NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
37.18 |
38.16 |
0.98 |
2.6% |
43.30 |
| High |
38.78 |
38.53 |
-0.25 |
-0.6% |
43.89 |
| Low |
36.60 |
37.27 |
0.67 |
1.8% |
39.75 |
| Close |
38.41 |
37.66 |
-0.75 |
-2.0% |
40.15 |
| Range |
2.18 |
1.26 |
-0.92 |
-42.2% |
4.14 |
| ATR |
1.48 |
1.47 |
-0.02 |
-1.1% |
0.00 |
| Volume |
197,322 |
171,073 |
-26,249 |
-13.3% |
538,331 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.60 |
40.89 |
38.35 |
|
| R3 |
40.34 |
39.63 |
38.01 |
|
| R2 |
39.08 |
39.08 |
37.89 |
|
| R1 |
38.37 |
38.37 |
37.78 |
38.10 |
| PP |
37.82 |
37.82 |
37.82 |
37.68 |
| S1 |
37.11 |
37.11 |
37.54 |
36.84 |
| S2 |
36.56 |
36.56 |
37.43 |
|
| S3 |
35.30 |
35.85 |
37.31 |
|
| S4 |
34.04 |
34.59 |
36.97 |
|
|
| 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 |
42.19 |
36.58 |
5.61 |
14.9% |
2.16 |
5.7% |
19% |
False |
False |
173,535 |
| 10 |
43.89 |
36.58 |
7.31 |
19.4% |
1.62 |
4.3% |
15% |
False |
False |
137,214 |
| 20 |
44.05 |
36.58 |
7.47 |
19.8% |
1.28 |
3.4% |
14% |
False |
False |
108,656 |
| 40 |
44.05 |
36.58 |
7.47 |
19.8% |
1.26 |
3.3% |
14% |
False |
False |
83,890 |
| 60 |
44.05 |
36.58 |
7.47 |
19.8% |
1.34 |
3.6% |
14% |
False |
False |
66,577 |
| 80 |
44.05 |
32.79 |
11.26 |
29.9% |
1.50 |
4.0% |
43% |
False |
False |
54,762 |
| 100 |
44.05 |
24.43 |
19.62 |
52.1% |
1.68 |
4.4% |
67% |
False |
False |
49,104 |
| 120 |
44.05 |
24.43 |
19.62 |
52.1% |
1.72 |
4.6% |
67% |
False |
False |
44,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.89 |
|
2.618 |
41.83 |
|
1.618 |
40.57 |
|
1.000 |
39.79 |
|
0.618 |
39.31 |
|
HIGH |
38.53 |
|
0.618 |
38.05 |
|
0.500 |
37.90 |
|
0.382 |
37.75 |
|
LOW |
37.27 |
|
0.618 |
36.49 |
|
1.000 |
36.01 |
|
1.618 |
35.23 |
|
2.618 |
33.97 |
|
4.250 |
31.92 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
37.90 |
38.27 |
| PP |
37.82 |
38.07 |
| S1 |
37.74 |
37.86 |
|