NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
38.62 |
39.53 |
0.91 |
2.4% |
44.25 |
High |
40.05 |
39.80 |
-0.25 |
-0.6% |
44.77 |
Low |
38.09 |
38.71 |
0.62 |
1.6% |
41.09 |
Close |
39.78 |
39.08 |
-0.70 |
-1.8% |
41.44 |
Range |
1.96 |
1.09 |
-0.87 |
-44.4% |
3.68 |
ATR |
1.32 |
1.30 |
-0.02 |
-1.2% |
0.00 |
Volume |
24,616 |
24,660 |
44 |
0.2% |
89,514 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.47 |
41.86 |
39.68 |
|
R3 |
41.38 |
40.77 |
39.38 |
|
R2 |
40.29 |
40.29 |
39.28 |
|
R1 |
39.68 |
39.68 |
39.18 |
39.44 |
PP |
39.20 |
39.20 |
39.20 |
39.08 |
S1 |
38.59 |
38.59 |
38.98 |
38.35 |
S2 |
38.11 |
38.11 |
38.88 |
|
S3 |
37.02 |
37.50 |
38.78 |
|
S4 |
35.93 |
36.41 |
38.48 |
|
|
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 |
43.25 |
38.09 |
5.16 |
13.2% |
1.92 |
4.9% |
19% |
False |
False |
23,880 |
10 |
44.77 |
38.09 |
6.68 |
17.1% |
1.45 |
3.7% |
15% |
False |
False |
19,940 |
20 |
44.84 |
38.09 |
6.75 |
17.3% |
1.11 |
2.9% |
15% |
False |
False |
16,765 |
40 |
44.84 |
38.09 |
6.75 |
17.3% |
1.09 |
2.8% |
15% |
False |
False |
12,808 |
60 |
44.84 |
38.09 |
6.75 |
17.3% |
1.15 |
3.0% |
15% |
False |
False |
10,748 |
80 |
44.84 |
33.99 |
10.85 |
27.8% |
1.29 |
3.3% |
47% |
False |
False |
9,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.43 |
2.618 |
42.65 |
1.618 |
41.56 |
1.000 |
40.89 |
0.618 |
40.47 |
HIGH |
39.80 |
0.618 |
39.38 |
0.500 |
39.26 |
0.382 |
39.13 |
LOW |
38.71 |
0.618 |
38.04 |
1.000 |
37.62 |
1.618 |
36.95 |
2.618 |
35.86 |
4.250 |
34.08 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
39.26 |
39.62 |
PP |
39.20 |
39.44 |
S1 |
39.14 |
39.26 |
|