NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
39.75 |
40.92 |
1.17 |
2.9% |
41.72 |
| High |
40.81 |
42.25 |
1.44 |
3.5% |
41.85 |
| Low |
39.69 |
40.70 |
1.01 |
2.5% |
38.97 |
| Close |
40.64 |
42.15 |
1.51 |
3.7% |
39.85 |
| Range |
1.12 |
1.55 |
0.43 |
38.4% |
2.88 |
| ATR |
1.13 |
1.17 |
0.03 |
3.0% |
0.00 |
| Volume |
13,042 |
11,918 |
-1,124 |
-8.6% |
62,279 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.35 |
45.80 |
43.00 |
|
| R3 |
44.80 |
44.25 |
42.58 |
|
| R2 |
43.25 |
43.25 |
42.43 |
|
| R1 |
42.70 |
42.70 |
42.29 |
42.98 |
| PP |
41.70 |
41.70 |
41.70 |
41.84 |
| S1 |
41.15 |
41.15 |
42.01 |
41.43 |
| S2 |
40.15 |
40.15 |
41.87 |
|
| S3 |
38.60 |
39.60 |
41.72 |
|
| S4 |
37.05 |
38.05 |
41.30 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.86 |
47.24 |
41.43 |
|
| R3 |
45.98 |
44.36 |
40.64 |
|
| R2 |
43.10 |
43.10 |
40.38 |
|
| R1 |
41.48 |
41.48 |
40.11 |
40.85 |
| PP |
40.22 |
40.22 |
40.22 |
39.91 |
| S1 |
38.60 |
38.60 |
39.59 |
37.97 |
| S2 |
37.34 |
37.34 |
39.32 |
|
| S3 |
34.46 |
35.72 |
39.06 |
|
| S4 |
31.58 |
32.84 |
38.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.25 |
39.36 |
2.89 |
6.9% |
1.03 |
2.4% |
97% |
True |
False |
11,702 |
| 10 |
44.93 |
38.97 |
5.96 |
14.1% |
1.45 |
3.4% |
53% |
False |
False |
11,898 |
| 20 |
45.23 |
38.97 |
6.26 |
14.9% |
1.10 |
2.6% |
51% |
False |
False |
8,205 |
| 40 |
45.23 |
38.97 |
6.26 |
14.9% |
1.01 |
2.4% |
51% |
False |
False |
5,589 |
| 60 |
45.23 |
38.68 |
6.55 |
15.5% |
1.04 |
2.5% |
53% |
False |
False |
4,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.84 |
|
2.618 |
46.31 |
|
1.618 |
44.76 |
|
1.000 |
43.80 |
|
0.618 |
43.21 |
|
HIGH |
42.25 |
|
0.618 |
41.66 |
|
0.500 |
41.48 |
|
0.382 |
41.29 |
|
LOW |
40.70 |
|
0.618 |
39.74 |
|
1.000 |
39.15 |
|
1.618 |
38.19 |
|
2.618 |
36.64 |
|
4.250 |
34.11 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.93 |
41.70 |
| PP |
41.70 |
41.26 |
| S1 |
41.48 |
40.81 |
|