NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
39.16 |
39.90 |
0.74 |
1.9% |
41.19 |
| High |
40.37 |
40.47 |
0.10 |
0.2% |
41.49 |
| Low |
38.68 |
37.61 |
-1.07 |
-2.8% |
38.87 |
| Close |
40.22 |
38.72 |
-1.50 |
-3.7% |
40.25 |
| Range |
1.69 |
2.86 |
1.17 |
69.2% |
2.62 |
| ATR |
1.49 |
1.59 |
0.10 |
6.5% |
0.00 |
| Volume |
340,294 |
443,442 |
103,148 |
30.3% |
1,510,783 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.51 |
45.98 |
40.29 |
|
| R3 |
44.65 |
43.12 |
39.51 |
|
| R2 |
41.79 |
41.79 |
39.24 |
|
| R1 |
40.26 |
40.26 |
38.98 |
39.60 |
| PP |
38.93 |
38.93 |
38.93 |
38.60 |
| S1 |
37.40 |
37.40 |
38.46 |
36.74 |
| S2 |
36.07 |
36.07 |
38.20 |
|
| S3 |
33.21 |
34.54 |
37.93 |
|
| S4 |
30.35 |
31.68 |
37.15 |
|
|
| 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 |
37.61 |
3.19 |
8.2% |
1.76 |
4.5% |
35% |
False |
True |
323,757 |
| 10 |
41.72 |
37.61 |
4.11 |
10.6% |
1.64 |
4.2% |
27% |
False |
True |
318,139 |
| 20 |
42.19 |
36.58 |
5.61 |
14.5% |
1.72 |
4.4% |
38% |
False |
False |
257,882 |
| 40 |
44.05 |
36.58 |
7.47 |
19.3% |
1.38 |
3.6% |
29% |
False |
False |
172,522 |
| 60 |
44.05 |
36.58 |
7.47 |
19.3% |
1.35 |
3.5% |
29% |
False |
False |
130,089 |
| 80 |
44.05 |
35.54 |
8.51 |
22.0% |
1.46 |
3.8% |
37% |
False |
False |
104,845 |
| 100 |
44.05 |
29.00 |
15.05 |
38.9% |
1.52 |
3.9% |
65% |
False |
False |
87,900 |
| 120 |
44.05 |
24.43 |
19.62 |
50.7% |
1.67 |
4.3% |
73% |
False |
False |
77,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.63 |
|
2.618 |
47.96 |
|
1.618 |
45.10 |
|
1.000 |
43.33 |
|
0.618 |
42.24 |
|
HIGH |
40.47 |
|
0.618 |
39.38 |
|
0.500 |
39.04 |
|
0.382 |
38.70 |
|
LOW |
37.61 |
|
0.618 |
35.84 |
|
1.000 |
34.75 |
|
1.618 |
32.98 |
|
2.618 |
30.12 |
|
4.250 |
25.46 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.04 |
39.16 |
| PP |
38.93 |
39.01 |
| S1 |
38.83 |
38.87 |
|