NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
41.47 |
41.22 |
-0.25 |
-0.6% |
42.37 |
High |
41.86 |
41.98 |
0.12 |
0.3% |
42.67 |
Low |
41.04 |
41.05 |
0.01 |
0.0% |
40.32 |
Close |
41.45 |
41.82 |
0.37 |
0.9% |
41.45 |
Range |
0.82 |
0.93 |
0.11 |
13.4% |
2.35 |
ATR |
1.27 |
1.25 |
-0.02 |
-1.9% |
0.00 |
Volume |
23,418 |
15,180 |
-8,238 |
-35.2% |
130,603 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.41 |
44.04 |
42.33 |
|
R3 |
43.48 |
43.11 |
42.08 |
|
R2 |
42.55 |
42.55 |
41.99 |
|
R1 |
42.18 |
42.18 |
41.91 |
42.37 |
PP |
41.62 |
41.62 |
41.62 |
41.71 |
S1 |
41.25 |
41.25 |
41.73 |
41.44 |
S2 |
40.69 |
40.69 |
41.65 |
|
S3 |
39.76 |
40.32 |
41.56 |
|
S4 |
38.83 |
39.39 |
41.31 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.53 |
47.34 |
42.74 |
|
R3 |
46.18 |
44.99 |
42.10 |
|
R2 |
43.83 |
43.83 |
41.88 |
|
R1 |
42.64 |
42.64 |
41.67 |
42.06 |
PP |
41.48 |
41.48 |
41.48 |
41.19 |
S1 |
40.29 |
40.29 |
41.23 |
39.71 |
S2 |
39.13 |
39.13 |
41.02 |
|
S3 |
36.78 |
37.94 |
40.80 |
|
S4 |
34.43 |
35.59 |
40.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.98 |
40.46 |
1.52 |
3.6% |
1.06 |
2.5% |
89% |
True |
False |
24,494 |
10 |
42.95 |
39.22 |
3.73 |
8.9% |
1.31 |
3.1% |
70% |
False |
False |
28,064 |
20 |
45.00 |
38.54 |
6.46 |
15.4% |
1.37 |
3.3% |
51% |
False |
False |
27,473 |
40 |
45.07 |
38.54 |
6.53 |
15.6% |
1.16 |
2.8% |
50% |
False |
False |
22,370 |
60 |
45.07 |
38.54 |
6.53 |
15.6% |
1.10 |
2.6% |
50% |
False |
False |
18,495 |
80 |
45.07 |
36.55 |
8.52 |
20.4% |
1.25 |
3.0% |
62% |
False |
False |
16,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.93 |
2.618 |
44.41 |
1.618 |
43.48 |
1.000 |
42.91 |
0.618 |
42.55 |
HIGH |
41.98 |
0.618 |
41.62 |
0.500 |
41.52 |
0.382 |
41.41 |
LOW |
41.05 |
0.618 |
40.48 |
1.000 |
40.12 |
1.618 |
39.55 |
2.618 |
38.62 |
4.250 |
37.10 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.72 |
41.62 |
PP |
41.62 |
41.42 |
S1 |
41.52 |
41.22 |
|