NYMEX Light Sweet Crude Oil Future January 2021
| 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 |
42.33 |
40.68 |
-1.65 |
-3.9% |
43.99 |
| High |
42.92 |
40.80 |
-2.12 |
-4.9% |
44.48 |
| Low |
40.65 |
37.62 |
-3.03 |
-7.5% |
40.65 |
| Close |
41.02 |
38.21 |
-2.81 |
-6.9% |
41.02 |
| Range |
2.27 |
3.18 |
0.91 |
40.1% |
3.83 |
| ATR |
1.16 |
1.32 |
0.16 |
13.8% |
0.00 |
| Volume |
29,229 |
66,132 |
36,903 |
126.3% |
130,441 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.42 |
46.49 |
39.96 |
|
| R3 |
45.24 |
43.31 |
39.08 |
|
| R2 |
42.06 |
42.06 |
38.79 |
|
| R1 |
40.13 |
40.13 |
38.50 |
39.51 |
| PP |
38.88 |
38.88 |
38.88 |
38.56 |
| S1 |
36.95 |
36.95 |
37.92 |
36.33 |
| S2 |
35.70 |
35.70 |
37.63 |
|
| S3 |
32.52 |
33.77 |
37.34 |
|
| S4 |
29.34 |
30.59 |
36.46 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.54 |
51.11 |
43.13 |
|
| R3 |
49.71 |
47.28 |
42.07 |
|
| R2 |
45.88 |
45.88 |
41.72 |
|
| R1 |
43.45 |
43.45 |
41.37 |
42.75 |
| PP |
42.05 |
42.05 |
42.05 |
41.70 |
| S1 |
39.62 |
39.62 |
40.67 |
38.92 |
| S2 |
38.22 |
38.22 |
40.32 |
|
| S3 |
34.39 |
35.79 |
39.97 |
|
| S4 |
30.56 |
31.96 |
38.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.27 |
37.62 |
6.65 |
17.4% |
1.85 |
4.8% |
9% |
False |
True |
36,299 |
| 10 |
44.60 |
37.62 |
6.98 |
18.3% |
1.35 |
3.5% |
8% |
False |
True |
29,843 |
| 20 |
44.60 |
37.62 |
6.98 |
18.3% |
1.14 |
3.0% |
8% |
False |
True |
27,618 |
| 40 |
44.60 |
37.62 |
6.98 |
18.3% |
1.13 |
3.0% |
8% |
False |
True |
23,079 |
| 60 |
44.60 |
36.07 |
8.53 |
22.3% |
1.26 |
3.3% |
25% |
False |
False |
19,963 |
| 80 |
44.60 |
31.32 |
13.28 |
34.8% |
1.39 |
3.6% |
52% |
False |
False |
17,868 |
| 100 |
44.60 |
26.22 |
18.38 |
48.1% |
1.55 |
4.0% |
65% |
False |
False |
16,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.32 |
|
2.618 |
49.13 |
|
1.618 |
45.95 |
|
1.000 |
43.98 |
|
0.618 |
42.77 |
|
HIGH |
40.80 |
|
0.618 |
39.59 |
|
0.500 |
39.21 |
|
0.382 |
38.83 |
|
LOW |
37.62 |
|
0.618 |
35.65 |
|
1.000 |
34.44 |
|
1.618 |
32.47 |
|
2.618 |
29.29 |
|
4.250 |
24.11 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.21 |
40.27 |
| PP |
38.88 |
39.58 |
| S1 |
38.54 |
38.90 |
|