NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
37.80 |
37.01 |
-0.79 |
-2.1% |
39.48 |
High |
38.18 |
37.82 |
-0.36 |
-0.9% |
39.59 |
Low |
36.93 |
36.67 |
-0.26 |
-0.7% |
36.13 |
Close |
37.30 |
37.33 |
0.03 |
0.1% |
37.33 |
Range |
1.25 |
1.15 |
-0.10 |
-8.0% |
3.46 |
ATR |
1.51 |
1.49 |
-0.03 |
-1.7% |
0.00 |
Volume |
367,555 |
363,787 |
-3,768 |
-1.0% |
1,907,673 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.72 |
40.18 |
37.96 |
|
R3 |
39.57 |
39.03 |
37.65 |
|
R2 |
38.42 |
38.42 |
37.54 |
|
R1 |
37.88 |
37.88 |
37.44 |
38.15 |
PP |
37.27 |
37.27 |
37.27 |
37.41 |
S1 |
36.73 |
36.73 |
37.22 |
37.00 |
S2 |
36.12 |
36.12 |
37.12 |
|
S3 |
34.97 |
35.58 |
37.01 |
|
S4 |
33.82 |
34.43 |
36.70 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.06 |
46.16 |
39.23 |
|
R3 |
44.60 |
42.70 |
38.28 |
|
R2 |
41.14 |
41.14 |
37.96 |
|
R1 |
39.24 |
39.24 |
37.65 |
38.46 |
PP |
37.68 |
37.68 |
37.68 |
37.30 |
S1 |
35.78 |
35.78 |
37.01 |
35.00 |
S2 |
34.22 |
34.22 |
36.70 |
|
S3 |
30.76 |
32.32 |
36.38 |
|
S4 |
27.30 |
28.86 |
35.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.87 |
36.13 |
5.74 |
15.4% |
2.13 |
5.7% |
21% |
False |
False |
470,371 |
10 |
43.57 |
36.13 |
7.44 |
19.9% |
1.67 |
4.5% |
16% |
False |
False |
398,608 |
20 |
43.78 |
36.13 |
7.65 |
20.5% |
1.35 |
3.6% |
16% |
False |
False |
344,041 |
40 |
43.78 |
36.13 |
7.65 |
20.5% |
1.31 |
3.5% |
16% |
False |
False |
235,404 |
60 |
43.78 |
36.13 |
7.65 |
20.5% |
1.39 |
3.7% |
16% |
False |
False |
177,389 |
80 |
43.78 |
32.33 |
11.45 |
30.7% |
1.57 |
4.2% |
44% |
False |
False |
141,144 |
100 |
43.78 |
23.26 |
20.52 |
55.0% |
1.69 |
4.5% |
69% |
False |
False |
121,162 |
120 |
43.78 |
23.26 |
20.52 |
55.0% |
1.79 |
4.8% |
69% |
False |
False |
106,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.71 |
2.618 |
40.83 |
1.618 |
39.68 |
1.000 |
38.97 |
0.618 |
38.53 |
HIGH |
37.82 |
0.618 |
37.38 |
0.500 |
37.25 |
0.382 |
37.11 |
LOW |
36.67 |
0.618 |
35.96 |
1.000 |
35.52 |
1.618 |
34.81 |
2.618 |
33.66 |
4.250 |
31.78 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
37.30 |
37.32 |
PP |
37.27 |
37.31 |
S1 |
37.25 |
37.31 |
|