NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
40.33 |
37.71 |
-2.62 |
-6.5% |
43.61 |
| High |
40.40 |
39.22 |
-1.18 |
-2.9% |
44.19 |
| Low |
37.12 |
37.11 |
-0.01 |
0.0% |
40.20 |
| Close |
37.71 |
38.87 |
1.16 |
3.1% |
40.59 |
| Range |
3.28 |
2.11 |
-1.17 |
-35.7% |
3.99 |
| ATR |
1.39 |
1.44 |
0.05 |
3.7% |
0.00 |
| Volume |
243,488 |
157,032 |
-86,456 |
-35.5% |
514,974 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.73 |
43.91 |
40.03 |
|
| R3 |
42.62 |
41.80 |
39.45 |
|
| R2 |
40.51 |
40.51 |
39.26 |
|
| R1 |
39.69 |
39.69 |
39.06 |
40.10 |
| PP |
38.40 |
38.40 |
38.40 |
38.61 |
| S1 |
37.58 |
37.58 |
38.68 |
37.99 |
| S2 |
36.29 |
36.29 |
38.48 |
|
| S3 |
34.18 |
35.47 |
38.29 |
|
| S4 |
32.07 |
33.36 |
37.71 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.63 |
51.10 |
42.78 |
|
| R3 |
49.64 |
47.11 |
41.69 |
|
| R2 |
45.65 |
45.65 |
41.32 |
|
| R1 |
43.12 |
43.12 |
40.96 |
42.39 |
| PP |
41.66 |
41.66 |
41.66 |
41.30 |
| S1 |
39.13 |
39.13 |
40.22 |
38.40 |
| S2 |
37.67 |
37.67 |
39.86 |
|
| S3 |
33.68 |
35.14 |
39.49 |
|
| S4 |
29.69 |
31.15 |
38.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.84 |
37.11 |
6.73 |
17.3% |
2.22 |
5.7% |
26% |
False |
True |
153,892 |
| 10 |
44.33 |
37.11 |
7.22 |
18.6% |
1.52 |
3.9% |
24% |
False |
True |
117,140 |
| 20 |
44.33 |
37.11 |
7.22 |
18.6% |
1.24 |
3.2% |
24% |
False |
True |
99,906 |
| 40 |
44.33 |
37.11 |
7.22 |
18.6% |
1.21 |
3.1% |
24% |
False |
True |
87,025 |
| 60 |
44.33 |
37.11 |
7.22 |
18.6% |
1.33 |
3.4% |
24% |
False |
True |
82,417 |
| 80 |
44.33 |
32.13 |
12.20 |
31.4% |
1.50 |
3.9% |
55% |
False |
False |
81,480 |
| 100 |
44.33 |
25.31 |
19.02 |
48.9% |
1.68 |
4.3% |
71% |
False |
False |
86,300 |
| 120 |
44.33 |
25.31 |
19.02 |
48.9% |
1.77 |
4.5% |
71% |
False |
False |
87,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.19 |
|
2.618 |
44.74 |
|
1.618 |
42.63 |
|
1.000 |
41.33 |
|
0.618 |
40.52 |
|
HIGH |
39.22 |
|
0.618 |
38.41 |
|
0.500 |
38.17 |
|
0.382 |
37.92 |
|
LOW |
37.11 |
|
0.618 |
35.81 |
|
1.000 |
35.00 |
|
1.618 |
33.70 |
|
2.618 |
31.59 |
|
4.250 |
28.14 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.64 |
39.84 |
| PP |
38.40 |
39.51 |
| S1 |
38.17 |
39.19 |
|