NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
40.92 |
41.94 |
1.02 |
2.5% |
41.72 |
High |
42.25 |
43.02 |
0.77 |
1.8% |
41.85 |
Low |
40.70 |
41.42 |
0.72 |
1.8% |
38.97 |
Close |
42.15 |
42.82 |
0.67 |
1.6% |
39.85 |
Range |
1.55 |
1.60 |
0.05 |
3.2% |
2.88 |
ATR |
1.17 |
1.20 |
0.03 |
2.7% |
0.00 |
Volume |
11,918 |
8,519 |
-3,399 |
-28.5% |
62,279 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.22 |
46.62 |
43.70 |
|
R3 |
45.62 |
45.02 |
43.26 |
|
R2 |
44.02 |
44.02 |
43.11 |
|
R1 |
43.42 |
43.42 |
42.97 |
43.72 |
PP |
42.42 |
42.42 |
42.42 |
42.57 |
S1 |
41.82 |
41.82 |
42.67 |
42.12 |
S2 |
40.82 |
40.82 |
42.53 |
|
S3 |
39.22 |
40.22 |
42.38 |
|
S4 |
37.62 |
38.62 |
41.94 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.86 |
47.24 |
41.43 |
|
R3 |
45.98 |
44.36 |
40.64 |
|
R2 |
43.10 |
43.10 |
40.38 |
|
R1 |
41.48 |
41.48 |
40.11 |
40.85 |
PP |
40.22 |
40.22 |
40.22 |
39.91 |
S1 |
38.60 |
38.60 |
39.59 |
37.97 |
S2 |
37.34 |
37.34 |
39.32 |
|
S3 |
34.46 |
35.72 |
39.06 |
|
S4 |
31.58 |
32.84 |
38.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.02 |
39.36 |
3.66 |
8.5% |
1.18 |
2.8% |
95% |
True |
False |
10,213 |
10 |
43.85 |
38.97 |
4.88 |
11.4% |
1.45 |
3.4% |
79% |
False |
False |
11,961 |
20 |
45.23 |
38.97 |
6.26 |
14.6% |
1.15 |
2.7% |
62% |
False |
False |
8,530 |
40 |
45.23 |
38.97 |
6.26 |
14.6% |
1.03 |
2.4% |
62% |
False |
False |
5,783 |
60 |
45.23 |
38.68 |
6.55 |
15.3% |
1.05 |
2.4% |
63% |
False |
False |
4,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.82 |
2.618 |
47.21 |
1.618 |
45.61 |
1.000 |
44.62 |
0.618 |
44.01 |
HIGH |
43.02 |
0.618 |
42.41 |
0.500 |
42.22 |
0.382 |
42.03 |
LOW |
41.42 |
0.618 |
40.43 |
1.000 |
39.82 |
1.618 |
38.83 |
2.618 |
37.23 |
4.250 |
34.62 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.62 |
42.33 |
PP |
42.42 |
41.84 |
S1 |
42.22 |
41.36 |
|