NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
37.01 |
37.32 |
0.31 |
0.8% |
39.48 |
High |
37.82 |
37.68 |
-0.14 |
-0.4% |
39.59 |
Low |
36.67 |
36.82 |
0.15 |
0.4% |
36.13 |
Close |
37.33 |
37.26 |
-0.07 |
-0.2% |
37.33 |
Range |
1.15 |
0.86 |
-0.29 |
-25.2% |
3.46 |
ATR |
1.49 |
1.44 |
-0.04 |
-3.0% |
0.00 |
Volume |
363,787 |
347,563 |
-16,224 |
-4.5% |
1,907,673 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.83 |
39.41 |
37.73 |
|
R3 |
38.97 |
38.55 |
37.50 |
|
R2 |
38.11 |
38.11 |
37.42 |
|
R1 |
37.69 |
37.69 |
37.34 |
37.47 |
PP |
37.25 |
37.25 |
37.25 |
37.15 |
S1 |
36.83 |
36.83 |
37.18 |
36.61 |
S2 |
36.39 |
36.39 |
37.10 |
|
S3 |
35.53 |
35.97 |
37.02 |
|
S4 |
34.67 |
35.11 |
36.79 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.06 |
46.16 |
39.23 |
|
R3 |
44.60 |
42.70 |
38.28 |
|
R2 |
41.14 |
41.14 |
37.96 |
|
R1 |
39.24 |
39.24 |
37.65 |
38.46 |
PP |
37.68 |
37.68 |
37.68 |
37.30 |
S1 |
35.78 |
35.78 |
37.01 |
35.00 |
S2 |
34.22 |
34.22 |
36.70 |
|
S3 |
30.76 |
32.32 |
36.38 |
|
S4 |
27.30 |
28.86 |
35.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.59 |
36.13 |
3.46 |
9.3% |
1.80 |
4.8% |
33% |
False |
False |
451,047 |
10 |
43.57 |
36.13 |
7.44 |
20.0% |
1.68 |
4.5% |
15% |
False |
False |
406,084 |
20 |
43.78 |
36.13 |
7.65 |
20.5% |
1.35 |
3.6% |
15% |
False |
False |
352,400 |
40 |
43.78 |
36.13 |
7.65 |
20.5% |
1.31 |
3.5% |
15% |
False |
False |
242,624 |
60 |
43.78 |
36.13 |
7.65 |
20.5% |
1.38 |
3.7% |
15% |
False |
False |
182,606 |
80 |
43.78 |
32.33 |
11.45 |
30.7% |
1.56 |
4.2% |
43% |
False |
False |
145,131 |
100 |
43.78 |
24.78 |
19.00 |
51.0% |
1.65 |
4.4% |
66% |
False |
False |
124,200 |
120 |
43.78 |
23.26 |
20.52 |
55.1% |
1.79 |
4.8% |
68% |
False |
False |
109,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.34 |
2.618 |
39.93 |
1.618 |
39.07 |
1.000 |
38.54 |
0.618 |
38.21 |
HIGH |
37.68 |
0.618 |
37.35 |
0.500 |
37.25 |
0.382 |
37.15 |
LOW |
36.82 |
0.618 |
36.29 |
1.000 |
35.96 |
1.618 |
35.43 |
2.618 |
34.57 |
4.250 |
33.17 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
37.26 |
37.43 |
PP |
37.25 |
37.37 |
S1 |
37.25 |
37.32 |
|