NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
40.23 |
41.60 |
1.37 |
3.4% |
37.34 |
| High |
41.59 |
41.74 |
0.15 |
0.4% |
41.74 |
| Low |
40.05 |
40.68 |
0.63 |
1.6% |
37.32 |
| Close |
41.47 |
40.91 |
-0.56 |
-1.4% |
40.91 |
| Range |
1.54 |
1.06 |
-0.48 |
-31.2% |
4.42 |
| ATR |
1.64 |
1.60 |
-0.04 |
-2.5% |
0.00 |
| Volume |
263,971 |
173,375 |
-90,596 |
-34.3% |
1,028,992 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.29 |
43.66 |
41.49 |
|
| R3 |
43.23 |
42.60 |
41.20 |
|
| R2 |
42.17 |
42.17 |
41.10 |
|
| R1 |
41.54 |
41.54 |
41.01 |
41.33 |
| PP |
41.11 |
41.11 |
41.11 |
41.00 |
| S1 |
40.48 |
40.48 |
40.81 |
40.27 |
| S2 |
40.05 |
40.05 |
40.72 |
|
| S3 |
38.99 |
39.42 |
40.62 |
|
| S4 |
37.93 |
38.36 |
40.33 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.25 |
51.50 |
43.34 |
|
| R3 |
48.83 |
47.08 |
42.13 |
|
| R2 |
44.41 |
44.41 |
41.72 |
|
| R1 |
42.66 |
42.66 |
41.32 |
43.54 |
| PP |
39.99 |
39.99 |
39.99 |
40.43 |
| S1 |
38.24 |
38.24 |
40.50 |
39.12 |
| S2 |
35.57 |
35.57 |
40.10 |
|
| S3 |
31.15 |
33.82 |
39.69 |
|
| S4 |
26.73 |
29.40 |
38.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.74 |
37.32 |
4.42 |
10.8% |
1.60 |
3.9% |
81% |
True |
False |
205,798 |
| 10 |
41.74 |
36.93 |
4.81 |
11.8% |
1.77 |
4.3% |
83% |
True |
False |
173,223 |
| 20 |
42.02 |
36.93 |
5.09 |
12.4% |
1.60 |
3.9% |
78% |
False |
False |
144,997 |
| 40 |
44.33 |
36.93 |
7.40 |
18.1% |
1.43 |
3.5% |
54% |
False |
False |
124,420 |
| 60 |
44.33 |
36.93 |
7.40 |
18.1% |
1.35 |
3.3% |
54% |
False |
False |
108,590 |
| 80 |
44.33 |
36.93 |
7.40 |
18.1% |
1.38 |
3.4% |
54% |
False |
False |
99,407 |
| 100 |
44.33 |
33.12 |
11.21 |
27.4% |
1.51 |
3.7% |
69% |
False |
False |
95,130 |
| 120 |
44.33 |
25.31 |
19.02 |
46.5% |
1.61 |
3.9% |
82% |
False |
False |
95,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.25 |
|
2.618 |
44.52 |
|
1.618 |
43.46 |
|
1.000 |
42.80 |
|
0.618 |
42.40 |
|
HIGH |
41.74 |
|
0.618 |
41.34 |
|
0.500 |
41.21 |
|
0.382 |
41.08 |
|
LOW |
40.68 |
|
0.618 |
40.02 |
|
1.000 |
39.62 |
|
1.618 |
38.96 |
|
2.618 |
37.90 |
|
4.250 |
36.18 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.21 |
40.83 |
| PP |
41.11 |
40.74 |
| S1 |
41.01 |
40.66 |
|