NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
43.12 |
41.53 |
-1.59 |
-3.7% |
44.52 |
High |
43.60 |
41.55 |
-2.05 |
-4.7% |
45.00 |
Low |
41.49 |
38.54 |
-2.95 |
-7.1% |
41.49 |
Close |
41.83 |
39.11 |
-2.72 |
-6.5% |
41.83 |
Range |
2.11 |
3.01 |
0.90 |
42.7% |
3.51 |
ATR |
1.08 |
1.24 |
0.16 |
14.5% |
0.00 |
Volume |
19,817 |
50,581 |
30,764 |
155.2% |
95,562 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.76 |
46.95 |
40.77 |
|
R3 |
45.75 |
43.94 |
39.94 |
|
R2 |
42.74 |
42.74 |
39.66 |
|
R1 |
40.93 |
40.93 |
39.39 |
40.33 |
PP |
39.73 |
39.73 |
39.73 |
39.44 |
S1 |
37.92 |
37.92 |
38.83 |
37.32 |
S2 |
36.72 |
36.72 |
38.56 |
|
S3 |
33.71 |
34.91 |
38.28 |
|
S4 |
30.70 |
31.90 |
37.45 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.30 |
51.08 |
43.76 |
|
R3 |
49.79 |
47.57 |
42.80 |
|
R2 |
46.28 |
46.28 |
42.47 |
|
R1 |
44.06 |
44.06 |
42.15 |
43.42 |
PP |
42.77 |
42.77 |
42.77 |
42.45 |
S1 |
40.55 |
40.55 |
41.51 |
39.91 |
S2 |
39.26 |
39.26 |
41.19 |
|
S3 |
35.75 |
37.04 |
40.86 |
|
S4 |
32.24 |
33.53 |
39.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.74 |
38.54 |
6.20 |
15.9% |
1.73 |
4.4% |
9% |
False |
True |
26,802 |
10 |
45.07 |
38.54 |
6.53 |
16.7% |
1.26 |
3.2% |
9% |
False |
True |
23,900 |
20 |
45.07 |
38.54 |
6.53 |
16.7% |
1.06 |
2.7% |
9% |
False |
True |
19,425 |
40 |
45.07 |
38.54 |
6.53 |
16.7% |
1.04 |
2.7% |
9% |
False |
True |
15,589 |
60 |
45.07 |
36.55 |
8.52 |
21.8% |
1.17 |
3.0% |
30% |
False |
False |
14,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.34 |
2.618 |
49.43 |
1.618 |
46.42 |
1.000 |
44.56 |
0.618 |
43.41 |
HIGH |
41.55 |
0.618 |
40.40 |
0.500 |
40.05 |
0.382 |
39.69 |
LOW |
38.54 |
0.618 |
36.68 |
1.000 |
35.53 |
1.618 |
33.67 |
2.618 |
30.66 |
4.250 |
25.75 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.05 |
41.07 |
PP |
39.73 |
40.42 |
S1 |
39.42 |
39.76 |
|