NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
39.60 |
40.15 |
0.55 |
1.4% |
41.19 |
High |
40.37 |
40.64 |
0.27 |
0.7% |
41.49 |
Low |
39.12 |
39.71 |
0.59 |
1.5% |
38.87 |
Close |
40.31 |
40.25 |
-0.06 |
-0.1% |
40.25 |
Range |
1.25 |
0.93 |
-0.32 |
-25.6% |
2.62 |
ATR |
1.49 |
1.45 |
-0.04 |
-2.7% |
0.00 |
Volume |
269,992 |
229,025 |
-40,967 |
-15.2% |
1,510,783 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.99 |
42.55 |
40.76 |
|
R3 |
42.06 |
41.62 |
40.51 |
|
R2 |
41.13 |
41.13 |
40.42 |
|
R1 |
40.69 |
40.69 |
40.34 |
40.91 |
PP |
40.20 |
40.20 |
40.20 |
40.31 |
S1 |
39.76 |
39.76 |
40.16 |
39.98 |
S2 |
39.27 |
39.27 |
40.08 |
|
S3 |
38.34 |
38.83 |
39.99 |
|
S4 |
37.41 |
37.90 |
39.74 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.06 |
46.78 |
41.69 |
|
R3 |
45.44 |
44.16 |
40.97 |
|
R2 |
42.82 |
42.82 |
40.73 |
|
R1 |
41.54 |
41.54 |
40.49 |
40.87 |
PP |
40.20 |
40.20 |
40.20 |
39.87 |
S1 |
38.92 |
38.92 |
40.01 |
38.25 |
S2 |
37.58 |
37.58 |
39.77 |
|
S3 |
34.96 |
36.30 |
39.53 |
|
S4 |
32.34 |
33.68 |
38.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.49 |
38.87 |
2.62 |
6.5% |
1.47 |
3.7% |
53% |
False |
False |
302,156 |
10 |
41.72 |
37.12 |
4.60 |
11.4% |
1.47 |
3.6% |
68% |
False |
False |
274,750 |
20 |
43.89 |
36.58 |
7.31 |
18.2% |
1.54 |
3.8% |
50% |
False |
False |
208,925 |
40 |
44.05 |
36.58 |
7.47 |
18.6% |
1.33 |
3.3% |
49% |
False |
False |
144,993 |
60 |
44.05 |
36.58 |
7.47 |
18.6% |
1.29 |
3.2% |
49% |
False |
False |
109,049 |
80 |
44.05 |
35.54 |
8.51 |
21.1% |
1.45 |
3.6% |
55% |
False |
False |
88,521 |
100 |
44.05 |
29.00 |
15.05 |
37.4% |
1.53 |
3.8% |
75% |
False |
False |
75,012 |
120 |
44.05 |
24.43 |
19.62 |
48.7% |
1.67 |
4.1% |
81% |
False |
False |
66,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.59 |
2.618 |
43.07 |
1.618 |
42.14 |
1.000 |
41.57 |
0.618 |
41.21 |
HIGH |
40.64 |
0.618 |
40.28 |
0.500 |
40.18 |
0.382 |
40.07 |
LOW |
39.71 |
0.618 |
39.14 |
1.000 |
38.78 |
1.618 |
38.21 |
2.618 |
37.28 |
4.250 |
35.76 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.23 |
40.15 |
PP |
40.20 |
40.04 |
S1 |
40.18 |
39.94 |
|