NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
39.59 |
39.88 |
0.29 |
0.7% |
41.84 |
| High |
40.71 |
39.92 |
-0.79 |
-1.9% |
42.64 |
| Low |
39.51 |
38.05 |
-1.46 |
-3.7% |
40.48 |
| Close |
40.46 |
38.43 |
-2.03 |
-5.0% |
40.73 |
| Range |
1.20 |
1.87 |
0.67 |
55.8% |
2.16 |
| ATR |
1.35 |
1.43 |
0.08 |
5.6% |
0.00 |
| Volume |
25,982 |
49,137 |
23,155 |
89.1% |
116,100 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.41 |
43.29 |
39.46 |
|
| R3 |
42.54 |
41.42 |
38.94 |
|
| R2 |
40.67 |
40.67 |
38.77 |
|
| R1 |
39.55 |
39.55 |
38.60 |
39.18 |
| PP |
38.80 |
38.80 |
38.80 |
38.61 |
| S1 |
37.68 |
37.68 |
38.26 |
37.31 |
| S2 |
36.93 |
36.93 |
38.09 |
|
| S3 |
35.06 |
35.81 |
37.92 |
|
| S4 |
33.19 |
33.94 |
37.40 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.76 |
46.41 |
41.92 |
|
| R3 |
45.60 |
44.25 |
41.32 |
|
| R2 |
43.44 |
43.44 |
41.13 |
|
| R1 |
42.09 |
42.09 |
40.93 |
41.69 |
| PP |
41.28 |
41.28 |
41.28 |
41.08 |
| S1 |
39.93 |
39.93 |
40.53 |
39.53 |
| S2 |
39.12 |
39.12 |
40.33 |
|
| S3 |
36.96 |
37.77 |
40.14 |
|
| S4 |
34.80 |
35.61 |
39.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.87 |
38.05 |
3.82 |
9.9% |
1.36 |
3.5% |
10% |
False |
True |
26,447 |
| 10 |
42.64 |
38.05 |
4.59 |
11.9% |
1.31 |
3.4% |
8% |
False |
True |
27,399 |
| 20 |
42.64 |
38.05 |
4.59 |
11.9% |
1.42 |
3.7% |
8% |
False |
True |
32,404 |
| 40 |
44.72 |
38.05 |
6.67 |
17.4% |
1.45 |
3.8% |
6% |
False |
True |
31,418 |
| 60 |
45.07 |
38.05 |
7.02 |
18.3% |
1.26 |
3.3% |
5% |
False |
True |
26,660 |
| 80 |
45.07 |
38.05 |
7.02 |
18.3% |
1.20 |
3.1% |
5% |
False |
True |
22,851 |
| 100 |
45.07 |
36.55 |
8.52 |
22.2% |
1.28 |
3.3% |
22% |
False |
False |
20,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.87 |
|
2.618 |
44.82 |
|
1.618 |
42.95 |
|
1.000 |
41.79 |
|
0.618 |
41.08 |
|
HIGH |
39.92 |
|
0.618 |
39.21 |
|
0.500 |
38.99 |
|
0.382 |
38.76 |
|
LOW |
38.05 |
|
0.618 |
36.89 |
|
1.000 |
36.18 |
|
1.618 |
35.02 |
|
2.618 |
33.15 |
|
4.250 |
30.10 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.99 |
39.38 |
| PP |
38.80 |
39.06 |
| S1 |
38.62 |
38.75 |
|