NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
40.17 |
40.75 |
0.58 |
1.4% |
41.80 |
| High |
40.96 |
41.20 |
0.24 |
0.6% |
42.10 |
| Low |
39.74 |
40.34 |
0.60 |
1.5% |
39.59 |
| Close |
40.90 |
40.81 |
-0.09 |
-0.2% |
40.81 |
| Range |
1.22 |
0.86 |
-0.36 |
-29.5% |
2.51 |
| ATR |
1.40 |
1.36 |
-0.04 |
-2.7% |
0.00 |
| Volume |
34,562 |
45,982 |
11,420 |
33.0% |
209,222 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.36 |
42.95 |
41.28 |
|
| R3 |
42.50 |
42.09 |
41.05 |
|
| R2 |
41.64 |
41.64 |
40.97 |
|
| R1 |
41.23 |
41.23 |
40.89 |
41.44 |
| PP |
40.78 |
40.78 |
40.78 |
40.89 |
| S1 |
40.37 |
40.37 |
40.73 |
40.58 |
| S2 |
39.92 |
39.92 |
40.65 |
|
| S3 |
39.06 |
39.51 |
40.57 |
|
| S4 |
38.20 |
38.65 |
40.34 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.36 |
47.10 |
42.19 |
|
| R3 |
45.85 |
44.59 |
41.50 |
|
| R2 |
43.34 |
43.34 |
41.27 |
|
| R1 |
42.08 |
42.08 |
41.04 |
41.46 |
| PP |
40.83 |
40.83 |
40.83 |
40.52 |
| S1 |
39.57 |
39.57 |
40.58 |
38.95 |
| S2 |
38.32 |
38.32 |
40.35 |
|
| S3 |
35.81 |
37.06 |
40.12 |
|
| S4 |
33.30 |
34.55 |
39.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.10 |
39.59 |
2.51 |
6.2% |
1.41 |
3.5% |
49% |
False |
False |
41,844 |
| 10 |
42.36 |
38.02 |
4.34 |
10.6% |
1.39 |
3.4% |
64% |
False |
False |
42,366 |
| 20 |
44.48 |
37.60 |
6.88 |
16.9% |
1.45 |
3.6% |
47% |
False |
False |
37,125 |
| 40 |
44.60 |
37.60 |
7.00 |
17.2% |
1.24 |
3.0% |
46% |
False |
False |
31,471 |
| 60 |
44.60 |
37.60 |
7.00 |
17.2% |
1.19 |
2.9% |
46% |
False |
False |
25,941 |
| 80 |
44.60 |
35.94 |
8.66 |
21.2% |
1.35 |
3.3% |
56% |
False |
False |
22,764 |
| 100 |
44.60 |
30.34 |
14.26 |
34.9% |
1.41 |
3.4% |
73% |
False |
False |
20,320 |
| 120 |
44.60 |
26.22 |
18.38 |
45.0% |
1.54 |
3.8% |
79% |
False |
False |
18,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.86 |
|
2.618 |
43.45 |
|
1.618 |
42.59 |
|
1.000 |
42.06 |
|
0.618 |
41.73 |
|
HIGH |
41.20 |
|
0.618 |
40.87 |
|
0.500 |
40.77 |
|
0.382 |
40.67 |
|
LOW |
40.34 |
|
0.618 |
39.81 |
|
1.000 |
39.48 |
|
1.618 |
38.95 |
|
2.618 |
38.09 |
|
4.250 |
36.69 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.80 |
40.72 |
| PP |
40.78 |
40.63 |
| S1 |
40.77 |
40.54 |
|