NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
40.76 |
41.02 |
0.26 |
0.6% |
41.22 |
| High |
42.10 |
41.60 |
-0.50 |
-1.2% |
41.98 |
| Low |
40.48 |
40.66 |
0.18 |
0.4% |
38.12 |
| Close |
41.93 |
41.27 |
-0.66 |
-1.6% |
38.55 |
| Range |
1.62 |
0.94 |
-0.68 |
-42.0% |
3.86 |
| ATR |
1.54 |
1.52 |
-0.02 |
-1.2% |
0.00 |
| Volume |
38,268 |
35,767 |
-2,501 |
-6.5% |
182,417 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.00 |
43.57 |
41.79 |
|
| R3 |
43.06 |
42.63 |
41.53 |
|
| R2 |
42.12 |
42.12 |
41.44 |
|
| R1 |
41.69 |
41.69 |
41.36 |
41.91 |
| PP |
41.18 |
41.18 |
41.18 |
41.28 |
| S1 |
40.75 |
40.75 |
41.18 |
40.97 |
| S2 |
40.24 |
40.24 |
41.10 |
|
| S3 |
39.30 |
39.81 |
41.01 |
|
| S4 |
38.36 |
38.87 |
40.75 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.13 |
48.70 |
40.67 |
|
| R3 |
47.27 |
44.84 |
39.61 |
|
| R2 |
43.41 |
43.41 |
39.26 |
|
| R1 |
40.98 |
40.98 |
38.90 |
40.27 |
| PP |
39.55 |
39.55 |
39.55 |
39.19 |
| S1 |
37.12 |
37.12 |
38.20 |
36.41 |
| S2 |
35.69 |
35.69 |
37.84 |
|
| S3 |
31.83 |
33.26 |
37.49 |
|
| S4 |
27.97 |
29.40 |
36.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.10 |
38.12 |
3.98 |
9.6% |
1.91 |
4.6% |
79% |
False |
False |
36,774 |
| 10 |
42.10 |
38.12 |
3.98 |
9.6% |
1.61 |
3.9% |
79% |
False |
False |
34,323 |
| 20 |
42.95 |
38.12 |
4.83 |
11.7% |
1.46 |
3.5% |
65% |
False |
False |
32,070 |
| 40 |
45.07 |
38.12 |
6.95 |
16.8% |
1.28 |
3.1% |
45% |
False |
False |
26,358 |
| 60 |
45.07 |
38.12 |
6.95 |
16.8% |
1.19 |
2.9% |
45% |
False |
False |
21,477 |
| 80 |
45.07 |
38.12 |
6.95 |
16.8% |
1.24 |
3.0% |
45% |
False |
False |
18,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.60 |
|
2.618 |
44.06 |
|
1.618 |
43.12 |
|
1.000 |
42.54 |
|
0.618 |
42.18 |
|
HIGH |
41.60 |
|
0.618 |
41.24 |
|
0.500 |
41.13 |
|
0.382 |
41.02 |
|
LOW |
40.66 |
|
0.618 |
40.08 |
|
1.000 |
39.72 |
|
1.618 |
39.14 |
|
2.618 |
38.20 |
|
4.250 |
36.67 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.22 |
40.96 |
| PP |
41.18 |
40.65 |
| S1 |
41.13 |
40.34 |
|