NYMEX Light Sweet Crude Oil Future February 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 |
42.78 |
41.14 |
-1.64 |
-3.8% |
44.25 |
| High |
43.24 |
41.14 |
-2.10 |
-4.9% |
44.77 |
| Low |
41.09 |
38.09 |
-3.00 |
-7.3% |
41.09 |
| Close |
41.44 |
38.68 |
-2.76 |
-6.7% |
41.44 |
| Range |
2.15 |
3.05 |
0.90 |
41.9% |
3.68 |
| ATR |
1.11 |
1.27 |
0.16 |
14.5% |
0.00 |
| Volume |
18,447 |
37,527 |
19,080 |
103.4% |
89,514 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.45 |
46.62 |
40.36 |
|
| R3 |
45.40 |
43.57 |
39.52 |
|
| R2 |
42.35 |
42.35 |
39.24 |
|
| R1 |
40.52 |
40.52 |
38.96 |
39.91 |
| PP |
39.30 |
39.30 |
39.30 |
39.00 |
| S1 |
37.47 |
37.47 |
38.40 |
36.86 |
| S2 |
36.25 |
36.25 |
38.12 |
|
| S3 |
33.20 |
34.42 |
37.84 |
|
| S4 |
30.15 |
31.37 |
37.00 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.47 |
51.14 |
43.46 |
|
| R3 |
49.79 |
47.46 |
42.45 |
|
| R2 |
46.11 |
46.11 |
42.11 |
|
| R1 |
43.78 |
43.78 |
41.78 |
43.11 |
| PP |
42.43 |
42.43 |
42.43 |
42.10 |
| S1 |
40.10 |
40.10 |
41.10 |
39.43 |
| S2 |
38.75 |
38.75 |
40.77 |
|
| S3 |
35.07 |
36.42 |
40.43 |
|
| S4 |
31.39 |
32.74 |
39.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.51 |
38.09 |
6.42 |
16.6% |
1.76 |
4.6% |
9% |
False |
True |
22,600 |
| 10 |
44.84 |
38.09 |
6.75 |
17.5% |
1.30 |
3.4% |
9% |
False |
True |
18,663 |
| 20 |
44.84 |
38.09 |
6.75 |
17.5% |
1.08 |
2.8% |
9% |
False |
True |
15,401 |
| 40 |
44.84 |
38.09 |
6.75 |
17.5% |
1.06 |
2.7% |
9% |
False |
True |
11,887 |
| 60 |
44.84 |
36.33 |
8.51 |
22.0% |
1.18 |
3.0% |
28% |
False |
False |
10,099 |
| 80 |
44.84 |
31.75 |
13.09 |
33.8% |
1.30 |
3.4% |
53% |
False |
False |
9,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.10 |
|
2.618 |
49.12 |
|
1.618 |
46.07 |
|
1.000 |
44.19 |
|
0.618 |
43.02 |
|
HIGH |
41.14 |
|
0.618 |
39.97 |
|
0.500 |
39.62 |
|
0.382 |
39.26 |
|
LOW |
38.09 |
|
0.618 |
36.21 |
|
1.000 |
35.04 |
|
1.618 |
33.16 |
|
2.618 |
30.11 |
|
4.250 |
25.13 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.62 |
40.67 |
| PP |
39.30 |
40.01 |
| S1 |
38.99 |
39.34 |
|