NYMEX Light Sweet Crude Oil Future February 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Sep-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Sep-2020 | 
                    25-Sep-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        40.52 | 
                        41.19 | 
                        0.67 | 
                        1.7% | 
                        42.06 | 
                     
                    
                        | High | 
                        41.30 | 
                        41.54 | 
                        0.24 | 
                        0.6% | 
                        42.35 | 
                     
                    
                        | Low | 
                        40.14 | 
                        40.70 | 
                        0.56 | 
                        1.4% | 
                        39.96 | 
                     
                    
                        | Close | 
                        41.24 | 
                        41.13 | 
                        -0.11 | 
                        -0.3% | 
                        41.13 | 
                     
                    
                        | Range | 
                        1.16 | 
                        0.84 | 
                        -0.32 | 
                        -27.6% | 
                        2.39 | 
                     
                    
                        | ATR | 
                        1.33 | 
                        1.30 | 
                        -0.04 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        16,683 | 
                        26,197 | 
                        9,514 | 
                        57.0% | 
                        131,575 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Sep-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.64 | 
                43.23 | 
                41.59 | 
                 | 
             
            
                | R3 | 
                42.80 | 
                42.39 | 
                41.36 | 
                 | 
             
            
                | R2 | 
                41.96 | 
                41.96 | 
                41.28 | 
                 | 
             
            
                | R1 | 
                41.55 | 
                41.55 | 
                41.21 | 
                41.34 | 
             
            
                | PP | 
                41.12 | 
                41.12 | 
                41.12 | 
                41.02 | 
             
            
                | S1 | 
                40.71 | 
                40.71 | 
                41.05 | 
                40.50 | 
             
            
                | S2 | 
                40.28 | 
                40.28 | 
                40.98 | 
                 | 
             
            
                | S3 | 
                39.44 | 
                39.87 | 
                40.90 | 
                 | 
             
            
                | S4 | 
                38.60 | 
                39.03 | 
                40.67 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Sep-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.32 | 
                47.11 | 
                42.44 | 
                 | 
             
            
                | R3 | 
                45.93 | 
                44.72 | 
                41.79 | 
                 | 
             
            
                | R2 | 
                43.54 | 
                43.54 | 
                41.57 | 
                 | 
             
            
                | R1 | 
                42.33 | 
                42.33 | 
                41.35 | 
                41.74 | 
             
            
                | PP | 
                41.15 | 
                41.15 | 
                41.15 | 
                40.85 | 
             
            
                | S1 | 
                39.94 | 
                39.94 | 
                40.91 | 
                39.35 | 
             
            
                | S2 | 
                38.76 | 
                38.76 | 
                40.69 | 
                 | 
             
            
                | S3 | 
                36.37 | 
                37.55 | 
                40.47 | 
                 | 
             
            
                | S4 | 
                33.98 | 
                35.16 | 
                39.82 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                42.35 | 
                39.96 | 
                2.39 | 
                5.8% | 
                1.35 | 
                3.3% | 
                49% | 
                False | 
                False | 
                26,315 | 
                 
                
                | 10 | 
                42.67 | 
                38.49 | 
                4.18 | 
                10.2% | 
                1.33 | 
                3.2% | 
                63% | 
                False | 
                False | 
                27,363 | 
                 
                
                | 20 | 
                44.77 | 
                38.09 | 
                6.68 | 
                16.2% | 
                1.39 | 
                3.4% | 
                46% | 
                False | 
                False | 
                23,997 | 
                 
                
                | 40 | 
                44.84 | 
                38.09 | 
                6.75 | 
                16.4% | 
                1.17 | 
                2.9% | 
                45% | 
                False | 
                False | 
                18,155 | 
                 
                
                | 60 | 
                44.84 | 
                38.09 | 
                6.75 | 
                16.4% | 
                1.12 | 
                2.7% | 
                45% | 
                False | 
                False | 
                14,323 | 
                 
                
                | 80 | 
                44.84 | 
                36.26 | 
                8.58 | 
                20.9% | 
                1.26 | 
                3.1% | 
                57% | 
                False | 
                False | 
                12,478 | 
                 
                
                | 100 | 
                44.84 | 
                30.75 | 
                14.09 | 
                34.3% | 
                1.32 | 
                3.2% | 
                74% | 
                False | 
                False | 
                11,098 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            45.11 | 
         
        
            | 
2.618             | 
            43.74 | 
         
        
            | 
1.618             | 
            42.90 | 
         
        
            | 
1.000             | 
            42.38 | 
         
        
            | 
0.618             | 
            42.06 | 
         
        
            | 
HIGH             | 
            41.54 | 
         
        
            | 
0.618             | 
            41.22 | 
         
        
            | 
0.500             | 
            41.12 | 
         
        
            | 
0.382             | 
            41.02 | 
         
        
            | 
LOW             | 
            40.70 | 
         
        
            | 
0.618             | 
            40.18 | 
         
        
            | 
1.000             | 
            39.86 | 
         
        
            | 
1.618             | 
            39.34 | 
         
        
            | 
2.618             | 
            38.50 | 
         
        
            | 
4.250             | 
            37.13 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Sep-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                41.13 | 
                                41.05 | 
                             
                            
                                | PP | 
                                41.12 | 
                                40.96 | 
                             
                            
                                | S1 | 
                                41.12 | 
                                40.88 | 
                             
             
         |