NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 05-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.38 |
38.96 |
-1.42 |
-3.5% |
41.65 |
High |
40.39 |
41.37 |
0.98 |
2.4% |
42.23 |
Low |
38.49 |
38.96 |
0.47 |
1.2% |
38.49 |
Close |
38.92 |
40.98 |
2.06 |
5.3% |
38.92 |
Range |
1.90 |
2.41 |
0.51 |
26.8% |
3.74 |
ATR |
1.37 |
1.45 |
0.08 |
5.6% |
0.00 |
Volume |
12,491 |
15,921 |
3,430 |
27.5% |
69,593 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.67 |
46.73 |
42.31 |
|
R3 |
45.26 |
44.32 |
41.64 |
|
R2 |
42.85 |
42.85 |
41.42 |
|
R1 |
41.91 |
41.91 |
41.20 |
42.38 |
PP |
40.44 |
40.44 |
40.44 |
40.67 |
S1 |
39.50 |
39.50 |
40.76 |
39.97 |
S2 |
38.03 |
38.03 |
40.54 |
|
S3 |
35.62 |
37.09 |
40.32 |
|
S4 |
33.21 |
34.68 |
39.65 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.10 |
48.75 |
40.98 |
|
R3 |
47.36 |
45.01 |
39.95 |
|
R2 |
43.62 |
43.62 |
39.61 |
|
R1 |
41.27 |
41.27 |
39.26 |
40.58 |
PP |
39.88 |
39.88 |
39.88 |
39.53 |
S1 |
37.53 |
37.53 |
38.58 |
36.84 |
S2 |
36.14 |
36.14 |
38.23 |
|
S3 |
32.40 |
33.79 |
37.89 |
|
S4 |
28.66 |
30.05 |
36.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.09 |
38.49 |
3.60 |
8.8% |
2.05 |
5.0% |
69% |
False |
False |
15,602 |
10 |
42.23 |
38.49 |
3.74 |
9.1% |
1.50 |
3.7% |
67% |
False |
False |
13,396 |
20 |
43.21 |
38.49 |
4.72 |
11.5% |
1.47 |
3.6% |
53% |
False |
False |
12,717 |
40 |
45.23 |
38.49 |
6.74 |
16.4% |
1.17 |
2.9% |
37% |
False |
False |
8,556 |
60 |
45.23 |
38.49 |
6.74 |
16.4% |
1.09 |
2.7% |
37% |
False |
False |
6,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.61 |
2.618 |
47.68 |
1.618 |
45.27 |
1.000 |
43.78 |
0.618 |
42.86 |
HIGH |
41.37 |
0.618 |
40.45 |
0.500 |
40.17 |
0.382 |
39.88 |
LOW |
38.96 |
0.618 |
37.47 |
1.000 |
36.55 |
1.618 |
35.06 |
2.618 |
32.65 |
4.250 |
28.72 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.71 |
40.73 |
PP |
40.44 |
40.48 |
S1 |
40.17 |
40.24 |
|