NYMEX Light Sweet Crude Oil Future April 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 |
42.07 |
40.73 |
-1.34 |
-3.2% |
42.87 |
High |
42.09 |
41.86 |
-0.23 |
-0.5% |
42.87 |
Low |
40.16 |
40.38 |
0.22 |
0.5% |
40.64 |
Close |
40.88 |
41.78 |
0.90 |
2.2% |
41.74 |
Range |
1.93 |
1.48 |
-0.45 |
-23.3% |
2.23 |
ATR |
1.21 |
1.23 |
0.02 |
1.6% |
0.00 |
Volume |
9,912 |
17,932 |
8,020 |
80.9% |
56,244 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.78 |
45.26 |
42.59 |
|
R3 |
44.30 |
43.78 |
42.19 |
|
R2 |
42.82 |
42.82 |
42.05 |
|
R1 |
42.30 |
42.30 |
41.92 |
42.56 |
PP |
41.34 |
41.34 |
41.34 |
41.47 |
S1 |
40.82 |
40.82 |
41.64 |
41.08 |
S2 |
39.86 |
39.86 |
41.51 |
|
S3 |
38.38 |
39.34 |
41.37 |
|
S4 |
36.90 |
37.86 |
40.97 |
|
|
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 |
40.16 |
2.07 |
5.0% |
1.22 |
2.9% |
78% |
False |
False |
12,365 |
10 |
43.21 |
40.16 |
3.05 |
7.3% |
1.29 |
3.1% |
53% |
False |
False |
10,439 |
20 |
44.93 |
38.97 |
5.96 |
14.3% |
1.37 |
3.3% |
47% |
False |
False |
11,168 |
40 |
45.23 |
38.97 |
6.26 |
15.0% |
1.08 |
2.6% |
45% |
False |
False |
7,606 |
60 |
45.23 |
38.97 |
6.26 |
15.0% |
1.03 |
2.5% |
45% |
False |
False |
5,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.15 |
2.618 |
45.73 |
1.618 |
44.25 |
1.000 |
43.34 |
0.618 |
42.77 |
HIGH |
41.86 |
0.618 |
41.29 |
0.500 |
41.12 |
0.382 |
40.95 |
LOW |
40.38 |
0.618 |
39.47 |
1.000 |
38.90 |
1.618 |
37.99 |
2.618 |
36.51 |
4.250 |
34.09 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.56 |
41.59 |
PP |
41.34 |
41.39 |
S1 |
41.12 |
41.20 |
|