NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
41.24 |
41.45 |
0.21 |
0.5% |
41.10 |
| High |
42.15 |
41.85 |
-0.30 |
-0.7% |
41.87 |
| Low |
40.78 |
40.07 |
-0.71 |
-1.7% |
39.74 |
| Close |
41.97 |
40.31 |
-1.66 |
-4.0% |
41.42 |
| Range |
1.37 |
1.78 |
0.41 |
29.9% |
2.13 |
| ATR |
1.43 |
1.47 |
0.03 |
2.3% |
0.00 |
| Volume |
96,582 |
101,479 |
4,897 |
5.1% |
398,092 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.08 |
44.98 |
41.29 |
|
| R3 |
44.30 |
43.20 |
40.80 |
|
| R2 |
42.52 |
42.52 |
40.64 |
|
| R1 |
41.42 |
41.42 |
40.47 |
41.08 |
| PP |
40.74 |
40.74 |
40.74 |
40.58 |
| S1 |
39.64 |
39.64 |
40.15 |
39.30 |
| S2 |
38.96 |
38.96 |
39.98 |
|
| S3 |
37.18 |
37.86 |
39.82 |
|
| S4 |
35.40 |
36.08 |
39.33 |
|
|
| 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 |
5.7% |
1.35 |
3.4% |
20% |
False |
False |
83,524 |
| 10 |
42.15 |
39.74 |
2.41 |
6.0% |
1.30 |
3.2% |
24% |
False |
False |
85,336 |
| 20 |
42.15 |
37.30 |
4.85 |
12.0% |
1.50 |
3.7% |
62% |
False |
False |
73,522 |
| 40 |
44.60 |
37.30 |
7.30 |
18.1% |
1.46 |
3.6% |
41% |
False |
False |
54,521 |
| 60 |
44.60 |
37.30 |
7.30 |
18.1% |
1.34 |
3.3% |
41% |
False |
False |
44,788 |
| 80 |
44.60 |
37.30 |
7.30 |
18.1% |
1.27 |
3.2% |
41% |
False |
False |
37,347 |
| 100 |
44.60 |
35.94 |
8.66 |
21.5% |
1.38 |
3.4% |
50% |
False |
False |
32,337 |
| 120 |
44.60 |
28.36 |
16.24 |
40.3% |
1.44 |
3.6% |
74% |
False |
False |
28,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.42 |
|
2.618 |
46.51 |
|
1.618 |
44.73 |
|
1.000 |
43.63 |
|
0.618 |
42.95 |
|
HIGH |
41.85 |
|
0.618 |
41.17 |
|
0.500 |
40.96 |
|
0.382 |
40.75 |
|
LOW |
40.07 |
|
0.618 |
38.97 |
|
1.000 |
38.29 |
|
1.618 |
37.19 |
|
2.618 |
35.41 |
|
4.250 |
32.51 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.96 |
41.11 |
| PP |
40.74 |
40.84 |
| S1 |
40.53 |
40.58 |
|