NYMEX Light Sweet Crude Oil Future January 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 |
40.68 |
38.17 |
-2.51 |
-6.2% |
43.99 |
| High |
40.80 |
39.64 |
-1.16 |
-2.8% |
44.48 |
| Low |
37.62 |
37.60 |
-0.02 |
-0.1% |
40.65 |
| Close |
38.21 |
39.34 |
1.13 |
3.0% |
41.02 |
| Range |
3.18 |
2.04 |
-1.14 |
-35.8% |
3.83 |
| ATR |
1.32 |
1.37 |
0.05 |
3.9% |
0.00 |
| Volume |
66,132 |
42,037 |
-24,095 |
-36.4% |
130,441 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.98 |
44.20 |
40.46 |
|
| R3 |
42.94 |
42.16 |
39.90 |
|
| R2 |
40.90 |
40.90 |
39.71 |
|
| R1 |
40.12 |
40.12 |
39.53 |
40.51 |
| PP |
38.86 |
38.86 |
38.86 |
39.06 |
| S1 |
38.08 |
38.08 |
39.15 |
38.47 |
| S2 |
36.82 |
36.82 |
38.97 |
|
| S3 |
34.78 |
36.04 |
38.78 |
|
| S4 |
32.74 |
34.00 |
38.22 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.54 |
51.11 |
43.13 |
|
| R3 |
49.71 |
47.28 |
42.07 |
|
| R2 |
45.88 |
45.88 |
41.72 |
|
| R1 |
43.45 |
43.45 |
41.37 |
42.75 |
| PP |
42.05 |
42.05 |
42.05 |
41.70 |
| S1 |
39.62 |
39.62 |
40.67 |
38.92 |
| S2 |
38.22 |
38.22 |
40.32 |
|
| S3 |
34.39 |
35.79 |
39.97 |
|
| S4 |
30.56 |
31.96 |
38.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.15 |
37.60 |
6.55 |
16.6% |
2.14 |
5.4% |
27% |
False |
True |
40,172 |
| 10 |
44.60 |
37.60 |
7.00 |
17.8% |
1.46 |
3.7% |
25% |
False |
True |
30,321 |
| 20 |
44.60 |
37.60 |
7.00 |
17.8% |
1.18 |
3.0% |
25% |
False |
True |
28,337 |
| 40 |
44.60 |
37.60 |
7.00 |
17.8% |
1.15 |
2.9% |
25% |
False |
True |
23,791 |
| 60 |
44.60 |
37.60 |
7.00 |
17.8% |
1.25 |
3.2% |
25% |
False |
True |
20,528 |
| 80 |
44.60 |
32.71 |
11.89 |
30.2% |
1.40 |
3.6% |
56% |
False |
False |
18,258 |
| 100 |
44.60 |
26.22 |
18.38 |
46.7% |
1.56 |
4.0% |
71% |
False |
False |
16,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.31 |
|
2.618 |
44.98 |
|
1.618 |
42.94 |
|
1.000 |
41.68 |
|
0.618 |
40.90 |
|
HIGH |
39.64 |
|
0.618 |
38.86 |
|
0.500 |
38.62 |
|
0.382 |
38.38 |
|
LOW |
37.60 |
|
0.618 |
36.34 |
|
1.000 |
35.56 |
|
1.618 |
34.30 |
|
2.618 |
32.26 |
|
4.250 |
28.93 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.10 |
40.26 |
| PP |
38.86 |
39.95 |
| S1 |
38.62 |
39.65 |
|