NYMEX Light Sweet Crude Oil Future February 2021
| 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 |
41.14 |
38.62 |
-2.52 |
-6.1% |
44.25 |
| High |
41.14 |
40.05 |
-1.09 |
-2.6% |
44.77 |
| Low |
38.09 |
38.09 |
0.00 |
0.0% |
41.09 |
| Close |
38.68 |
39.78 |
1.10 |
2.8% |
41.44 |
| Range |
3.05 |
1.96 |
-1.09 |
-35.7% |
3.68 |
| ATR |
1.27 |
1.32 |
0.05 |
3.9% |
0.00 |
| Volume |
37,527 |
24,616 |
-12,911 |
-34.4% |
89,514 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.19 |
44.44 |
40.86 |
|
| R3 |
43.23 |
42.48 |
40.32 |
|
| R2 |
41.27 |
41.27 |
40.14 |
|
| R1 |
40.52 |
40.52 |
39.96 |
40.90 |
| PP |
39.31 |
39.31 |
39.31 |
39.49 |
| S1 |
38.56 |
38.56 |
39.60 |
38.94 |
| S2 |
37.35 |
37.35 |
39.42 |
|
| S3 |
35.39 |
36.60 |
39.24 |
|
| S4 |
33.43 |
34.64 |
38.70 |
|
|
| 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 |
44.46 |
38.09 |
6.37 |
16.0% |
2.05 |
5.2% |
27% |
False |
True |
22,482 |
| 10 |
44.84 |
38.09 |
6.75 |
17.0% |
1.40 |
3.5% |
25% |
False |
True |
18,964 |
| 20 |
44.84 |
38.09 |
6.75 |
17.0% |
1.12 |
2.8% |
25% |
False |
True |
16,155 |
| 40 |
44.84 |
38.09 |
6.75 |
17.0% |
1.08 |
2.7% |
25% |
False |
True |
12,400 |
| 60 |
44.84 |
38.09 |
6.75 |
17.0% |
1.17 |
2.9% |
25% |
False |
True |
10,399 |
| 80 |
44.84 |
32.58 |
12.26 |
30.8% |
1.31 |
3.3% |
59% |
False |
False |
9,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.38 |
|
2.618 |
45.18 |
|
1.618 |
43.22 |
|
1.000 |
42.01 |
|
0.618 |
41.26 |
|
HIGH |
40.05 |
|
0.618 |
39.30 |
|
0.500 |
39.07 |
|
0.382 |
38.84 |
|
LOW |
38.09 |
|
0.618 |
36.88 |
|
1.000 |
36.13 |
|
1.618 |
34.92 |
|
2.618 |
32.96 |
|
4.250 |
29.76 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.54 |
40.67 |
| PP |
39.31 |
40.37 |
| S1 |
39.07 |
40.08 |
|