NYMEX Light Sweet Crude Oil Future February 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 |
39.11 |
39.91 |
0.80 |
2.0% |
41.14 |
High |
40.04 |
41.62 |
1.58 |
3.9% |
41.14 |
Low |
38.76 |
39.88 |
1.12 |
2.9% |
38.09 |
Close |
39.83 |
41.47 |
1.64 |
4.1% |
39.02 |
Range |
1.28 |
1.74 |
0.46 |
35.9% |
3.05 |
ATR |
1.24 |
1.28 |
0.04 |
3.1% |
0.00 |
Volume |
45,557 |
33,351 |
-12,206 |
-26.8% |
106,108 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.21 |
45.58 |
42.43 |
|
R3 |
44.47 |
43.84 |
41.95 |
|
R2 |
42.73 |
42.73 |
41.79 |
|
R1 |
42.10 |
42.10 |
41.63 |
42.42 |
PP |
40.99 |
40.99 |
40.99 |
41.15 |
S1 |
40.36 |
40.36 |
41.31 |
40.68 |
S2 |
39.25 |
39.25 |
41.15 |
|
S3 |
37.51 |
38.62 |
40.99 |
|
S4 |
35.77 |
36.88 |
40.51 |
|
|
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 |
41.62 |
38.47 |
3.15 |
7.6% |
1.17 |
2.8% |
95% |
True |
False |
28,743 |
10 |
44.46 |
38.09 |
6.37 |
15.4% |
1.61 |
3.9% |
53% |
False |
False |
25,613 |
20 |
44.84 |
38.09 |
6.75 |
16.3% |
1.22 |
2.9% |
50% |
False |
False |
19,945 |
40 |
44.84 |
38.09 |
6.75 |
16.3% |
1.12 |
2.7% |
50% |
False |
False |
15,182 |
60 |
44.84 |
38.09 |
6.75 |
16.3% |
1.15 |
2.8% |
50% |
False |
False |
12,343 |
80 |
44.84 |
34.40 |
10.44 |
25.2% |
1.28 |
3.1% |
68% |
False |
False |
10,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.02 |
2.618 |
46.18 |
1.618 |
44.44 |
1.000 |
43.36 |
0.618 |
42.70 |
HIGH |
41.62 |
0.618 |
40.96 |
0.500 |
40.75 |
0.382 |
40.54 |
LOW |
39.88 |
0.618 |
38.80 |
1.000 |
38.14 |
1.618 |
37.06 |
2.618 |
35.32 |
4.250 |
32.49 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.23 |
41.00 |
PP |
40.99 |
40.53 |
S1 |
40.75 |
40.06 |
|