NYMEX Light Sweet Crude Oil Future April 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 |
41.80 |
41.65 |
-0.15 |
-0.4% |
42.87 |
High |
42.08 |
42.23 |
0.15 |
0.4% |
42.87 |
Low |
41.35 |
41.39 |
0.04 |
0.1% |
40.64 |
Close |
41.74 |
42.11 |
0.37 |
0.9% |
41.74 |
Range |
0.73 |
0.84 |
0.11 |
15.1% |
2.23 |
ATR |
1.18 |
1.16 |
-0.02 |
-2.1% |
0.00 |
Volume |
6,693 |
7,500 |
807 |
12.1% |
56,244 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.43 |
44.11 |
42.57 |
|
R3 |
43.59 |
43.27 |
42.34 |
|
R2 |
42.75 |
42.75 |
42.26 |
|
R1 |
42.43 |
42.43 |
42.19 |
42.59 |
PP |
41.91 |
41.91 |
41.91 |
41.99 |
S1 |
41.59 |
41.59 |
42.03 |
41.75 |
S2 |
41.07 |
41.07 |
41.96 |
|
S3 |
40.23 |
40.75 |
41.88 |
|
S4 |
39.39 |
39.91 |
41.65 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.44 |
47.32 |
42.97 |
|
R3 |
46.21 |
45.09 |
42.35 |
|
R2 |
43.98 |
43.98 |
42.15 |
|
R1 |
42.86 |
42.86 |
41.94 |
42.31 |
PP |
41.75 |
41.75 |
41.75 |
41.47 |
S1 |
40.63 |
40.63 |
41.54 |
40.08 |
S2 |
39.52 |
39.52 |
41.33 |
|
S3 |
37.29 |
38.40 |
41.13 |
|
S4 |
35.06 |
36.17 |
40.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.23 |
40.78 |
1.45 |
3.4% |
0.95 |
2.3% |
92% |
True |
False |
11,189 |
10 |
43.21 |
39.69 |
3.52 |
8.4% |
1.22 |
2.9% |
69% |
False |
False |
10,151 |
20 |
45.21 |
38.97 |
6.24 |
14.8% |
1.27 |
3.0% |
50% |
False |
False |
10,412 |
40 |
45.23 |
38.97 |
6.26 |
14.9% |
1.06 |
2.5% |
50% |
False |
False |
7,056 |
60 |
45.23 |
38.97 |
6.26 |
14.9% |
1.01 |
2.4% |
50% |
False |
False |
5,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.80 |
2.618 |
44.43 |
1.618 |
43.59 |
1.000 |
43.07 |
0.618 |
42.75 |
HIGH |
42.23 |
0.618 |
41.91 |
0.500 |
41.81 |
0.382 |
41.71 |
LOW |
41.39 |
0.618 |
40.87 |
1.000 |
40.55 |
1.618 |
40.03 |
2.618 |
39.19 |
4.250 |
37.82 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.01 |
41.91 |
PP |
41.91 |
41.71 |
S1 |
41.81 |
41.51 |
|