NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.62 |
40.12 |
0.50 |
1.3% |
40.24 |
High |
41.11 |
40.61 |
-0.50 |
-1.2% |
41.06 |
Low |
39.37 |
39.57 |
0.20 |
0.5% |
36.93 |
Close |
40.93 |
40.23 |
-0.70 |
-1.7% |
37.34 |
Range |
1.74 |
1.04 |
-0.70 |
-40.2% |
4.13 |
ATR |
1.67 |
1.65 |
-0.02 |
-1.3% |
0.00 |
Volume |
198,236 |
229,625 |
31,389 |
15.8% |
703,243 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.26 |
42.78 |
40.80 |
|
R3 |
42.22 |
41.74 |
40.52 |
|
R2 |
41.18 |
41.18 |
40.42 |
|
R1 |
40.70 |
40.70 |
40.33 |
40.94 |
PP |
40.14 |
40.14 |
40.14 |
40.26 |
S1 |
39.66 |
39.66 |
40.13 |
39.90 |
S2 |
39.10 |
39.10 |
40.04 |
|
S3 |
38.06 |
38.62 |
39.94 |
|
S4 |
37.02 |
37.58 |
39.66 |
|
|
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 |
41.11 |
36.93 |
4.18 |
10.4% |
2.04 |
5.1% |
79% |
False |
False |
185,085 |
10 |
41.11 |
36.93 |
4.18 |
10.4% |
1.72 |
4.3% |
79% |
False |
False |
145,243 |
20 |
42.02 |
36.93 |
5.09 |
12.7% |
1.59 |
4.0% |
65% |
False |
False |
135,904 |
40 |
44.33 |
36.93 |
7.40 |
18.4% |
1.42 |
3.5% |
45% |
False |
False |
117,905 |
60 |
44.33 |
36.93 |
7.40 |
18.4% |
1.34 |
3.3% |
45% |
False |
False |
103,318 |
80 |
44.33 |
36.93 |
7.40 |
18.4% |
1.39 |
3.5% |
45% |
False |
False |
95,789 |
100 |
44.33 |
32.13 |
12.20 |
30.3% |
1.52 |
3.8% |
66% |
False |
False |
92,365 |
120 |
44.33 |
25.31 |
19.02 |
47.3% |
1.67 |
4.1% |
78% |
False |
False |
94,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.03 |
2.618 |
43.33 |
1.618 |
42.29 |
1.000 |
41.65 |
0.618 |
41.25 |
HIGH |
40.61 |
0.618 |
40.21 |
0.500 |
40.09 |
0.382 |
39.97 |
LOW |
39.57 |
0.618 |
38.93 |
1.000 |
38.53 |
1.618 |
37.89 |
2.618 |
36.85 |
4.250 |
35.15 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.18 |
39.89 |
PP |
40.14 |
39.55 |
S1 |
40.09 |
39.22 |
|