NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
40.74 |
41.51 |
0.77 |
1.9% |
38.01 |
High |
41.78 |
42.02 |
0.24 |
0.6% |
42.02 |
Low |
39.98 |
40.86 |
0.88 |
2.2% |
37.53 |
Close |
41.53 |
41.61 |
0.08 |
0.2% |
41.61 |
Range |
1.80 |
1.16 |
-0.64 |
-35.6% |
4.49 |
ATR |
1.44 |
1.42 |
-0.02 |
-1.4% |
0.00 |
Volume |
153,121 |
112,402 |
-40,719 |
-26.6% |
746,483 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.98 |
44.45 |
42.25 |
|
R3 |
43.82 |
43.29 |
41.93 |
|
R2 |
42.66 |
42.66 |
41.82 |
|
R1 |
42.13 |
42.13 |
41.72 |
42.40 |
PP |
41.50 |
41.50 |
41.50 |
41.63 |
S1 |
40.97 |
40.97 |
41.50 |
41.24 |
S2 |
40.34 |
40.34 |
41.40 |
|
S3 |
39.18 |
39.81 |
41.29 |
|
S4 |
38.02 |
38.65 |
40.97 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.86 |
52.22 |
44.08 |
|
R3 |
49.37 |
47.73 |
42.84 |
|
R2 |
44.88 |
44.88 |
42.43 |
|
R1 |
43.24 |
43.24 |
42.02 |
44.06 |
PP |
40.39 |
40.39 |
40.39 |
40.80 |
S1 |
38.75 |
38.75 |
41.20 |
39.57 |
S2 |
35.90 |
35.90 |
40.79 |
|
S3 |
31.41 |
34.26 |
40.38 |
|
S4 |
26.92 |
29.77 |
39.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.02 |
37.53 |
4.49 |
10.8% |
1.42 |
3.4% |
91% |
True |
False |
149,296 |
10 |
42.56 |
37.11 |
5.45 |
13.1% |
1.72 |
4.1% |
83% |
False |
False |
151,937 |
20 |
44.33 |
37.11 |
7.22 |
17.4% |
1.39 |
3.3% |
62% |
False |
False |
123,064 |
40 |
44.33 |
37.11 |
7.22 |
17.4% |
1.27 |
3.1% |
62% |
False |
False |
101,154 |
60 |
44.33 |
37.11 |
7.22 |
17.4% |
1.26 |
3.0% |
62% |
False |
False |
90,719 |
80 |
44.33 |
33.53 |
10.80 |
26.0% |
1.45 |
3.5% |
75% |
False |
False |
87,442 |
100 |
44.33 |
27.08 |
17.25 |
41.5% |
1.56 |
3.7% |
84% |
False |
False |
87,630 |
120 |
44.33 |
25.31 |
19.02 |
45.7% |
1.72 |
4.1% |
86% |
False |
False |
91,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.95 |
2.618 |
45.06 |
1.618 |
43.90 |
1.000 |
43.18 |
0.618 |
42.74 |
HIGH |
42.02 |
0.618 |
41.58 |
0.500 |
41.44 |
0.382 |
41.30 |
LOW |
40.86 |
0.618 |
40.14 |
1.000 |
39.70 |
1.618 |
38.98 |
2.618 |
37.82 |
4.250 |
35.93 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.55 |
41.24 |
PP |
41.50 |
40.87 |
S1 |
41.44 |
40.50 |
|