NYMEX Light Sweet Crude Oil Future December 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 |
39.87 |
40.35 |
0.48 |
1.2% |
41.44 |
High |
40.64 |
40.89 |
0.25 |
0.6% |
41.78 |
Low |
39.41 |
40.00 |
0.59 |
1.5% |
39.21 |
Close |
40.58 |
40.51 |
-0.07 |
-0.2% |
40.51 |
Range |
1.23 |
0.89 |
-0.34 |
-27.6% |
2.57 |
ATR |
1.45 |
1.41 |
-0.04 |
-2.8% |
0.00 |
Volume |
78,411 |
79,135 |
724 |
0.9% |
421,241 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.14 |
42.71 |
41.00 |
|
R3 |
42.25 |
41.82 |
40.75 |
|
R2 |
41.36 |
41.36 |
40.67 |
|
R1 |
40.93 |
40.93 |
40.59 |
41.15 |
PP |
40.47 |
40.47 |
40.47 |
40.57 |
S1 |
40.04 |
40.04 |
40.43 |
40.26 |
S2 |
39.58 |
39.58 |
40.35 |
|
S3 |
38.69 |
39.15 |
40.27 |
|
S4 |
37.80 |
38.26 |
40.02 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.21 |
46.93 |
41.92 |
|
R3 |
45.64 |
44.36 |
41.22 |
|
R2 |
43.07 |
43.07 |
40.98 |
|
R1 |
41.79 |
41.79 |
40.75 |
41.15 |
PP |
40.50 |
40.50 |
40.50 |
40.18 |
S1 |
39.22 |
39.22 |
40.27 |
38.58 |
S2 |
37.93 |
37.93 |
40.04 |
|
S3 |
35.36 |
36.65 |
39.80 |
|
S4 |
32.79 |
34.08 |
39.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.78 |
39.21 |
2.57 |
6.3% |
1.45 |
3.6% |
51% |
False |
False |
84,248 |
10 |
42.02 |
37.53 |
4.49 |
11.1% |
1.44 |
3.5% |
66% |
False |
False |
116,772 |
20 |
44.19 |
37.11 |
7.08 |
17.5% |
1.50 |
3.7% |
48% |
False |
False |
120,926 |
40 |
44.33 |
37.11 |
7.22 |
17.8% |
1.30 |
3.2% |
47% |
False |
False |
102,948 |
60 |
44.33 |
37.11 |
7.22 |
17.8% |
1.25 |
3.1% |
47% |
False |
False |
91,468 |
80 |
44.33 |
35.72 |
8.61 |
21.3% |
1.42 |
3.5% |
56% |
False |
False |
87,542 |
100 |
44.33 |
29.63 |
14.70 |
36.3% |
1.51 |
3.7% |
74% |
False |
False |
86,218 |
120 |
44.33 |
25.31 |
19.02 |
47.0% |
1.67 |
4.1% |
80% |
False |
False |
89,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.67 |
2.618 |
43.22 |
1.618 |
42.33 |
1.000 |
41.78 |
0.618 |
41.44 |
HIGH |
40.89 |
0.618 |
40.55 |
0.500 |
40.45 |
0.382 |
40.34 |
LOW |
40.00 |
0.618 |
39.45 |
1.000 |
39.11 |
1.618 |
38.56 |
2.618 |
37.67 |
4.250 |
36.22 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.49 |
40.42 |
PP |
40.47 |
40.32 |
S1 |
40.45 |
40.23 |
|