NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
41.60 |
39.86 |
-1.74 |
-4.2% |
43.30 |
| High |
42.19 |
39.96 |
-2.23 |
-5.3% |
43.89 |
| Low |
39.75 |
36.58 |
-3.17 |
-8.0% |
39.75 |
| Close |
40.15 |
37.19 |
-2.96 |
-7.4% |
40.15 |
| Range |
2.44 |
3.38 |
0.94 |
38.5% |
4.14 |
| ATR |
1.26 |
1.43 |
0.16 |
13.0% |
0.00 |
| Volume |
115,667 |
269,132 |
153,465 |
132.7% |
538,331 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.05 |
46.00 |
39.05 |
|
| R3 |
44.67 |
42.62 |
38.12 |
|
| R2 |
41.29 |
41.29 |
37.81 |
|
| R1 |
39.24 |
39.24 |
37.50 |
38.58 |
| PP |
37.91 |
37.91 |
37.91 |
37.58 |
| S1 |
35.86 |
35.86 |
36.88 |
35.20 |
| S2 |
34.53 |
34.53 |
36.57 |
|
| S3 |
31.15 |
32.48 |
36.26 |
|
| S4 |
27.77 |
29.10 |
35.33 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.68 |
51.06 |
42.43 |
|
| R3 |
49.54 |
46.92 |
41.29 |
|
| R2 |
45.40 |
45.40 |
40.91 |
|
| R1 |
42.78 |
42.78 |
40.53 |
42.02 |
| PP |
41.26 |
41.26 |
41.26 |
40.89 |
| S1 |
38.64 |
38.64 |
39.77 |
37.88 |
| S2 |
37.12 |
37.12 |
39.39 |
|
| S3 |
32.98 |
34.50 |
39.01 |
|
| S4 |
28.84 |
30.36 |
37.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.70 |
36.58 |
7.12 |
19.1% |
1.99 |
5.3% |
9% |
False |
True |
145,923 |
| 10 |
44.05 |
36.58 |
7.47 |
20.1% |
1.47 |
4.0% |
8% |
False |
True |
119,296 |
| 20 |
44.05 |
36.58 |
7.47 |
20.1% |
1.25 |
3.3% |
8% |
False |
True |
99,772 |
| 40 |
44.05 |
36.58 |
7.47 |
20.1% |
1.23 |
3.3% |
8% |
False |
True |
76,195 |
| 60 |
44.05 |
35.56 |
8.49 |
22.8% |
1.37 |
3.7% |
19% |
False |
False |
61,040 |
| 80 |
44.05 |
30.34 |
13.71 |
36.9% |
1.51 |
4.1% |
50% |
False |
False |
50,787 |
| 100 |
44.05 |
24.43 |
19.62 |
52.8% |
1.67 |
4.5% |
65% |
False |
False |
45,804 |
| 120 |
44.05 |
24.43 |
19.62 |
52.8% |
1.77 |
4.8% |
65% |
False |
False |
41,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.33 |
|
2.618 |
48.81 |
|
1.618 |
45.43 |
|
1.000 |
43.34 |
|
0.618 |
42.05 |
|
HIGH |
39.96 |
|
0.618 |
38.67 |
|
0.500 |
38.27 |
|
0.382 |
37.87 |
|
LOW |
36.58 |
|
0.618 |
34.49 |
|
1.000 |
33.20 |
|
1.618 |
31.11 |
|
2.618 |
27.73 |
|
4.250 |
22.22 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.27 |
39.39 |
| PP |
37.91 |
38.65 |
| S1 |
37.55 |
37.92 |
|