NYMEX Light Sweet Crude Oil Future December 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 |
40.24 |
40.84 |
0.60 |
1.5% |
41.44 |
| High |
41.06 |
40.95 |
-0.11 |
-0.3% |
41.78 |
| Low |
40.05 |
38.70 |
-1.35 |
-3.4% |
39.21 |
| Close |
40.87 |
39.56 |
-1.31 |
-3.2% |
40.51 |
| Range |
1.01 |
2.25 |
1.24 |
122.8% |
2.57 |
| ATR |
1.38 |
1.44 |
0.06 |
4.5% |
0.00 |
| Volume |
61,393 |
152,527 |
91,134 |
148.4% |
421,241 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.49 |
45.27 |
40.80 |
|
| R3 |
44.24 |
43.02 |
40.18 |
|
| R2 |
41.99 |
41.99 |
39.97 |
|
| R1 |
40.77 |
40.77 |
39.77 |
40.26 |
| PP |
39.74 |
39.74 |
39.74 |
39.48 |
| S1 |
38.52 |
38.52 |
39.35 |
38.01 |
| S2 |
37.49 |
37.49 |
39.15 |
|
| S3 |
35.24 |
36.27 |
38.94 |
|
| S4 |
32.99 |
34.02 |
38.32 |
|
|
| 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 |
38.70 |
2.36 |
6.0% |
1.37 |
3.5% |
36% |
False |
True |
91,804 |
| 10 |
42.02 |
38.70 |
3.32 |
8.4% |
1.54 |
3.9% |
26% |
False |
True |
112,057 |
| 20 |
43.98 |
37.11 |
6.87 |
17.4% |
1.58 |
4.0% |
36% |
False |
False |
124,661 |
| 40 |
44.33 |
37.11 |
7.22 |
18.3% |
1.32 |
3.3% |
34% |
False |
False |
104,943 |
| 60 |
44.33 |
37.11 |
7.22 |
18.3% |
1.26 |
3.2% |
34% |
False |
False |
92,390 |
| 80 |
44.33 |
35.72 |
8.61 |
21.8% |
1.42 |
3.6% |
45% |
False |
False |
88,167 |
| 100 |
44.33 |
29.68 |
14.65 |
37.0% |
1.49 |
3.8% |
67% |
False |
False |
86,370 |
| 120 |
44.33 |
25.31 |
19.02 |
48.1% |
1.67 |
4.2% |
75% |
False |
False |
89,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.51 |
|
2.618 |
46.84 |
|
1.618 |
44.59 |
|
1.000 |
43.20 |
|
0.618 |
42.34 |
|
HIGH |
40.95 |
|
0.618 |
40.09 |
|
0.500 |
39.83 |
|
0.382 |
39.56 |
|
LOW |
38.70 |
|
0.618 |
37.31 |
|
1.000 |
36.45 |
|
1.618 |
35.06 |
|
2.618 |
32.81 |
|
4.250 |
29.14 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.83 |
39.88 |
| PP |
39.74 |
39.77 |
| S1 |
39.65 |
39.67 |
|