NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
41.51 |
41.44 |
-0.07 |
-0.2% |
38.01 |
High |
42.02 |
41.78 |
-0.24 |
-0.6% |
42.02 |
Low |
40.86 |
39.21 |
-1.65 |
-4.0% |
37.53 |
Close |
41.61 |
39.85 |
-1.76 |
-4.2% |
41.61 |
Range |
1.16 |
2.57 |
1.41 |
121.6% |
4.49 |
ATR |
1.42 |
1.50 |
0.08 |
5.8% |
0.00 |
Volume |
112,402 |
113,447 |
1,045 |
0.9% |
746,483 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.99 |
46.49 |
41.26 |
|
R3 |
45.42 |
43.92 |
40.56 |
|
R2 |
42.85 |
42.85 |
40.32 |
|
R1 |
41.35 |
41.35 |
40.09 |
40.82 |
PP |
40.28 |
40.28 |
40.28 |
40.01 |
S1 |
38.78 |
38.78 |
39.61 |
38.25 |
S2 |
37.71 |
37.71 |
39.38 |
|
S3 |
35.14 |
36.21 |
39.14 |
|
S4 |
32.57 |
33.64 |
38.44 |
|
|
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 |
37.79 |
4.23 |
10.6% |
1.77 |
4.4% |
49% |
False |
False |
147,815 |
10 |
42.02 |
37.11 |
4.91 |
12.3% |
1.74 |
4.4% |
56% |
False |
False |
151,592 |
20 |
44.33 |
37.11 |
7.22 |
18.1% |
1.45 |
3.6% |
38% |
False |
False |
123,980 |
40 |
44.33 |
37.11 |
7.22 |
18.1% |
1.31 |
3.3% |
38% |
False |
False |
102,219 |
60 |
44.33 |
37.11 |
7.22 |
18.1% |
1.27 |
3.2% |
38% |
False |
False |
91,253 |
80 |
44.33 |
34.45 |
9.88 |
24.8% |
1.45 |
3.6% |
55% |
False |
False |
87,922 |
100 |
44.33 |
27.57 |
16.76 |
42.1% |
1.57 |
3.9% |
73% |
False |
False |
87,826 |
120 |
44.33 |
25.31 |
19.02 |
47.7% |
1.73 |
4.3% |
76% |
False |
False |
91,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.70 |
2.618 |
48.51 |
1.618 |
45.94 |
1.000 |
44.35 |
0.618 |
43.37 |
HIGH |
41.78 |
0.618 |
40.80 |
0.500 |
40.50 |
0.382 |
40.19 |
LOW |
39.21 |
0.618 |
37.62 |
1.000 |
36.64 |
1.618 |
35.05 |
2.618 |
32.48 |
4.250 |
28.29 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.50 |
40.62 |
PP |
40.28 |
40.36 |
S1 |
40.07 |
40.11 |
|