NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
40.15 |
40.07 |
-0.08 |
-0.2% |
41.19 |
High |
40.64 |
40.80 |
0.16 |
0.4% |
41.49 |
Low |
39.71 |
39.78 |
0.07 |
0.2% |
38.87 |
Close |
40.25 |
40.60 |
0.35 |
0.9% |
40.25 |
Range |
0.93 |
1.02 |
0.09 |
9.7% |
2.62 |
ATR |
1.45 |
1.42 |
-0.03 |
-2.1% |
0.00 |
Volume |
229,025 |
226,425 |
-2,600 |
-1.1% |
1,510,783 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.45 |
43.05 |
41.16 |
|
R3 |
42.43 |
42.03 |
40.88 |
|
R2 |
41.41 |
41.41 |
40.79 |
|
R1 |
41.01 |
41.01 |
40.69 |
41.21 |
PP |
40.39 |
40.39 |
40.39 |
40.50 |
S1 |
39.99 |
39.99 |
40.51 |
40.19 |
S2 |
39.37 |
39.37 |
40.41 |
|
S3 |
38.35 |
38.97 |
40.32 |
|
S4 |
37.33 |
37.95 |
40.04 |
|
|
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 |
40.80 |
39.12 |
1.68 |
4.1% |
1.15 |
2.8% |
88% |
True |
False |
266,400 |
10 |
41.72 |
37.36 |
4.36 |
10.7% |
1.48 |
3.7% |
74% |
False |
False |
278,874 |
20 |
43.89 |
36.58 |
7.31 |
18.0% |
1.56 |
3.8% |
55% |
False |
False |
215,124 |
40 |
44.05 |
36.58 |
7.47 |
18.4% |
1.34 |
3.3% |
54% |
False |
False |
149,493 |
60 |
44.05 |
36.58 |
7.47 |
18.4% |
1.28 |
3.2% |
54% |
False |
False |
112,200 |
80 |
44.05 |
35.54 |
8.51 |
21.0% |
1.45 |
3.6% |
59% |
False |
False |
91,179 |
100 |
44.05 |
29.00 |
15.05 |
37.1% |
1.51 |
3.7% |
77% |
False |
False |
76,944 |
120 |
44.05 |
24.43 |
19.62 |
48.3% |
1.67 |
4.1% |
82% |
False |
False |
68,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.14 |
2.618 |
43.47 |
1.618 |
42.45 |
1.000 |
41.82 |
0.618 |
41.43 |
HIGH |
40.80 |
0.618 |
40.41 |
0.500 |
40.29 |
0.382 |
40.17 |
LOW |
39.78 |
0.618 |
39.15 |
1.000 |
38.76 |
1.618 |
38.13 |
2.618 |
37.11 |
4.250 |
35.45 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.50 |
40.39 |
PP |
40.39 |
40.17 |
S1 |
40.29 |
39.96 |
|