NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
40.08 |
40.03 |
-0.05 |
-0.1% |
38.01 |
| High |
40.56 |
41.04 |
0.48 |
1.2% |
42.02 |
| Low |
39.50 |
39.56 |
0.06 |
0.2% |
37.53 |
| Close |
40.09 |
40.22 |
0.13 |
0.3% |
41.61 |
| Range |
1.06 |
1.48 |
0.42 |
39.6% |
4.49 |
| ATR |
1.47 |
1.47 |
0.00 |
0.1% |
0.00 |
| Volume |
62,691 |
87,557 |
24,866 |
39.7% |
746,483 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.71 |
43.95 |
41.03 |
|
| R3 |
43.23 |
42.47 |
40.63 |
|
| R2 |
41.75 |
41.75 |
40.49 |
|
| R1 |
40.99 |
40.99 |
40.36 |
41.37 |
| PP |
40.27 |
40.27 |
40.27 |
40.47 |
| S1 |
39.51 |
39.51 |
40.08 |
39.89 |
| S2 |
38.79 |
38.79 |
39.95 |
|
| S3 |
37.31 |
38.03 |
39.81 |
|
| S4 |
35.83 |
36.55 |
39.41 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.86 |
52.22 |
44.08 |
|
| R3 |
49.37 |
47.73 |
42.84 |
|
| R2 |
44.88 |
44.88 |
42.43 |
|
| R1 |
43.24 |
43.24 |
42.02 |
44.06 |
| PP |
40.39 |
40.39 |
40.39 |
40.80 |
| S1 |
38.75 |
38.75 |
41.20 |
39.57 |
| S2 |
35.90 |
35.90 |
40.79 |
|
| S3 |
31.41 |
34.26 |
40.38 |
|
| S4 |
26.92 |
29.77 |
39.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.02 |
39.21 |
2.81 |
7.0% |
1.61 |
4.0% |
36% |
False |
False |
105,843 |
| 10 |
42.02 |
37.47 |
4.55 |
11.3% |
1.46 |
3.6% |
60% |
False |
False |
126,565 |
| 20 |
44.33 |
37.11 |
7.22 |
18.0% |
1.49 |
3.7% |
43% |
False |
False |
121,852 |
| 40 |
44.33 |
37.11 |
7.22 |
18.0% |
1.32 |
3.3% |
43% |
False |
False |
102,971 |
| 60 |
44.33 |
37.11 |
7.22 |
18.0% |
1.26 |
3.1% |
43% |
False |
False |
91,555 |
| 80 |
44.33 |
35.72 |
8.61 |
21.4% |
1.43 |
3.6% |
52% |
False |
False |
87,661 |
| 100 |
44.33 |
27.57 |
16.76 |
41.7% |
1.54 |
3.8% |
75% |
False |
False |
87,209 |
| 120 |
44.33 |
25.31 |
19.02 |
47.3% |
1.70 |
4.2% |
78% |
False |
False |
90,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.33 |
|
2.618 |
44.91 |
|
1.618 |
43.43 |
|
1.000 |
42.52 |
|
0.618 |
41.95 |
|
HIGH |
41.04 |
|
0.618 |
40.47 |
|
0.500 |
40.30 |
|
0.382 |
40.13 |
|
LOW |
39.56 |
|
0.618 |
38.65 |
|
1.000 |
38.08 |
|
1.618 |
37.17 |
|
2.618 |
35.69 |
|
4.250 |
33.27 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.30 |
40.50 |
| PP |
40.27 |
40.40 |
| S1 |
40.25 |
40.31 |
|