NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 09-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.61 |
41.88 |
1.27 |
3.1% |
37.74 |
High |
41.92 |
42.06 |
0.14 |
0.3% |
42.06 |
Low |
40.40 |
41.04 |
0.64 |
1.6% |
37.72 |
Close |
41.81 |
41.27 |
-0.54 |
-1.3% |
41.27 |
Range |
1.52 |
1.02 |
-0.50 |
-32.9% |
4.34 |
ATR |
1.60 |
1.56 |
-0.04 |
-2.6% |
0.00 |
Volume |
109,049 |
74,032 |
-35,017 |
-32.1% |
439,658 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.52 |
43.91 |
41.83 |
|
R3 |
43.50 |
42.89 |
41.55 |
|
R2 |
42.48 |
42.48 |
41.46 |
|
R1 |
41.87 |
41.87 |
41.36 |
41.67 |
PP |
41.46 |
41.46 |
41.46 |
41.35 |
S1 |
40.85 |
40.85 |
41.18 |
40.65 |
S2 |
40.44 |
40.44 |
41.08 |
|
S3 |
39.42 |
39.83 |
40.99 |
|
S4 |
38.40 |
38.81 |
40.71 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.37 |
51.66 |
43.66 |
|
R3 |
49.03 |
47.32 |
42.46 |
|
R2 |
44.69 |
44.69 |
42.07 |
|
R1 |
42.98 |
42.98 |
41.67 |
43.84 |
PP |
40.35 |
40.35 |
40.35 |
40.78 |
S1 |
38.64 |
38.64 |
40.87 |
39.50 |
S2 |
36.01 |
36.01 |
40.47 |
|
S3 |
31.67 |
34.30 |
40.08 |
|
S4 |
27.33 |
29.96 |
38.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.06 |
37.72 |
4.34 |
10.5% |
1.57 |
3.8% |
82% |
True |
False |
87,931 |
10 |
42.06 |
37.30 |
4.76 |
11.5% |
1.74 |
4.2% |
83% |
True |
False |
71,962 |
20 |
42.36 |
37.30 |
5.06 |
12.3% |
1.56 |
3.8% |
78% |
False |
False |
57,164 |
40 |
44.60 |
37.30 |
7.30 |
17.7% |
1.38 |
3.3% |
54% |
False |
False |
42,860 |
60 |
44.60 |
37.30 |
7.30 |
17.7% |
1.30 |
3.1% |
54% |
False |
False |
35,642 |
80 |
44.60 |
37.30 |
7.30 |
17.7% |
1.32 |
3.2% |
54% |
False |
False |
30,315 |
100 |
44.60 |
33.62 |
10.98 |
26.6% |
1.42 |
3.4% |
70% |
False |
False |
26,532 |
120 |
44.60 |
26.22 |
18.38 |
44.5% |
1.51 |
3.7% |
82% |
False |
False |
23,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.40 |
2.618 |
44.73 |
1.618 |
43.71 |
1.000 |
43.08 |
0.618 |
42.69 |
HIGH |
42.06 |
0.618 |
41.67 |
0.500 |
41.55 |
0.382 |
41.43 |
LOW |
41.04 |
0.618 |
40.41 |
1.000 |
40.02 |
1.618 |
39.39 |
2.618 |
38.37 |
4.250 |
36.71 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.55 |
41.18 |
PP |
41.46 |
41.09 |
S1 |
41.36 |
41.00 |
|