NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.15 |
38.92 |
-1.23 |
-3.1% |
40.24 |
High |
40.70 |
38.93 |
-1.77 |
-4.3% |
41.06 |
Low |
37.92 |
36.93 |
-0.99 |
-2.6% |
36.93 |
Close |
39.01 |
37.34 |
-1.67 |
-4.3% |
37.34 |
Range |
2.78 |
2.00 |
-0.78 |
-28.1% |
4.13 |
ATR |
1.55 |
1.59 |
0.04 |
2.4% |
0.00 |
Volume |
171,202 |
162,579 |
-8,623 |
-5.0% |
703,243 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.73 |
42.54 |
38.44 |
|
R3 |
41.73 |
40.54 |
37.89 |
|
R2 |
39.73 |
39.73 |
37.71 |
|
R1 |
38.54 |
38.54 |
37.52 |
38.14 |
PP |
37.73 |
37.73 |
37.73 |
37.53 |
S1 |
36.54 |
36.54 |
37.16 |
36.14 |
S2 |
35.73 |
35.73 |
36.97 |
|
S3 |
33.73 |
34.54 |
36.79 |
|
S4 |
31.73 |
32.54 |
36.24 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.83 |
48.22 |
39.61 |
|
R3 |
46.70 |
44.09 |
38.48 |
|
R2 |
42.57 |
42.57 |
38.10 |
|
R1 |
39.96 |
39.96 |
37.72 |
39.20 |
PP |
38.44 |
38.44 |
38.44 |
38.07 |
S1 |
35.83 |
35.83 |
36.96 |
35.07 |
S2 |
34.31 |
34.31 |
36.58 |
|
S3 |
30.18 |
31.70 |
36.20 |
|
S4 |
26.05 |
27.57 |
35.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.06 |
36.93 |
4.13 |
11.1% |
1.94 |
5.2% |
10% |
False |
True |
140,648 |
10 |
41.78 |
36.93 |
4.85 |
13.0% |
1.69 |
4.5% |
8% |
False |
True |
112,448 |
20 |
42.56 |
36.93 |
5.63 |
15.1% |
1.71 |
4.6% |
7% |
False |
True |
132,193 |
40 |
44.33 |
36.93 |
7.40 |
19.8% |
1.37 |
3.7% |
6% |
False |
True |
108,275 |
60 |
44.33 |
36.93 |
7.40 |
19.8% |
1.32 |
3.5% |
6% |
False |
True |
97,176 |
80 |
44.33 |
35.72 |
8.61 |
23.1% |
1.43 |
3.8% |
19% |
False |
False |
91,709 |
100 |
44.33 |
29.68 |
14.65 |
39.2% |
1.51 |
4.0% |
52% |
False |
False |
88,875 |
120 |
44.33 |
25.31 |
19.02 |
50.9% |
1.67 |
4.5% |
63% |
False |
False |
91,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.43 |
2.618 |
44.17 |
1.618 |
42.17 |
1.000 |
40.93 |
0.618 |
40.17 |
HIGH |
38.93 |
0.618 |
38.17 |
0.500 |
37.93 |
0.382 |
37.69 |
LOW |
36.93 |
0.618 |
35.69 |
1.000 |
34.93 |
1.618 |
33.69 |
2.618 |
31.69 |
4.250 |
28.43 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
37.93 |
38.82 |
PP |
37.73 |
38.32 |
S1 |
37.54 |
37.83 |
|