NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
41.35 |
41.14 |
-0.21 |
-0.5% |
40.05 |
High |
41.78 |
42.19 |
0.41 |
1.0% |
43.21 |
Low |
40.86 |
41.04 |
0.18 |
0.4% |
39.37 |
Close |
41.35 |
41.46 |
0.11 |
0.3% |
42.81 |
Range |
0.92 |
1.15 |
0.23 |
25.0% |
3.84 |
ATR |
1.23 |
1.22 |
-0.01 |
-0.5% |
0.00 |
Volume |
16,093 |
5,872 |
-10,221 |
-63.5% |
50,318 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.01 |
44.39 |
42.09 |
|
R3 |
43.86 |
43.24 |
41.78 |
|
R2 |
42.71 |
42.71 |
41.67 |
|
R1 |
42.09 |
42.09 |
41.57 |
42.40 |
PP |
41.56 |
41.56 |
41.56 |
41.72 |
S1 |
40.94 |
40.94 |
41.35 |
41.25 |
S2 |
40.41 |
40.41 |
41.25 |
|
S3 |
39.26 |
39.79 |
41.14 |
|
S4 |
38.11 |
38.64 |
40.83 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.32 |
51.90 |
44.92 |
|
R3 |
49.48 |
48.06 |
43.87 |
|
R2 |
45.64 |
45.64 |
43.51 |
|
R1 |
44.22 |
44.22 |
43.16 |
44.93 |
PP |
41.80 |
41.80 |
41.80 |
42.15 |
S1 |
40.38 |
40.38 |
42.46 |
41.09 |
S2 |
37.96 |
37.96 |
42.11 |
|
S3 |
34.12 |
36.54 |
41.75 |
|
S4 |
30.28 |
32.70 |
40.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.21 |
40.64 |
2.57 |
6.2% |
1.36 |
3.3% |
32% |
False |
False |
8,514 |
10 |
43.21 |
39.36 |
3.85 |
9.3% |
1.20 |
2.9% |
55% |
False |
False |
10,108 |
20 |
45.23 |
38.97 |
6.26 |
15.1% |
1.23 |
3.0% |
40% |
False |
False |
9,261 |
40 |
45.23 |
38.97 |
6.26 |
15.1% |
1.07 |
2.6% |
40% |
False |
False |
6,411 |
60 |
45.23 |
38.97 |
6.26 |
15.1% |
1.01 |
2.4% |
40% |
False |
False |
5,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.08 |
2.618 |
45.20 |
1.618 |
44.05 |
1.000 |
43.34 |
0.618 |
42.90 |
HIGH |
42.19 |
0.618 |
41.75 |
0.500 |
41.62 |
0.382 |
41.48 |
LOW |
41.04 |
0.618 |
40.33 |
1.000 |
39.89 |
1.618 |
39.18 |
2.618 |
38.03 |
4.250 |
36.15 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.62 |
41.76 |
PP |
41.56 |
41.66 |
S1 |
41.51 |
41.56 |
|