NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
41.80 |
42.52 |
0.72 |
1.7% |
39.41 |
High |
42.75 |
42.95 |
0.20 |
0.5% |
42.95 |
Low |
41.11 |
42.01 |
0.90 |
2.2% |
38.97 |
Close |
42.53 |
42.54 |
0.01 |
0.0% |
42.54 |
Range |
1.64 |
0.94 |
-0.70 |
-42.7% |
3.98 |
ATR |
1.28 |
1.26 |
-0.02 |
-1.9% |
0.00 |
Volume |
28,886 |
23,655 |
-5,231 |
-18.1% |
163,802 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.32 |
44.87 |
43.06 |
|
R3 |
44.38 |
43.93 |
42.80 |
|
R2 |
43.44 |
43.44 |
42.71 |
|
R1 |
42.99 |
42.99 |
42.63 |
43.22 |
PP |
42.50 |
42.50 |
42.50 |
42.61 |
S1 |
42.05 |
42.05 |
42.45 |
42.28 |
S2 |
41.56 |
41.56 |
42.37 |
|
S3 |
40.62 |
41.11 |
42.28 |
|
S4 |
39.68 |
40.17 |
42.02 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.43 |
51.96 |
44.73 |
|
R3 |
49.45 |
47.98 |
43.63 |
|
R2 |
45.47 |
45.47 |
43.27 |
|
R1 |
44.00 |
44.00 |
42.90 |
44.74 |
PP |
41.49 |
41.49 |
41.49 |
41.85 |
S1 |
40.02 |
40.02 |
42.18 |
40.76 |
S2 |
37.51 |
37.51 |
41.81 |
|
S3 |
33.53 |
36.04 |
41.45 |
|
S4 |
29.55 |
32.06 |
40.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.95 |
38.97 |
3.98 |
9.4% |
1.25 |
2.9% |
90% |
True |
False |
32,760 |
10 |
43.60 |
38.54 |
5.06 |
11.9% |
1.53 |
3.6% |
79% |
False |
False |
32,795 |
20 |
45.07 |
38.54 |
6.53 |
15.4% |
1.24 |
2.9% |
61% |
False |
False |
26,410 |
40 |
45.07 |
38.54 |
6.53 |
15.4% |
1.12 |
2.6% |
61% |
False |
False |
20,063 |
60 |
45.07 |
38.52 |
6.55 |
15.4% |
1.11 |
2.6% |
61% |
False |
False |
17,306 |
80 |
45.07 |
34.79 |
10.28 |
24.2% |
1.27 |
3.0% |
75% |
False |
False |
15,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.95 |
2.618 |
45.41 |
1.618 |
44.47 |
1.000 |
43.89 |
0.618 |
43.53 |
HIGH |
42.95 |
0.618 |
42.59 |
0.500 |
42.48 |
0.382 |
42.37 |
LOW |
42.01 |
0.618 |
41.43 |
1.000 |
41.07 |
1.618 |
40.49 |
2.618 |
39.55 |
4.250 |
38.02 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.52 |
42.24 |
PP |
42.50 |
41.94 |
S1 |
42.48 |
41.64 |
|