NYMEX Light Sweet Crude Oil Future March 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 |
39.06 |
39.94 |
0.88 |
2.3% |
44.52 |
High |
40.41 |
40.24 |
-0.17 |
-0.4% |
45.00 |
Low |
38.54 |
39.12 |
0.58 |
1.5% |
41.49 |
Close |
40.18 |
39.52 |
-0.66 |
-1.6% |
41.83 |
Range |
1.87 |
1.12 |
-0.75 |
-40.1% |
3.51 |
ATR |
1.29 |
1.27 |
-0.01 |
-0.9% |
0.00 |
Volume |
38,721 |
31,933 |
-6,788 |
-17.5% |
95,562 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.99 |
42.37 |
40.14 |
|
R3 |
41.87 |
41.25 |
39.83 |
|
R2 |
40.75 |
40.75 |
39.73 |
|
R1 |
40.13 |
40.13 |
39.62 |
39.88 |
PP |
39.63 |
39.63 |
39.63 |
39.50 |
S1 |
39.01 |
39.01 |
39.42 |
38.76 |
S2 |
38.51 |
38.51 |
39.31 |
|
S3 |
37.39 |
37.89 |
39.21 |
|
S4 |
36.27 |
36.77 |
38.90 |
|
|
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 |
43.60 |
38.54 |
5.06 |
12.8% |
1.88 |
4.8% |
19% |
False |
False |
32,080 |
10 |
45.00 |
38.54 |
6.46 |
16.3% |
1.42 |
3.6% |
15% |
False |
False |
25,334 |
20 |
45.07 |
38.54 |
6.53 |
16.5% |
1.09 |
2.8% |
15% |
False |
False |
21,376 |
40 |
45.07 |
38.54 |
6.53 |
16.5% |
1.07 |
2.7% |
15% |
False |
False |
16,691 |
60 |
45.07 |
38.52 |
6.55 |
16.6% |
1.15 |
2.9% |
15% |
False |
False |
15,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.00 |
2.618 |
43.17 |
1.618 |
42.05 |
1.000 |
41.36 |
0.618 |
40.93 |
HIGH |
40.24 |
0.618 |
39.81 |
0.500 |
39.68 |
0.382 |
39.55 |
LOW |
39.12 |
0.618 |
38.43 |
1.000 |
38.00 |
1.618 |
37.31 |
2.618 |
36.19 |
4.250 |
34.36 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
39.68 |
40.05 |
PP |
39.63 |
39.87 |
S1 |
39.57 |
39.70 |
|