NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 08-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.12 |
40.23 |
0.11 |
0.3% |
40.24 |
High |
40.61 |
41.59 |
0.98 |
2.4% |
41.06 |
Low |
39.57 |
40.05 |
0.48 |
1.2% |
36.93 |
Close |
40.23 |
41.47 |
1.24 |
3.1% |
37.34 |
Range |
1.04 |
1.54 |
0.50 |
48.1% |
4.13 |
ATR |
1.65 |
1.64 |
-0.01 |
-0.5% |
0.00 |
Volume |
229,625 |
263,971 |
34,346 |
15.0% |
703,243 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.66 |
45.10 |
42.32 |
|
R3 |
44.12 |
43.56 |
41.89 |
|
R2 |
42.58 |
42.58 |
41.75 |
|
R1 |
42.02 |
42.02 |
41.61 |
42.30 |
PP |
41.04 |
41.04 |
41.04 |
41.18 |
S1 |
40.48 |
40.48 |
41.33 |
40.76 |
S2 |
39.50 |
39.50 |
41.19 |
|
S3 |
37.96 |
38.94 |
41.05 |
|
S4 |
36.42 |
37.40 |
40.62 |
|
|
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 |
41.59 |
36.93 |
4.66 |
11.2% |
1.79 |
4.3% |
97% |
True |
False |
203,639 |
10 |
41.59 |
36.93 |
4.66 |
11.2% |
1.76 |
4.2% |
97% |
True |
False |
163,799 |
20 |
42.02 |
36.93 |
5.09 |
12.3% |
1.60 |
3.9% |
89% |
False |
False |
142,332 |
40 |
44.33 |
36.93 |
7.40 |
17.8% |
1.42 |
3.4% |
61% |
False |
False |
121,853 |
60 |
44.33 |
36.93 |
7.40 |
17.8% |
1.35 |
3.2% |
61% |
False |
False |
106,457 |
80 |
44.33 |
36.93 |
7.40 |
17.8% |
1.38 |
3.3% |
61% |
False |
False |
98,080 |
100 |
44.33 |
33.12 |
11.21 |
27.0% |
1.51 |
3.6% |
74% |
False |
False |
94,036 |
120 |
44.33 |
25.31 |
19.02 |
45.9% |
1.66 |
4.0% |
85% |
False |
False |
95,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.14 |
2.618 |
45.62 |
1.618 |
44.08 |
1.000 |
43.13 |
0.618 |
42.54 |
HIGH |
41.59 |
0.618 |
41.00 |
0.500 |
40.82 |
0.382 |
40.64 |
LOW |
40.05 |
0.618 |
39.10 |
1.000 |
38.51 |
1.618 |
37.56 |
2.618 |
36.02 |
4.250 |
33.51 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.25 |
41.14 |
PP |
41.04 |
40.81 |
S1 |
40.82 |
40.48 |
|