NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
38.97 |
37.39 |
-1.58 |
-4.1% |
40.92 |
| High |
39.01 |
37.76 |
-1.25 |
-3.2% |
41.90 |
| Low |
36.97 |
34.92 |
-2.05 |
-5.5% |
39.57 |
| Close |
37.39 |
36.17 |
-1.22 |
-3.3% |
39.85 |
| Range |
2.04 |
2.84 |
0.80 |
39.2% |
2.33 |
| ATR |
1.56 |
1.65 |
0.09 |
5.9% |
0.00 |
| Volume |
489,954 |
568,816 |
78,862 |
16.1% |
1,618,544 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.80 |
43.33 |
37.73 |
|
| R3 |
41.96 |
40.49 |
36.95 |
|
| R2 |
39.12 |
39.12 |
36.69 |
|
| R1 |
37.65 |
37.65 |
36.43 |
36.97 |
| PP |
36.28 |
36.28 |
36.28 |
35.94 |
| S1 |
34.81 |
34.81 |
35.91 |
34.13 |
| S2 |
33.44 |
33.44 |
35.65 |
|
| S3 |
30.60 |
31.97 |
35.39 |
|
| S4 |
27.76 |
29.13 |
34.61 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.43 |
45.97 |
41.13 |
|
| R3 |
45.10 |
43.64 |
40.49 |
|
| R2 |
42.77 |
42.77 |
40.28 |
|
| R1 |
41.31 |
41.31 |
40.06 |
40.88 |
| PP |
40.44 |
40.44 |
40.44 |
40.22 |
| S1 |
38.98 |
38.98 |
39.64 |
38.55 |
| S2 |
38.11 |
38.11 |
39.42 |
|
| S3 |
35.78 |
36.65 |
39.21 |
|
| S4 |
33.45 |
34.32 |
38.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.92 |
34.92 |
6.00 |
16.6% |
1.80 |
5.0% |
21% |
False |
True |
405,484 |
| 10 |
41.90 |
34.92 |
6.98 |
19.3% |
1.52 |
4.2% |
18% |
False |
True |
363,357 |
| 20 |
41.90 |
34.92 |
6.98 |
19.3% |
1.56 |
4.3% |
18% |
False |
True |
290,346 |
| 40 |
42.56 |
34.92 |
7.64 |
21.1% |
1.62 |
4.5% |
16% |
False |
True |
210,262 |
| 60 |
44.33 |
34.92 |
9.41 |
26.0% |
1.41 |
3.9% |
13% |
False |
True |
167,756 |
| 80 |
44.33 |
34.92 |
9.41 |
26.0% |
1.37 |
3.8% |
13% |
False |
True |
144,319 |
| 100 |
44.33 |
34.92 |
9.41 |
26.0% |
1.45 |
4.0% |
13% |
False |
True |
130,469 |
| 120 |
44.33 |
29.68 |
14.65 |
40.5% |
1.51 |
4.2% |
44% |
False |
False |
121,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.83 |
|
2.618 |
45.20 |
|
1.618 |
42.36 |
|
1.000 |
40.60 |
|
0.618 |
39.52 |
|
HIGH |
37.76 |
|
0.618 |
36.68 |
|
0.500 |
36.34 |
|
0.382 |
36.00 |
|
LOW |
34.92 |
|
0.618 |
33.16 |
|
1.000 |
32.08 |
|
1.618 |
30.32 |
|
2.618 |
27.48 |
|
4.250 |
22.85 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
36.34 |
37.38 |
| PP |
36.28 |
36.97 |
| S1 |
36.23 |
36.57 |
|