NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.90 |
38.60 |
-1.30 |
-3.3% |
40.07 |
High |
40.47 |
38.65 |
-1.82 |
-4.5% |
40.80 |
Low |
37.61 |
36.63 |
-0.98 |
-2.6% |
36.63 |
Close |
38.72 |
37.05 |
-1.67 |
-4.3% |
37.05 |
Range |
2.86 |
2.02 |
-0.84 |
-29.4% |
4.17 |
ATR |
1.59 |
1.63 |
0.04 |
2.2% |
0.00 |
Volume |
443,442 |
391,428 |
-52,014 |
-11.7% |
1,781,188 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.50 |
42.30 |
38.16 |
|
R3 |
41.48 |
40.28 |
37.61 |
|
R2 |
39.46 |
39.46 |
37.42 |
|
R1 |
38.26 |
38.26 |
37.24 |
37.85 |
PP |
37.44 |
37.44 |
37.44 |
37.24 |
S1 |
36.24 |
36.24 |
36.86 |
35.83 |
S2 |
35.42 |
35.42 |
36.68 |
|
S3 |
33.40 |
34.22 |
36.49 |
|
S4 |
31.38 |
32.20 |
35.94 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.67 |
48.03 |
39.34 |
|
R3 |
46.50 |
43.86 |
38.20 |
|
R2 |
42.33 |
42.33 |
37.81 |
|
R1 |
39.69 |
39.69 |
37.43 |
38.93 |
PP |
38.16 |
38.16 |
38.16 |
37.78 |
S1 |
35.52 |
35.52 |
36.67 |
34.76 |
S2 |
33.99 |
33.99 |
36.29 |
|
S3 |
29.82 |
31.35 |
35.90 |
|
S4 |
25.65 |
27.18 |
34.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.80 |
36.63 |
4.17 |
11.3% |
1.98 |
5.3% |
10% |
False |
True |
356,237 |
10 |
41.49 |
36.63 |
4.86 |
13.1% |
1.73 |
4.7% |
9% |
False |
True |
329,197 |
20 |
42.19 |
36.58 |
5.61 |
15.1% |
1.75 |
4.7% |
8% |
False |
False |
271,729 |
40 |
44.05 |
36.58 |
7.47 |
20.2% |
1.40 |
3.8% |
6% |
False |
False |
179,948 |
60 |
44.05 |
36.58 |
7.47 |
20.2% |
1.36 |
3.7% |
6% |
False |
False |
136,066 |
80 |
44.05 |
35.54 |
8.51 |
23.0% |
1.46 |
3.9% |
18% |
False |
False |
109,523 |
100 |
44.05 |
29.00 |
15.05 |
40.6% |
1.53 |
4.1% |
53% |
False |
False |
91,591 |
120 |
44.05 |
24.43 |
19.62 |
53.0% |
1.68 |
4.5% |
64% |
False |
False |
80,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.24 |
2.618 |
43.94 |
1.618 |
41.92 |
1.000 |
40.67 |
0.618 |
39.90 |
HIGH |
38.65 |
0.618 |
37.88 |
0.500 |
37.64 |
0.382 |
37.40 |
LOW |
36.63 |
0.618 |
35.38 |
1.000 |
34.61 |
1.618 |
33.36 |
2.618 |
31.34 |
4.250 |
28.05 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.64 |
38.55 |
PP |
37.44 |
38.05 |
S1 |
37.25 |
37.55 |
|