NYMEX Light Sweet Crude Oil Future January 2021
| 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 |
40.75 |
40.65 |
-0.10 |
-0.2% |
41.80 |
| High |
41.20 |
41.35 |
0.15 |
0.4% |
42.10 |
| Low |
40.34 |
40.36 |
0.02 |
0.0% |
39.59 |
| Close |
40.81 |
41.18 |
0.37 |
0.9% |
40.81 |
| Range |
0.86 |
0.99 |
0.13 |
15.1% |
2.51 |
| ATR |
1.36 |
1.33 |
-0.03 |
-1.9% |
0.00 |
| Volume |
45,982 |
23,136 |
-22,846 |
-49.7% |
209,222 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.93 |
43.55 |
41.72 |
|
| R3 |
42.94 |
42.56 |
41.45 |
|
| R2 |
41.95 |
41.95 |
41.36 |
|
| R1 |
41.57 |
41.57 |
41.27 |
41.76 |
| PP |
40.96 |
40.96 |
40.96 |
41.06 |
| S1 |
40.58 |
40.58 |
41.09 |
40.77 |
| S2 |
39.97 |
39.97 |
41.00 |
|
| S3 |
38.98 |
39.59 |
40.91 |
|
| S4 |
37.99 |
38.60 |
40.64 |
|
|
| 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 |
41.35 |
39.74 |
1.61 |
3.9% |
1.11 |
2.7% |
89% |
True |
False |
38,534 |
| 10 |
42.36 |
38.29 |
4.07 |
9.9% |
1.41 |
3.4% |
71% |
False |
False |
41,862 |
| 20 |
44.48 |
37.60 |
6.88 |
16.7% |
1.47 |
3.6% |
52% |
False |
False |
37,474 |
| 40 |
44.60 |
37.60 |
7.00 |
17.0% |
1.24 |
3.0% |
51% |
False |
False |
31,672 |
| 60 |
44.60 |
37.60 |
7.00 |
17.0% |
1.19 |
2.9% |
51% |
False |
False |
26,039 |
| 80 |
44.60 |
35.94 |
8.66 |
21.0% |
1.35 |
3.3% |
61% |
False |
False |
22,952 |
| 100 |
44.60 |
30.34 |
14.26 |
34.6% |
1.39 |
3.4% |
76% |
False |
False |
20,451 |
| 120 |
44.60 |
26.22 |
18.38 |
44.6% |
1.54 |
3.7% |
81% |
False |
False |
18,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.56 |
|
2.618 |
43.94 |
|
1.618 |
42.95 |
|
1.000 |
42.34 |
|
0.618 |
41.96 |
|
HIGH |
41.35 |
|
0.618 |
40.97 |
|
0.500 |
40.86 |
|
0.382 |
40.74 |
|
LOW |
40.36 |
|
0.618 |
39.75 |
|
1.000 |
39.37 |
|
1.618 |
38.76 |
|
2.618 |
37.77 |
|
4.250 |
36.15 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.07 |
40.97 |
| PP |
40.96 |
40.76 |
| S1 |
40.86 |
40.55 |
|