NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 08-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.02 |
41.37 |
0.35 |
0.9% |
41.22 |
High |
41.60 |
42.52 |
0.92 |
2.2% |
41.98 |
Low |
40.66 |
41.12 |
0.46 |
1.1% |
38.12 |
Close |
41.27 |
42.43 |
1.16 |
2.8% |
38.55 |
Range |
0.94 |
1.40 |
0.46 |
48.9% |
3.86 |
ATR |
1.52 |
1.51 |
-0.01 |
-0.6% |
0.00 |
Volume |
35,767 |
62,729 |
26,962 |
75.4% |
182,417 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.22 |
45.73 |
43.20 |
|
R3 |
44.82 |
44.33 |
42.82 |
|
R2 |
43.42 |
43.42 |
42.69 |
|
R1 |
42.93 |
42.93 |
42.56 |
43.18 |
PP |
42.02 |
42.02 |
42.02 |
42.15 |
S1 |
41.53 |
41.53 |
42.30 |
41.78 |
S2 |
40.62 |
40.62 |
42.17 |
|
S3 |
39.22 |
40.13 |
42.05 |
|
S4 |
37.82 |
38.73 |
41.66 |
|
|
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 |
42.52 |
38.12 |
4.40 |
10.4% |
1.68 |
4.0% |
98% |
True |
False |
40,962 |
10 |
42.52 |
38.12 |
4.40 |
10.4% |
1.63 |
3.9% |
98% |
True |
False |
37,812 |
20 |
42.95 |
38.12 |
4.83 |
11.4% |
1.47 |
3.5% |
89% |
False |
False |
33,610 |
40 |
45.07 |
38.12 |
6.95 |
16.4% |
1.28 |
3.0% |
62% |
False |
False |
27,493 |
60 |
45.07 |
38.12 |
6.95 |
16.4% |
1.20 |
2.8% |
62% |
False |
False |
22,330 |
80 |
45.07 |
38.12 |
6.95 |
16.4% |
1.23 |
2.9% |
62% |
False |
False |
19,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.47 |
2.618 |
46.19 |
1.618 |
44.79 |
1.000 |
43.92 |
0.618 |
43.39 |
HIGH |
42.52 |
0.618 |
41.99 |
0.500 |
41.82 |
0.382 |
41.65 |
LOW |
41.12 |
0.618 |
40.25 |
1.000 |
39.72 |
1.618 |
38.85 |
2.618 |
37.45 |
4.250 |
35.17 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
42.23 |
42.12 |
PP |
42.02 |
41.81 |
S1 |
41.82 |
41.50 |
|