NYMEX Light Sweet Crude Oil Future December 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 |
41.16 |
40.92 |
-0.24 |
-0.6% |
40.72 |
| High |
41.30 |
41.46 |
0.16 |
0.4% |
41.57 |
| Low |
40.34 |
40.77 |
0.43 |
1.1% |
39.36 |
| Close |
41.12 |
41.06 |
-0.06 |
-0.1% |
41.12 |
| Range |
0.96 |
0.69 |
-0.27 |
-28.1% |
2.21 |
| ATR |
1.54 |
1.48 |
-0.06 |
-3.9% |
0.00 |
| Volume |
256,540 |
314,646 |
58,106 |
22.6% |
1,238,335 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.17 |
42.80 |
41.44 |
|
| R3 |
42.48 |
42.11 |
41.25 |
|
| R2 |
41.79 |
41.79 |
41.19 |
|
| R1 |
41.42 |
41.42 |
41.12 |
41.61 |
| PP |
41.10 |
41.10 |
41.10 |
41.19 |
| S1 |
40.73 |
40.73 |
41.00 |
40.92 |
| S2 |
40.41 |
40.41 |
40.93 |
|
| S3 |
39.72 |
40.04 |
40.87 |
|
| S4 |
39.03 |
39.35 |
40.68 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.31 |
46.43 |
42.34 |
|
| R3 |
45.10 |
44.22 |
41.73 |
|
| R2 |
42.89 |
42.89 |
41.53 |
|
| R1 |
42.01 |
42.01 |
41.32 |
42.45 |
| PP |
40.68 |
40.68 |
40.68 |
40.91 |
| S1 |
39.80 |
39.80 |
40.92 |
40.24 |
| S2 |
38.47 |
38.47 |
40.71 |
|
| S3 |
36.26 |
37.59 |
40.51 |
|
| S4 |
34.05 |
35.38 |
39.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.57 |
39.52 |
2.05 |
5.0% |
1.23 |
3.0% |
75% |
False |
False |
273,265 |
| 10 |
41.74 |
39.36 |
2.38 |
5.8% |
1.29 |
3.1% |
71% |
False |
False |
241,818 |
| 20 |
41.74 |
36.93 |
4.81 |
11.7% |
1.50 |
3.6% |
86% |
False |
False |
179,650 |
| 40 |
44.33 |
36.93 |
7.40 |
18.0% |
1.47 |
3.6% |
56% |
False |
False |
151,815 |
| 60 |
44.33 |
36.93 |
7.40 |
18.0% |
1.37 |
3.3% |
56% |
False |
False |
128,029 |
| 80 |
44.33 |
36.93 |
7.40 |
18.0% |
1.33 |
3.2% |
56% |
False |
False |
113,352 |
| 100 |
44.33 |
34.45 |
9.88 |
24.1% |
1.46 |
3.6% |
67% |
False |
False |
106,267 |
| 120 |
44.33 |
27.57 |
16.76 |
40.8% |
1.56 |
3.8% |
80% |
False |
False |
103,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.39 |
|
2.618 |
43.27 |
|
1.618 |
42.58 |
|
1.000 |
42.15 |
|
0.618 |
41.89 |
|
HIGH |
41.46 |
|
0.618 |
41.20 |
|
0.500 |
41.12 |
|
0.382 |
41.03 |
|
LOW |
40.77 |
|
0.618 |
40.34 |
|
1.000 |
40.08 |
|
1.618 |
39.65 |
|
2.618 |
38.96 |
|
4.250 |
37.84 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.12 |
40.89 |
| PP |
41.10 |
40.72 |
| S1 |
41.08 |
40.55 |
|