NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
40.52 |
39.25 |
-1.27 |
-3.1% |
40.65 |
| High |
41.02 |
39.30 |
-1.72 |
-4.2% |
41.35 |
| Low |
38.28 |
37.30 |
-0.98 |
-2.6% |
37.30 |
| Close |
39.38 |
37.74 |
-1.64 |
-4.2% |
37.74 |
| Range |
2.74 |
2.00 |
-0.74 |
-27.0% |
4.05 |
| ATR |
1.50 |
1.55 |
0.04 |
2.7% |
0.00 |
| Volume |
72,071 |
72,518 |
447 |
0.6% |
279,970 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.11 |
42.93 |
38.84 |
|
| R3 |
42.11 |
40.93 |
38.29 |
|
| R2 |
40.11 |
40.11 |
38.11 |
|
| R1 |
38.93 |
38.93 |
37.92 |
38.52 |
| PP |
38.11 |
38.11 |
38.11 |
37.91 |
| S1 |
36.93 |
36.93 |
37.56 |
36.52 |
| S2 |
36.11 |
36.11 |
37.37 |
|
| S3 |
34.11 |
34.93 |
37.19 |
|
| S4 |
32.11 |
32.93 |
36.64 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.95 |
48.39 |
39.97 |
|
| R3 |
46.90 |
44.34 |
38.85 |
|
| R2 |
42.85 |
42.85 |
38.48 |
|
| R1 |
40.29 |
40.29 |
38.11 |
39.55 |
| PP |
38.80 |
38.80 |
38.80 |
38.42 |
| S1 |
36.24 |
36.24 |
37.37 |
35.50 |
| S2 |
34.75 |
34.75 |
37.00 |
|
| S3 |
30.70 |
32.19 |
36.63 |
|
| S4 |
26.65 |
28.14 |
35.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.35 |
37.30 |
4.05 |
10.7% |
1.91 |
5.1% |
11% |
False |
True |
55,994 |
| 10 |
42.10 |
37.30 |
4.80 |
12.7% |
1.66 |
4.4% |
9% |
False |
True |
48,919 |
| 20 |
42.92 |
37.30 |
5.62 |
14.9% |
1.66 |
4.4% |
8% |
False |
True |
45,255 |
| 40 |
44.60 |
37.30 |
7.30 |
19.3% |
1.31 |
3.5% |
6% |
False |
True |
35,078 |
| 60 |
44.60 |
37.30 |
7.30 |
19.3% |
1.26 |
3.3% |
6% |
False |
True |
29,372 |
| 80 |
44.60 |
35.94 |
8.66 |
22.9% |
1.36 |
3.6% |
21% |
False |
False |
25,419 |
| 100 |
44.60 |
30.35 |
14.25 |
37.8% |
1.41 |
3.7% |
52% |
False |
False |
22,665 |
| 120 |
44.60 |
26.22 |
18.38 |
48.7% |
1.56 |
4.1% |
63% |
False |
False |
20,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.80 |
|
2.618 |
44.54 |
|
1.618 |
42.54 |
|
1.000 |
41.30 |
|
0.618 |
40.54 |
|
HIGH |
39.30 |
|
0.618 |
38.54 |
|
0.500 |
38.30 |
|
0.382 |
38.06 |
|
LOW |
37.30 |
|
0.618 |
36.06 |
|
1.000 |
35.30 |
|
1.618 |
34.06 |
|
2.618 |
32.06 |
|
4.250 |
28.80 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.30 |
39.16 |
| PP |
38.11 |
38.69 |
| S1 |
37.93 |
38.21 |
|