NYMEX Light Sweet Crude Oil Future February 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 |
40.91 |
41.48 |
0.57 |
1.4% |
42.06 |
| High |
41.67 |
41.55 |
-0.12 |
-0.3% |
42.35 |
| Low |
40.71 |
39.43 |
-1.28 |
-3.1% |
39.96 |
| Close |
41.50 |
40.23 |
-1.27 |
-3.1% |
41.13 |
| Range |
0.96 |
2.12 |
1.16 |
120.8% |
2.39 |
| ATR |
1.27 |
1.33 |
0.06 |
4.7% |
0.00 |
| Volume |
12,219 |
22,437 |
10,218 |
83.6% |
131,575 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.76 |
45.62 |
41.40 |
|
| R3 |
44.64 |
43.50 |
40.81 |
|
| R2 |
42.52 |
42.52 |
40.62 |
|
| R1 |
41.38 |
41.38 |
40.42 |
40.89 |
| PP |
40.40 |
40.40 |
40.40 |
40.16 |
| S1 |
39.26 |
39.26 |
40.04 |
38.77 |
| S2 |
38.28 |
38.28 |
39.84 |
|
| S3 |
36.16 |
37.14 |
39.65 |
|
| S4 |
34.04 |
35.02 |
39.06 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.32 |
47.11 |
42.44 |
|
| R3 |
45.93 |
44.72 |
41.79 |
|
| R2 |
43.54 |
43.54 |
41.57 |
|
| R1 |
42.33 |
42.33 |
41.35 |
41.74 |
| PP |
41.15 |
41.15 |
41.15 |
40.85 |
| S1 |
39.94 |
39.94 |
40.91 |
39.35 |
| S2 |
38.76 |
38.76 |
40.69 |
|
| S3 |
36.37 |
37.55 |
40.47 |
|
| S4 |
33.98 |
35.16 |
39.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.67 |
39.43 |
2.24 |
5.6% |
1.29 |
3.2% |
36% |
False |
True |
22,967 |
| 10 |
42.67 |
39.43 |
3.24 |
8.1% |
1.43 |
3.6% |
25% |
False |
True |
24,188 |
| 20 |
44.51 |
38.09 |
6.42 |
16.0% |
1.46 |
3.6% |
33% |
False |
False |
24,493 |
| 40 |
44.84 |
38.09 |
6.75 |
16.8% |
1.20 |
3.0% |
32% |
False |
False |
18,535 |
| 60 |
44.84 |
38.09 |
6.75 |
16.8% |
1.14 |
2.8% |
32% |
False |
False |
14,659 |
| 80 |
44.84 |
36.26 |
8.58 |
21.3% |
1.27 |
3.1% |
46% |
False |
False |
12,789 |
| 100 |
44.84 |
30.75 |
14.09 |
35.0% |
1.30 |
3.2% |
67% |
False |
False |
11,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.56 |
|
2.618 |
47.10 |
|
1.618 |
44.98 |
|
1.000 |
43.67 |
|
0.618 |
42.86 |
|
HIGH |
41.55 |
|
0.618 |
40.74 |
|
0.500 |
40.49 |
|
0.382 |
40.24 |
|
LOW |
39.43 |
|
0.618 |
38.12 |
|
1.000 |
37.31 |
|
1.618 |
36.00 |
|
2.618 |
33.88 |
|
4.250 |
30.42 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.49 |
40.55 |
| PP |
40.40 |
40.44 |
| S1 |
40.32 |
40.34 |
|