NYMEX Light Sweet Crude Oil Future March 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 |
41.77 |
40.47 |
-1.30 |
-3.1% |
42.37 |
High |
41.88 |
41.58 |
-0.30 |
-0.7% |
42.67 |
Low |
39.81 |
40.03 |
0.22 |
0.6% |
40.32 |
Close |
40.57 |
41.47 |
0.90 |
2.2% |
41.45 |
Range |
2.07 |
1.55 |
-0.52 |
-25.1% |
2.35 |
ATR |
1.30 |
1.32 |
0.02 |
1.3% |
0.00 |
Volume |
31,386 |
61,535 |
30,149 |
96.1% |
130,603 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.68 |
45.12 |
42.32 |
|
R3 |
44.13 |
43.57 |
41.90 |
|
R2 |
42.58 |
42.58 |
41.75 |
|
R1 |
42.02 |
42.02 |
41.61 |
42.30 |
PP |
41.03 |
41.03 |
41.03 |
41.17 |
S1 |
40.47 |
40.47 |
41.33 |
40.75 |
S2 |
39.48 |
39.48 |
41.19 |
|
S3 |
37.93 |
38.92 |
41.04 |
|
S4 |
36.38 |
37.37 |
40.62 |
|
|
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 |
39.81 |
2.17 |
5.2% |
1.31 |
3.2% |
76% |
False |
False |
31,872 |
10 |
42.95 |
39.81 |
3.14 |
7.6% |
1.38 |
3.3% |
53% |
False |
False |
29,124 |
20 |
44.72 |
38.54 |
6.18 |
14.9% |
1.48 |
3.6% |
47% |
False |
False |
30,433 |
40 |
45.07 |
38.54 |
6.53 |
15.7% |
1.17 |
2.8% |
45% |
False |
False |
23,788 |
60 |
45.07 |
38.54 |
6.53 |
15.7% |
1.13 |
2.7% |
45% |
False |
False |
19,666 |
80 |
45.07 |
36.55 |
8.52 |
20.5% |
1.25 |
3.0% |
58% |
False |
False |
17,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.17 |
2.618 |
45.64 |
1.618 |
44.09 |
1.000 |
43.13 |
0.618 |
42.54 |
HIGH |
41.58 |
0.618 |
40.99 |
0.500 |
40.81 |
0.382 |
40.62 |
LOW |
40.03 |
0.618 |
39.07 |
1.000 |
38.48 |
1.618 |
37.52 |
2.618 |
35.97 |
4.250 |
33.44 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.25 |
41.28 |
PP |
41.03 |
41.09 |
S1 |
40.81 |
40.90 |
|