NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
41.77 |
41.40 |
-0.37 |
-0.9% |
41.10 |
| High |
41.87 |
41.61 |
-0.26 |
-0.6% |
41.87 |
| Low |
39.85 |
40.68 |
0.83 |
2.1% |
39.74 |
| Close |
41.55 |
41.42 |
-0.13 |
-0.3% |
41.42 |
| Range |
2.02 |
0.93 |
-1.09 |
-54.0% |
2.13 |
| ATR |
1.54 |
1.50 |
-0.04 |
-2.8% |
0.00 |
| Volume |
85,553 |
59,875 |
-25,678 |
-30.0% |
398,092 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.03 |
43.65 |
41.93 |
|
| R3 |
43.10 |
42.72 |
41.68 |
|
| R2 |
42.17 |
42.17 |
41.59 |
|
| R1 |
41.79 |
41.79 |
41.51 |
41.98 |
| PP |
41.24 |
41.24 |
41.24 |
41.33 |
| S1 |
40.86 |
40.86 |
41.33 |
41.05 |
| S2 |
40.31 |
40.31 |
41.25 |
|
| S3 |
39.38 |
39.93 |
41.16 |
|
| S4 |
38.45 |
39.00 |
40.91 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.40 |
46.54 |
42.59 |
|
| R3 |
45.27 |
44.41 |
42.01 |
|
| R2 |
43.14 |
43.14 |
41.81 |
|
| R1 |
42.28 |
42.28 |
41.62 |
42.71 |
| PP |
41.01 |
41.01 |
41.01 |
41.23 |
| S1 |
40.15 |
40.15 |
41.22 |
40.58 |
| S2 |
38.88 |
38.88 |
41.03 |
|
| S3 |
36.75 |
38.02 |
40.83 |
|
| S4 |
34.62 |
35.89 |
40.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.87 |
39.74 |
2.13 |
5.1% |
1.33 |
3.2% |
79% |
False |
False |
79,618 |
| 10 |
42.06 |
37.72 |
4.34 |
10.5% |
1.45 |
3.5% |
85% |
False |
False |
83,775 |
| 20 |
42.10 |
37.30 |
4.80 |
11.6% |
1.55 |
3.8% |
86% |
False |
False |
66,347 |
| 40 |
44.60 |
37.30 |
7.30 |
17.6% |
1.44 |
3.5% |
56% |
False |
False |
49,976 |
| 60 |
44.60 |
37.30 |
7.30 |
17.6% |
1.32 |
3.2% |
56% |
False |
False |
41,239 |
| 80 |
44.60 |
37.30 |
7.30 |
17.6% |
1.29 |
3.1% |
56% |
False |
False |
34,529 |
| 100 |
44.60 |
33.95 |
10.65 |
25.7% |
1.40 |
3.4% |
70% |
False |
False |
29,927 |
| 120 |
44.60 |
28.01 |
16.59 |
40.1% |
1.47 |
3.5% |
81% |
False |
False |
26,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.56 |
|
2.618 |
44.04 |
|
1.618 |
43.11 |
|
1.000 |
42.54 |
|
0.618 |
42.18 |
|
HIGH |
41.61 |
|
0.618 |
41.25 |
|
0.500 |
41.15 |
|
0.382 |
41.04 |
|
LOW |
40.68 |
|
0.618 |
40.11 |
|
1.000 |
39.75 |
|
1.618 |
39.18 |
|
2.618 |
38.25 |
|
4.250 |
36.73 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.33 |
41.23 |
| PP |
41.24 |
41.05 |
| S1 |
41.15 |
40.86 |
|