NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
40.07 |
40.58 |
0.51 |
1.3% |
41.19 |
| High |
40.80 |
40.70 |
-0.10 |
-0.2% |
41.49 |
| Low |
39.78 |
38.41 |
-1.37 |
-3.4% |
38.87 |
| Close |
40.60 |
39.29 |
-1.31 |
-3.2% |
40.25 |
| Range |
1.02 |
2.29 |
1.27 |
124.5% |
2.62 |
| ATR |
1.42 |
1.48 |
0.06 |
4.4% |
0.00 |
| Volume |
226,425 |
379,599 |
153,174 |
67.6% |
1,510,783 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.34 |
45.10 |
40.55 |
|
| R3 |
44.05 |
42.81 |
39.92 |
|
| R2 |
41.76 |
41.76 |
39.71 |
|
| R1 |
40.52 |
40.52 |
39.50 |
40.00 |
| PP |
39.47 |
39.47 |
39.47 |
39.20 |
| S1 |
38.23 |
38.23 |
39.08 |
37.71 |
| S2 |
37.18 |
37.18 |
38.87 |
|
| S3 |
34.89 |
35.94 |
38.66 |
|
| S4 |
32.60 |
33.65 |
38.03 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.06 |
46.78 |
41.69 |
|
| R3 |
45.44 |
44.16 |
40.97 |
|
| R2 |
42.82 |
42.82 |
40.73 |
|
| R1 |
41.54 |
41.54 |
40.49 |
40.87 |
| PP |
40.20 |
40.20 |
40.20 |
39.87 |
| S1 |
38.92 |
38.92 |
40.01 |
38.25 |
| S2 |
37.58 |
37.58 |
39.77 |
|
| S3 |
34.96 |
36.30 |
39.53 |
|
| S4 |
32.34 |
33.68 |
38.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.80 |
38.41 |
2.39 |
6.1% |
1.40 |
3.6% |
37% |
False |
True |
284,759 |
| 10 |
41.72 |
38.41 |
3.31 |
8.4% |
1.57 |
4.0% |
27% |
False |
True |
295,126 |
| 20 |
43.70 |
36.58 |
7.12 |
18.1% |
1.62 |
4.1% |
38% |
False |
False |
230,211 |
| 40 |
44.05 |
36.58 |
7.47 |
19.0% |
1.35 |
3.4% |
36% |
False |
False |
157,440 |
| 60 |
44.05 |
36.58 |
7.47 |
19.0% |
1.30 |
3.3% |
36% |
False |
False |
117,935 |
| 80 |
44.05 |
35.54 |
8.51 |
21.7% |
1.45 |
3.7% |
44% |
False |
False |
95,612 |
| 100 |
44.05 |
29.00 |
15.05 |
38.3% |
1.51 |
3.8% |
68% |
False |
False |
80,434 |
| 120 |
44.05 |
24.43 |
19.62 |
49.9% |
1.67 |
4.3% |
76% |
False |
False |
71,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.43 |
|
2.618 |
46.70 |
|
1.618 |
44.41 |
|
1.000 |
42.99 |
|
0.618 |
42.12 |
|
HIGH |
40.70 |
|
0.618 |
39.83 |
|
0.500 |
39.56 |
|
0.382 |
39.28 |
|
LOW |
38.41 |
|
0.618 |
36.99 |
|
1.000 |
36.12 |
|
1.618 |
34.70 |
|
2.618 |
32.41 |
|
4.250 |
28.68 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.56 |
39.61 |
| PP |
39.47 |
39.50 |
| S1 |
39.38 |
39.40 |
|