NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
40.40 |
40.30 |
-0.10 |
-0.2% |
38.47 |
High |
40.87 |
41.33 |
0.46 |
1.1% |
42.36 |
Low |
39.84 |
39.88 |
0.04 |
0.1% |
38.02 |
Close |
40.40 |
40.53 |
0.13 |
0.3% |
41.93 |
Range |
1.03 |
1.45 |
0.42 |
40.8% |
4.34 |
ATR |
1.41 |
1.41 |
0.00 |
0.2% |
0.00 |
Volume |
41,829 |
47,161 |
5,332 |
12.7% |
214,441 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.93 |
44.18 |
41.33 |
|
R3 |
43.48 |
42.73 |
40.93 |
|
R2 |
42.03 |
42.03 |
40.80 |
|
R1 |
41.28 |
41.28 |
40.66 |
41.66 |
PP |
40.58 |
40.58 |
40.58 |
40.77 |
S1 |
39.83 |
39.83 |
40.40 |
40.21 |
S2 |
39.13 |
39.13 |
40.26 |
|
S3 |
37.68 |
38.38 |
40.13 |
|
S4 |
36.23 |
36.93 |
39.73 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.79 |
52.20 |
44.32 |
|
R3 |
49.45 |
47.86 |
43.12 |
|
R2 |
45.11 |
45.11 |
42.73 |
|
R1 |
43.52 |
43.52 |
42.33 |
44.32 |
PP |
40.77 |
40.77 |
40.77 |
41.17 |
S1 |
39.18 |
39.18 |
41.53 |
39.98 |
S2 |
36.43 |
36.43 |
41.13 |
|
S3 |
32.09 |
34.84 |
40.74 |
|
S4 |
27.75 |
30.50 |
39.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.36 |
39.59 |
2.77 |
6.8% |
1.57 |
3.9% |
34% |
False |
False |
42,835 |
10 |
42.36 |
37.98 |
4.38 |
10.8% |
1.41 |
3.5% |
58% |
False |
False |
40,720 |
20 |
44.60 |
37.60 |
7.00 |
17.3% |
1.43 |
3.5% |
42% |
False |
False |
35,521 |
40 |
44.60 |
37.60 |
7.00 |
17.3% |
1.26 |
3.1% |
42% |
False |
False |
30,421 |
60 |
44.60 |
37.60 |
7.00 |
17.3% |
1.19 |
2.9% |
42% |
False |
False |
25,289 |
80 |
44.60 |
35.94 |
8.66 |
21.4% |
1.35 |
3.3% |
53% |
False |
False |
22,041 |
100 |
44.60 |
28.36 |
16.24 |
40.1% |
1.43 |
3.5% |
75% |
False |
False |
19,748 |
120 |
44.60 |
26.22 |
18.38 |
45.3% |
1.56 |
3.8% |
78% |
False |
False |
18,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.49 |
2.618 |
45.13 |
1.618 |
43.68 |
1.000 |
42.78 |
0.618 |
42.23 |
HIGH |
41.33 |
0.618 |
40.78 |
0.500 |
40.61 |
0.382 |
40.43 |
LOW |
39.88 |
0.618 |
38.98 |
1.000 |
38.43 |
1.618 |
37.53 |
2.618 |
36.08 |
4.250 |
33.72 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.61 |
40.85 |
PP |
40.58 |
40.74 |
S1 |
40.56 |
40.64 |
|