NYMEX Light Sweet Crude Oil Future February 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 |
41.53 |
41.53 |
0.00 |
0.0% |
41.35 |
| High |
42.00 |
42.41 |
0.41 |
1.0% |
42.15 |
| Low |
41.35 |
41.10 |
-0.25 |
-0.6% |
40.11 |
| Close |
41.63 |
42.24 |
0.61 |
1.5% |
41.70 |
| Range |
0.65 |
1.31 |
0.66 |
101.5% |
2.04 |
| ATR |
1.39 |
1.38 |
-0.01 |
-0.4% |
0.00 |
| Volume |
31,732 |
30,789 |
-943 |
-3.0% |
129,257 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.85 |
45.35 |
42.96 |
|
| R3 |
44.54 |
44.04 |
42.60 |
|
| R2 |
43.23 |
43.23 |
42.48 |
|
| R1 |
42.73 |
42.73 |
42.36 |
42.98 |
| PP |
41.92 |
41.92 |
41.92 |
42.04 |
| S1 |
41.42 |
41.42 |
42.12 |
41.67 |
| S2 |
40.61 |
40.61 |
42.00 |
|
| S3 |
39.30 |
40.11 |
41.88 |
|
| S4 |
37.99 |
38.80 |
41.52 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.44 |
46.61 |
42.82 |
|
| R3 |
45.40 |
44.57 |
42.26 |
|
| R2 |
43.36 |
43.36 |
42.07 |
|
| R1 |
42.53 |
42.53 |
41.89 |
42.95 |
| PP |
41.32 |
41.32 |
41.32 |
41.53 |
| S1 |
40.49 |
40.49 |
41.51 |
40.91 |
| S2 |
39.28 |
39.28 |
41.33 |
|
| S3 |
37.24 |
38.45 |
41.14 |
|
| S4 |
35.20 |
36.41 |
40.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.41 |
40.20 |
2.21 |
5.2% |
1.20 |
2.9% |
92% |
True |
False |
27,879 |
| 10 |
42.41 |
40.11 |
2.30 |
5.4% |
1.18 |
2.8% |
93% |
True |
False |
32,115 |
| 20 |
42.41 |
37.71 |
4.70 |
11.1% |
1.43 |
3.4% |
96% |
True |
False |
29,894 |
| 40 |
44.84 |
37.71 |
7.13 |
16.9% |
1.39 |
3.3% |
64% |
False |
False |
26,163 |
| 60 |
44.84 |
37.71 |
7.13 |
16.9% |
1.26 |
3.0% |
64% |
False |
False |
21,189 |
| 80 |
44.84 |
37.71 |
7.13 |
16.9% |
1.21 |
2.9% |
64% |
False |
False |
17,560 |
| 100 |
44.84 |
36.26 |
8.58 |
20.3% |
1.30 |
3.1% |
70% |
False |
False |
15,332 |
| 120 |
44.84 |
29.00 |
15.84 |
37.5% |
1.37 |
3.2% |
84% |
False |
False |
13,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.98 |
|
2.618 |
45.84 |
|
1.618 |
44.53 |
|
1.000 |
43.72 |
|
0.618 |
43.22 |
|
HIGH |
42.41 |
|
0.618 |
41.91 |
|
0.500 |
41.76 |
|
0.382 |
41.60 |
|
LOW |
41.10 |
|
0.618 |
40.29 |
|
1.000 |
39.79 |
|
1.618 |
38.98 |
|
2.618 |
37.67 |
|
4.250 |
35.53 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
42.08 |
42.06 |
| PP |
41.92 |
41.88 |
| S1 |
41.76 |
41.70 |
|