NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
37.32 |
37.28 |
-0.04 |
-0.1% |
39.48 |
High |
37.68 |
38.57 |
0.89 |
2.4% |
39.59 |
Low |
36.82 |
37.06 |
0.24 |
0.7% |
36.13 |
Close |
37.26 |
38.28 |
1.02 |
2.7% |
37.33 |
Range |
0.86 |
1.51 |
0.65 |
75.6% |
3.46 |
ATR |
1.44 |
1.45 |
0.00 |
0.3% |
0.00 |
Volume |
347,563 |
348,861 |
1,298 |
0.4% |
1,907,673 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.50 |
41.90 |
39.11 |
|
R3 |
40.99 |
40.39 |
38.70 |
|
R2 |
39.48 |
39.48 |
38.56 |
|
R1 |
38.88 |
38.88 |
38.42 |
39.18 |
PP |
37.97 |
37.97 |
37.97 |
38.12 |
S1 |
37.37 |
37.37 |
38.14 |
37.67 |
S2 |
36.46 |
36.46 |
38.00 |
|
S3 |
34.95 |
35.86 |
37.86 |
|
S4 |
33.44 |
34.35 |
37.45 |
|
|
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 |
38.57 |
36.16 |
2.41 |
6.3% |
1.41 |
3.7% |
88% |
True |
False |
376,624 |
10 |
43.43 |
36.13 |
7.30 |
19.1% |
1.73 |
4.5% |
29% |
False |
False |
417,283 |
20 |
43.78 |
36.13 |
7.65 |
20.0% |
1.36 |
3.6% |
28% |
False |
False |
360,188 |
40 |
43.78 |
36.13 |
7.65 |
20.0% |
1.33 |
3.5% |
28% |
False |
False |
250,023 |
60 |
43.78 |
36.13 |
7.65 |
20.0% |
1.37 |
3.6% |
28% |
False |
False |
187,587 |
80 |
43.78 |
32.33 |
11.45 |
29.9% |
1.56 |
4.1% |
52% |
False |
False |
149,015 |
100 |
43.78 |
24.78 |
19.00 |
49.6% |
1.64 |
4.3% |
71% |
False |
False |
127,397 |
120 |
43.78 |
23.26 |
20.52 |
53.6% |
1.78 |
4.7% |
73% |
False |
False |
111,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.99 |
2.618 |
42.52 |
1.618 |
41.01 |
1.000 |
40.08 |
0.618 |
39.50 |
HIGH |
38.57 |
0.618 |
37.99 |
0.500 |
37.82 |
0.382 |
37.64 |
LOW |
37.06 |
0.618 |
36.13 |
1.000 |
35.55 |
1.618 |
34.62 |
2.618 |
33.11 |
4.250 |
30.64 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
38.13 |
38.06 |
PP |
37.97 |
37.84 |
S1 |
37.82 |
37.62 |
|