NYMEX Light Sweet Crude Oil Future January 2021
| 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 |
40.65 |
41.14 |
0.49 |
1.2% |
41.80 |
| High |
41.35 |
41.25 |
-0.10 |
-0.2% |
42.10 |
| Low |
40.36 |
39.06 |
-1.30 |
-3.2% |
39.59 |
| Close |
41.18 |
39.88 |
-1.30 |
-3.2% |
40.81 |
| Range |
0.99 |
2.19 |
1.20 |
121.2% |
2.51 |
| ATR |
1.33 |
1.39 |
0.06 |
4.6% |
0.00 |
| Volume |
23,136 |
53,648 |
30,512 |
131.9% |
209,222 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.63 |
45.45 |
41.08 |
|
| R3 |
44.44 |
43.26 |
40.48 |
|
| R2 |
42.25 |
42.25 |
40.28 |
|
| R1 |
41.07 |
41.07 |
40.08 |
40.57 |
| PP |
40.06 |
40.06 |
40.06 |
39.81 |
| S1 |
38.88 |
38.88 |
39.68 |
38.38 |
| S2 |
37.87 |
37.87 |
39.48 |
|
| S3 |
35.68 |
36.69 |
39.28 |
|
| S4 |
33.49 |
34.50 |
38.68 |
|
|
| 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 |
39.06 |
2.29 |
5.7% |
1.34 |
3.4% |
36% |
False |
True |
40,897 |
| 10 |
42.36 |
39.06 |
3.30 |
8.3% |
1.49 |
3.7% |
25% |
False |
True |
42,729 |
| 20 |
44.27 |
37.60 |
6.67 |
16.7% |
1.53 |
3.8% |
34% |
False |
False |
39,403 |
| 40 |
44.60 |
37.60 |
7.00 |
17.6% |
1.26 |
3.2% |
33% |
False |
False |
32,444 |
| 60 |
44.60 |
37.60 |
7.00 |
17.6% |
1.20 |
3.0% |
33% |
False |
False |
26,665 |
| 80 |
44.60 |
35.94 |
8.66 |
21.7% |
1.35 |
3.4% |
45% |
False |
False |
23,364 |
| 100 |
44.60 |
30.35 |
14.25 |
35.7% |
1.39 |
3.5% |
67% |
False |
False |
20,887 |
| 120 |
44.60 |
26.22 |
18.38 |
46.1% |
1.55 |
3.9% |
74% |
False |
False |
19,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.56 |
|
2.618 |
46.98 |
|
1.618 |
44.79 |
|
1.000 |
43.44 |
|
0.618 |
42.60 |
|
HIGH |
41.25 |
|
0.618 |
40.41 |
|
0.500 |
40.16 |
|
0.382 |
39.90 |
|
LOW |
39.06 |
|
0.618 |
37.71 |
|
1.000 |
36.87 |
|
1.618 |
35.52 |
|
2.618 |
33.33 |
|
4.250 |
29.75 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.16 |
40.21 |
| PP |
40.06 |
40.10 |
| S1 |
39.97 |
39.99 |
|