NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
40.30 |
40.17 |
-0.13 |
-0.3% |
38.47 |
High |
41.33 |
40.96 |
-0.37 |
-0.9% |
42.36 |
Low |
39.88 |
39.74 |
-0.14 |
-0.4% |
38.02 |
Close |
40.53 |
40.90 |
0.37 |
0.9% |
41.93 |
Range |
1.45 |
1.22 |
-0.23 |
-15.9% |
4.34 |
ATR |
1.41 |
1.40 |
-0.01 |
-1.0% |
0.00 |
Volume |
47,161 |
34,562 |
-12,599 |
-26.7% |
214,441 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.19 |
43.77 |
41.57 |
|
R3 |
42.97 |
42.55 |
41.24 |
|
R2 |
41.75 |
41.75 |
41.12 |
|
R1 |
41.33 |
41.33 |
41.01 |
41.54 |
PP |
40.53 |
40.53 |
40.53 |
40.64 |
S1 |
40.11 |
40.11 |
40.79 |
40.32 |
S2 |
39.31 |
39.31 |
40.68 |
|
S3 |
38.09 |
38.89 |
40.56 |
|
S4 |
36.87 |
37.67 |
40.23 |
|
|
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% |
1.46 |
3.6% |
47% |
False |
False |
40,793 |
10 |
42.36 |
37.98 |
4.38 |
10.7% |
1.41 |
3.4% |
67% |
False |
False |
40,501 |
20 |
44.48 |
37.60 |
6.88 |
16.8% |
1.46 |
3.6% |
48% |
False |
False |
35,849 |
40 |
44.60 |
37.60 |
7.00 |
17.1% |
1.27 |
3.1% |
47% |
False |
False |
30,821 |
60 |
44.60 |
37.60 |
7.00 |
17.1% |
1.20 |
2.9% |
47% |
False |
False |
25,600 |
80 |
44.60 |
35.94 |
8.66 |
21.2% |
1.35 |
3.3% |
57% |
False |
False |
22,335 |
100 |
44.60 |
30.00 |
14.60 |
35.7% |
1.43 |
3.5% |
75% |
False |
False |
20,013 |
120 |
44.60 |
26.22 |
18.38 |
44.9% |
1.55 |
3.8% |
80% |
False |
False |
18,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.15 |
2.618 |
44.15 |
1.618 |
42.93 |
1.000 |
42.18 |
0.618 |
41.71 |
HIGH |
40.96 |
0.618 |
40.49 |
0.500 |
40.35 |
0.382 |
40.21 |
LOW |
39.74 |
0.618 |
38.99 |
1.000 |
38.52 |
1.618 |
37.77 |
2.618 |
36.55 |
4.250 |
34.56 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.72 |
40.78 |
PP |
40.53 |
40.66 |
S1 |
40.35 |
40.54 |
|