NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
41.14 |
39.79 |
-1.35 |
-3.3% |
41.80 |
High |
41.25 |
40.91 |
-0.34 |
-0.8% |
42.10 |
Low |
39.06 |
39.30 |
0.24 |
0.6% |
39.59 |
Close |
39.88 |
40.79 |
0.91 |
2.3% |
40.81 |
Range |
2.19 |
1.61 |
-0.58 |
-26.5% |
2.51 |
ATR |
1.39 |
1.41 |
0.02 |
1.1% |
0.00 |
Volume |
53,648 |
58,597 |
4,949 |
9.2% |
209,222 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.16 |
44.59 |
41.68 |
|
R3 |
43.55 |
42.98 |
41.23 |
|
R2 |
41.94 |
41.94 |
41.09 |
|
R1 |
41.37 |
41.37 |
40.94 |
41.66 |
PP |
40.33 |
40.33 |
40.33 |
40.48 |
S1 |
39.76 |
39.76 |
40.64 |
40.05 |
S2 |
38.72 |
38.72 |
40.49 |
|
S3 |
37.11 |
38.15 |
40.35 |
|
S4 |
35.50 |
36.54 |
39.90 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.36 |
47.10 |
42.19 |
|
R3 |
45.85 |
44.59 |
41.50 |
|
R2 |
43.34 |
43.34 |
41.27 |
|
R1 |
42.08 |
42.08 |
41.04 |
41.46 |
PP |
40.83 |
40.83 |
40.83 |
40.52 |
S1 |
39.57 |
39.57 |
40.58 |
38.95 |
S2 |
38.32 |
38.32 |
40.35 |
|
S3 |
35.81 |
37.06 |
40.12 |
|
S4 |
33.30 |
34.55 |
39.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.35 |
39.06 |
2.29 |
5.6% |
1.37 |
3.4% |
76% |
False |
False |
43,185 |
10 |
42.36 |
39.06 |
3.30 |
8.1% |
1.47 |
3.6% |
52% |
False |
False |
43,010 |
20 |
44.15 |
37.60 |
6.55 |
16.1% |
1.58 |
3.9% |
49% |
False |
False |
41,199 |
40 |
44.60 |
37.60 |
7.00 |
17.2% |
1.26 |
3.1% |
46% |
False |
False |
33,018 |
60 |
44.60 |
37.60 |
7.00 |
17.2% |
1.22 |
3.0% |
46% |
False |
False |
27,448 |
80 |
44.60 |
35.94 |
8.66 |
21.2% |
1.34 |
3.3% |
56% |
False |
False |
23,947 |
100 |
44.60 |
30.35 |
14.25 |
34.9% |
1.39 |
3.4% |
73% |
False |
False |
21,396 |
120 |
44.60 |
26.22 |
18.38 |
45.1% |
1.54 |
3.8% |
79% |
False |
False |
19,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.75 |
2.618 |
45.12 |
1.618 |
43.51 |
1.000 |
42.52 |
0.618 |
41.90 |
HIGH |
40.91 |
0.618 |
40.29 |
0.500 |
40.11 |
0.382 |
39.92 |
LOW |
39.30 |
0.618 |
38.31 |
1.000 |
37.69 |
1.618 |
36.70 |
2.618 |
35.09 |
4.250 |
32.46 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.56 |
40.60 |
PP |
40.33 |
40.40 |
S1 |
40.11 |
40.21 |
|