NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
40.35 |
40.24 |
-0.11 |
-0.3% |
41.44 |
| High |
40.89 |
41.06 |
0.17 |
0.4% |
41.78 |
| Low |
40.00 |
40.05 |
0.05 |
0.1% |
39.21 |
| Close |
40.51 |
40.87 |
0.36 |
0.9% |
40.51 |
| Range |
0.89 |
1.01 |
0.12 |
13.5% |
2.57 |
| ATR |
1.41 |
1.38 |
-0.03 |
-2.0% |
0.00 |
| Volume |
79,135 |
61,393 |
-17,742 |
-22.4% |
421,241 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.69 |
43.29 |
41.43 |
|
| R3 |
42.68 |
42.28 |
41.15 |
|
| R2 |
41.67 |
41.67 |
41.06 |
|
| R1 |
41.27 |
41.27 |
40.96 |
41.47 |
| PP |
40.66 |
40.66 |
40.66 |
40.76 |
| S1 |
40.26 |
40.26 |
40.78 |
40.46 |
| S2 |
39.65 |
39.65 |
40.68 |
|
| S3 |
38.64 |
39.25 |
40.59 |
|
| S4 |
37.63 |
38.24 |
40.31 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.21 |
46.93 |
41.92 |
|
| R3 |
45.64 |
44.36 |
41.22 |
|
| R2 |
43.07 |
43.07 |
40.98 |
|
| R1 |
41.79 |
41.79 |
40.75 |
41.15 |
| PP |
40.50 |
40.50 |
40.50 |
40.18 |
| S1 |
39.22 |
39.22 |
40.27 |
38.58 |
| S2 |
37.93 |
37.93 |
40.04 |
|
| S3 |
35.36 |
36.65 |
39.80 |
|
| S4 |
32.79 |
34.08 |
39.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.06 |
39.41 |
1.65 |
4.0% |
1.13 |
2.8% |
88% |
True |
False |
73,837 |
| 10 |
42.02 |
37.79 |
4.23 |
10.3% |
1.45 |
3.6% |
73% |
False |
False |
110,826 |
| 20 |
44.19 |
37.11 |
7.08 |
17.3% |
1.52 |
3.7% |
53% |
False |
False |
120,004 |
| 40 |
44.33 |
37.11 |
7.22 |
17.7% |
1.30 |
3.2% |
52% |
False |
False |
102,924 |
| 60 |
44.33 |
37.11 |
7.22 |
17.7% |
1.25 |
3.1% |
52% |
False |
False |
91,198 |
| 80 |
44.33 |
35.72 |
8.61 |
21.1% |
1.42 |
3.5% |
60% |
False |
False |
87,614 |
| 100 |
44.33 |
29.63 |
14.70 |
36.0% |
1.49 |
3.7% |
76% |
False |
False |
85,836 |
| 120 |
44.33 |
25.31 |
19.02 |
46.5% |
1.66 |
4.1% |
82% |
False |
False |
89,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.35 |
|
2.618 |
43.70 |
|
1.618 |
42.69 |
|
1.000 |
42.07 |
|
0.618 |
41.68 |
|
HIGH |
41.06 |
|
0.618 |
40.67 |
|
0.500 |
40.56 |
|
0.382 |
40.44 |
|
LOW |
40.05 |
|
0.618 |
39.43 |
|
1.000 |
39.04 |
|
1.618 |
38.42 |
|
2.618 |
37.41 |
|
4.250 |
35.76 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.77 |
40.66 |
| PP |
40.66 |
40.45 |
| S1 |
40.56 |
40.24 |
|