NYMEX Light Sweet Crude Oil Future March 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 |
41.53 |
39.06 |
-2.47 |
-5.9% |
44.52 |
High |
41.55 |
40.41 |
-1.14 |
-2.7% |
45.00 |
Low |
38.54 |
38.54 |
0.00 |
0.0% |
41.49 |
Close |
39.11 |
40.18 |
1.07 |
2.7% |
41.83 |
Range |
3.01 |
1.87 |
-1.14 |
-37.9% |
3.51 |
ATR |
1.24 |
1.29 |
0.04 |
3.6% |
0.00 |
Volume |
50,581 |
38,721 |
-11,860 |
-23.4% |
95,562 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.32 |
44.62 |
41.21 |
|
R3 |
43.45 |
42.75 |
40.69 |
|
R2 |
41.58 |
41.58 |
40.52 |
|
R1 |
40.88 |
40.88 |
40.35 |
41.23 |
PP |
39.71 |
39.71 |
39.71 |
39.89 |
S1 |
39.01 |
39.01 |
40.01 |
39.36 |
S2 |
37.84 |
37.84 |
39.84 |
|
S3 |
35.97 |
37.14 |
39.67 |
|
S4 |
34.10 |
35.27 |
39.15 |
|
|
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 |
44.72 |
38.54 |
6.18 |
15.4% |
1.99 |
5.0% |
27% |
False |
True |
30,227 |
10 |
45.07 |
38.54 |
6.53 |
16.3% |
1.36 |
3.4% |
25% |
False |
True |
24,314 |
20 |
45.07 |
38.54 |
6.53 |
16.3% |
1.10 |
2.7% |
25% |
False |
True |
20,647 |
40 |
45.07 |
38.54 |
6.53 |
16.3% |
1.06 |
2.6% |
25% |
False |
True |
16,181 |
60 |
45.07 |
38.52 |
6.55 |
16.3% |
1.16 |
2.9% |
25% |
False |
False |
14,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.36 |
2.618 |
45.31 |
1.618 |
43.44 |
1.000 |
42.28 |
0.618 |
41.57 |
HIGH |
40.41 |
0.618 |
39.70 |
0.500 |
39.48 |
0.382 |
39.25 |
LOW |
38.54 |
0.618 |
37.38 |
1.000 |
36.67 |
1.618 |
35.51 |
2.618 |
33.64 |
4.250 |
30.59 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
39.95 |
41.07 |
PP |
39.71 |
40.77 |
S1 |
39.48 |
40.48 |
|