NYMEX Light Sweet Crude Oil Future January 2021
| 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 |
41.21 |
41.24 |
0.03 |
0.1% |
41.10 |
| High |
41.73 |
42.15 |
0.42 |
1.0% |
41.87 |
| Low |
41.06 |
40.78 |
-0.28 |
-0.7% |
39.74 |
| Close |
41.34 |
41.97 |
0.63 |
1.5% |
41.42 |
| Range |
0.67 |
1.37 |
0.70 |
104.5% |
2.13 |
| ATR |
1.44 |
1.43 |
0.00 |
-0.3% |
0.00 |
| Volume |
74,134 |
96,582 |
22,448 |
30.3% |
398,092 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.74 |
45.23 |
42.72 |
|
| R3 |
44.37 |
43.86 |
42.35 |
|
| R2 |
43.00 |
43.00 |
42.22 |
|
| R1 |
42.49 |
42.49 |
42.10 |
42.75 |
| PP |
41.63 |
41.63 |
41.63 |
41.76 |
| S1 |
41.12 |
41.12 |
41.84 |
41.38 |
| S2 |
40.26 |
40.26 |
41.72 |
|
| S3 |
38.89 |
39.75 |
41.59 |
|
| S4 |
37.52 |
38.38 |
41.22 |
|
|
| 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 |
42.15 |
39.85 |
2.30 |
5.5% |
1.25 |
3.0% |
92% |
True |
False |
79,379 |
| 10 |
42.15 |
39.74 |
2.41 |
5.7% |
1.22 |
2.9% |
93% |
True |
False |
84,811 |
| 20 |
42.15 |
37.30 |
4.85 |
11.6% |
1.48 |
3.5% |
96% |
True |
False |
70,807 |
| 40 |
44.60 |
37.30 |
7.30 |
17.4% |
1.44 |
3.4% |
64% |
False |
False |
52,916 |
| 60 |
44.60 |
37.30 |
7.30 |
17.4% |
1.32 |
3.2% |
64% |
False |
False |
43,369 |
| 80 |
44.60 |
37.30 |
7.30 |
17.4% |
1.27 |
3.0% |
64% |
False |
False |
36,228 |
| 100 |
44.60 |
35.94 |
8.66 |
20.6% |
1.38 |
3.3% |
70% |
False |
False |
31,467 |
| 120 |
44.60 |
28.36 |
16.24 |
38.7% |
1.45 |
3.5% |
84% |
False |
False |
27,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.97 |
|
2.618 |
45.74 |
|
1.618 |
44.37 |
|
1.000 |
43.52 |
|
0.618 |
43.00 |
|
HIGH |
42.15 |
|
0.618 |
41.63 |
|
0.500 |
41.47 |
|
0.382 |
41.30 |
|
LOW |
40.78 |
|
0.618 |
39.93 |
|
1.000 |
39.41 |
|
1.618 |
38.56 |
|
2.618 |
37.19 |
|
4.250 |
34.96 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.80 |
41.79 |
| PP |
41.63 |
41.60 |
| S1 |
41.47 |
41.42 |
|