NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
38.92 |
38.88 |
-0.04 |
-0.1% |
41.14 |
High |
39.45 |
39.26 |
-0.19 |
-0.5% |
41.14 |
Low |
38.47 |
38.49 |
0.02 |
0.1% |
38.09 |
Close |
39.02 |
38.93 |
-0.09 |
-0.2% |
39.02 |
Range |
0.98 |
0.77 |
-0.21 |
-21.4% |
3.05 |
ATR |
1.28 |
1.24 |
-0.04 |
-2.8% |
0.00 |
Volume |
19,305 |
20,846 |
1,541 |
8.0% |
106,108 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.20 |
40.84 |
39.35 |
|
R3 |
40.43 |
40.07 |
39.14 |
|
R2 |
39.66 |
39.66 |
39.07 |
|
R1 |
39.30 |
39.30 |
39.00 |
39.48 |
PP |
38.89 |
38.89 |
38.89 |
38.99 |
S1 |
38.53 |
38.53 |
38.86 |
38.71 |
S2 |
38.12 |
38.12 |
38.79 |
|
S3 |
37.35 |
37.76 |
38.72 |
|
S4 |
36.58 |
36.99 |
38.51 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.57 |
46.84 |
40.70 |
|
R3 |
45.52 |
43.79 |
39.86 |
|
R2 |
42.47 |
42.47 |
39.58 |
|
R1 |
40.74 |
40.74 |
39.30 |
40.08 |
PP |
39.42 |
39.42 |
39.42 |
39.09 |
S1 |
37.69 |
37.69 |
38.74 |
37.03 |
S2 |
36.37 |
36.37 |
38.46 |
|
S3 |
33.32 |
34.64 |
38.18 |
|
S4 |
30.27 |
31.59 |
37.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.14 |
38.09 |
3.05 |
7.8% |
1.57 |
4.0% |
28% |
False |
False |
25,390 |
10 |
44.77 |
38.09 |
6.68 |
17.2% |
1.46 |
3.8% |
13% |
False |
False |
21,646 |
20 |
44.84 |
38.09 |
6.75 |
17.3% |
1.14 |
2.9% |
12% |
False |
False |
17,390 |
40 |
44.84 |
38.09 |
6.75 |
17.3% |
1.10 |
2.8% |
12% |
False |
False |
13,490 |
60 |
44.84 |
38.09 |
6.75 |
17.3% |
1.15 |
2.9% |
12% |
False |
False |
11,299 |
80 |
44.84 |
33.99 |
10.85 |
27.9% |
1.28 |
3.3% |
46% |
False |
False |
9,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.53 |
2.618 |
41.28 |
1.618 |
40.51 |
1.000 |
40.03 |
0.618 |
39.74 |
HIGH |
39.26 |
0.618 |
38.97 |
0.500 |
38.88 |
0.382 |
38.78 |
LOW |
38.49 |
0.618 |
38.01 |
1.000 |
37.72 |
1.618 |
37.24 |
2.618 |
36.47 |
4.250 |
35.22 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
38.91 |
39.14 |
PP |
38.89 |
39.07 |
S1 |
38.88 |
39.00 |
|