NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
37.76 |
36.41 |
-1.35 |
-3.6% |
39.98 |
| High |
38.10 |
36.93 |
-1.17 |
-3.1% |
40.13 |
| Low |
35.28 |
35.57 |
0.29 |
0.8% |
35.28 |
| Close |
36.51 |
36.15 |
-0.36 |
-1.0% |
36.15 |
| Range |
2.82 |
1.36 |
-1.46 |
-51.8% |
4.85 |
| ATR |
1.61 |
1.60 |
-0.02 |
-1.1% |
0.00 |
| Volume |
185,121 |
125,090 |
-60,031 |
-32.4% |
670,273 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.30 |
39.58 |
36.90 |
|
| R3 |
38.94 |
38.22 |
36.52 |
|
| R2 |
37.58 |
37.58 |
36.40 |
|
| R1 |
36.86 |
36.86 |
36.27 |
36.54 |
| PP |
36.22 |
36.22 |
36.22 |
36.06 |
| S1 |
35.50 |
35.50 |
36.03 |
35.18 |
| S2 |
34.86 |
34.86 |
35.90 |
|
| S3 |
33.50 |
34.14 |
35.78 |
|
| S4 |
32.14 |
32.78 |
35.40 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.74 |
48.79 |
38.82 |
|
| R3 |
46.89 |
43.94 |
37.48 |
|
| R2 |
42.04 |
42.04 |
37.04 |
|
| R1 |
39.09 |
39.09 |
36.59 |
38.14 |
| PP |
37.19 |
37.19 |
37.19 |
36.71 |
| S1 |
34.24 |
34.24 |
35.71 |
33.29 |
| S2 |
32.34 |
32.34 |
35.26 |
|
| S3 |
27.49 |
29.39 |
34.82 |
|
| S4 |
22.64 |
24.54 |
33.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.13 |
35.28 |
4.85 |
13.4% |
1.78 |
4.9% |
18% |
False |
False |
134,054 |
| 10 |
42.15 |
35.28 |
6.87 |
19.0% |
1.54 |
4.3% |
13% |
False |
False |
109,807 |
| 20 |
42.15 |
35.28 |
6.87 |
19.0% |
1.49 |
4.1% |
13% |
False |
False |
96,791 |
| 40 |
42.92 |
35.28 |
7.64 |
21.1% |
1.58 |
4.4% |
11% |
False |
False |
71,023 |
| 60 |
44.60 |
35.28 |
9.32 |
25.8% |
1.37 |
3.8% |
9% |
False |
False |
55,649 |
| 80 |
44.60 |
35.28 |
9.32 |
25.8% |
1.32 |
3.6% |
9% |
False |
False |
46,227 |
| 100 |
44.60 |
35.28 |
9.32 |
25.8% |
1.39 |
3.8% |
9% |
False |
False |
39,693 |
| 120 |
44.60 |
30.35 |
14.25 |
39.4% |
1.43 |
3.9% |
41% |
False |
False |
35,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.71 |
|
2.618 |
40.49 |
|
1.618 |
39.13 |
|
1.000 |
38.29 |
|
0.618 |
37.77 |
|
HIGH |
36.93 |
|
0.618 |
36.41 |
|
0.500 |
36.25 |
|
0.382 |
36.09 |
|
LOW |
35.57 |
|
0.618 |
34.73 |
|
1.000 |
34.21 |
|
1.618 |
33.37 |
|
2.618 |
32.01 |
|
4.250 |
29.79 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
36.25 |
37.31 |
| PP |
36.22 |
36.92 |
| S1 |
36.18 |
36.54 |
|