59 |
41.73 |
|
| R1 |
42.02 |
42.02 |
41.59 |
42.31 |
| PP |
41.14 |
41.14 |
41.14 |
41.28 |
| S1 |
40.57 |
40.57 |
41.33 |
40.86 |
| S2 |
39.69 |
39.69 |
41.19 |
|
| S3 |
38.24 |
39.12 |
41.06 |
|
| S4 |
36.79 |
37.67 |
40.66 |
|
|
| 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 |
41.70 |
39.22 |
2.48 |
6.0% |
1.30 |
3.1% |
90% |
True |
False |
153,153 |
| 10 |
41.70 |
39.04 |
2.66 |
6.4% |
1.28 |
3.1% |
91% |
True |
False |
263,782 |
| 20 |
41.70 |
36.63 |
5.07 |
12.2% |
1.54 |
3.7% |
95% |
True |
False |
300,794 |
| 40 |
44.05 |
36.58 |
7.47 |
18.0% |
1.53 |
3.7% |
65% |
False |
False |
241,492 |
| 60 |
44.05 |
36.58 |
7.47 |
18.0% |
1.41 |
3.4% |
65% |
False |
False |
186,070 |
| 80 |
44.05 |
36.58 |
7.47 |
18.0% |
1.36 |
3.3% |
65% |
False |
False |
148,940 |
| 100 |
44.05 |
35.54 |
8.51 |
20.5% |
1.47 |
3.5% |
70% |
False |
False |
123,442 |
| 120 |
44.05 |
26.73 |
17.32 |
41.8% |
1.56 |
3.8% |
85% |
False |
False |
106,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.86 |
|
2.618 |
45.50 |
|
1.618 |
44.05 |
|
1.000 |
43.15 |
|
0.618 |
42.60 |
|
HIGH |
41.70 |
|
0.618 |
41.15 |
|
0.500 |
40.98 |
|
0.382 |
40.80 |
|
LOW |
40.25 |
|
0.618 |
39.35 |
|
1.000 |
38.80 |
|
1.618 |
37.90 |
|
2.618 |
36.45 |
|
4.250 |
34.09 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.30 |
41.27 |
| PP |
41.14 |
41.08 |
| S1 |
40.98 |
40.89 |
|