NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.43 |
40.15 |
0.72 |
1.8% |
41.44 |
High |
40.61 |
40.70 |
0.09 |
0.2% |
41.78 |
Low |
38.95 |
37.92 |
-1.03 |
-2.6% |
39.21 |
Close |
40.47 |
39.01 |
-1.46 |
-3.6% |
40.51 |
Range |
1.66 |
2.78 |
1.12 |
67.5% |
2.57 |
ATR |
1.46 |
1.55 |
0.09 |
6.5% |
0.00 |
Volume |
155,542 |
171,202 |
15,660 |
10.1% |
421,241 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.55 |
46.06 |
40.54 |
|
R3 |
44.77 |
43.28 |
39.77 |
|
R2 |
41.99 |
41.99 |
39.52 |
|
R1 |
40.50 |
40.50 |
39.26 |
39.86 |
PP |
39.21 |
39.21 |
39.21 |
38.89 |
S1 |
37.72 |
37.72 |
38.76 |
37.08 |
S2 |
36.43 |
36.43 |
38.50 |
|
S3 |
33.65 |
34.94 |
38.25 |
|
S4 |
30.87 |
32.16 |
37.48 |
|
|
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 |
37.92 |
3.14 |
8.0% |
1.72 |
4.4% |
35% |
False |
True |
123,959 |
10 |
42.02 |
37.92 |
4.10 |
10.5% |
1.61 |
4.1% |
27% |
False |
True |
107,430 |
20 |
42.56 |
37.11 |
5.45 |
14.0% |
1.68 |
4.3% |
35% |
False |
False |
130,178 |
40 |
44.33 |
37.11 |
7.22 |
18.5% |
1.34 |
3.4% |
26% |
False |
False |
106,461 |
60 |
44.33 |
37.11 |
7.22 |
18.5% |
1.31 |
3.4% |
26% |
False |
False |
95,643 |
80 |
44.33 |
35.72 |
8.61 |
22.1% |
1.43 |
3.7% |
38% |
False |
False |
90,499 |
100 |
44.33 |
29.68 |
14.65 |
37.6% |
1.50 |
3.8% |
64% |
False |
False |
88,014 |
120 |
44.33 |
25.31 |
19.02 |
48.8% |
1.67 |
4.3% |
72% |
False |
False |
90,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.52 |
2.618 |
47.98 |
1.618 |
45.20 |
1.000 |
43.48 |
0.618 |
42.42 |
HIGH |
40.70 |
0.618 |
39.64 |
0.500 |
39.31 |
0.382 |
38.98 |
LOW |
37.92 |
0.618 |
36.20 |
1.000 |
35.14 |
1.618 |
33.42 |
2.618 |
30.64 |
4.250 |
26.11 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
39.31 |
39.44 |
PP |
39.21 |
39.29 |
S1 |
39.11 |
39.15 |
|