NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
40.84 |
39.43 |
-1.41 |
-3.5% |
41.44 |
High |
40.95 |
40.61 |
-0.34 |
-0.8% |
41.78 |
Low |
38.70 |
38.95 |
0.25 |
0.6% |
39.21 |
Close |
39.56 |
40.47 |
0.91 |
2.3% |
40.51 |
Range |
2.25 |
1.66 |
-0.59 |
-26.2% |
2.57 |
ATR |
1.44 |
1.46 |
0.02 |
1.1% |
0.00 |
Volume |
152,527 |
155,542 |
3,015 |
2.0% |
421,241 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.99 |
44.39 |
41.38 |
|
R3 |
43.33 |
42.73 |
40.93 |
|
R2 |
41.67 |
41.67 |
40.77 |
|
R1 |
41.07 |
41.07 |
40.62 |
41.37 |
PP |
40.01 |
40.01 |
40.01 |
40.16 |
S1 |
39.41 |
39.41 |
40.32 |
39.71 |
S2 |
38.35 |
38.35 |
40.17 |
|
S3 |
36.69 |
37.75 |
40.01 |
|
S4 |
35.03 |
36.09 |
39.56 |
|
|
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 |
41.06 |
38.70 |
2.36 |
5.8% |
1.41 |
3.5% |
75% |
False |
False |
105,401 |
10 |
42.02 |
38.70 |
3.32 |
8.2% |
1.51 |
3.7% |
53% |
False |
False |
105,622 |
20 |
43.84 |
37.11 |
6.73 |
16.6% |
1.64 |
4.0% |
50% |
False |
False |
128,106 |
40 |
44.33 |
37.11 |
7.22 |
17.8% |
1.32 |
3.3% |
47% |
False |
False |
106,480 |
60 |
44.33 |
37.11 |
7.22 |
17.8% |
1.28 |
3.2% |
47% |
False |
False |
93,962 |
80 |
44.33 |
35.72 |
8.61 |
21.3% |
1.41 |
3.5% |
55% |
False |
False |
89,208 |
100 |
44.33 |
29.68 |
14.65 |
36.2% |
1.49 |
3.7% |
74% |
False |
False |
87,171 |
120 |
44.33 |
25.31 |
19.02 |
47.0% |
1.66 |
4.1% |
80% |
False |
False |
89,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.67 |
2.618 |
44.96 |
1.618 |
43.30 |
1.000 |
42.27 |
0.618 |
41.64 |
HIGH |
40.61 |
0.618 |
39.98 |
0.500 |
39.78 |
0.382 |
39.58 |
LOW |
38.95 |
0.618 |
37.92 |
1.000 |
37.29 |
1.618 |
36.26 |
2.618 |
34.60 |
4.250 |
31.90 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.24 |
40.27 |
PP |
40.01 |
40.08 |
S1 |
39.78 |
39.88 |
|