NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.39 |
43.45 |
0.06 |
0.1% |
42.45 |
High |
43.78 |
43.50 |
-0.28 |
-0.6% |
43.29 |
Low |
43.00 |
42.36 |
-0.64 |
-1.5% |
41.46 |
Close |
43.39 |
43.04 |
-0.35 |
-0.8% |
42.34 |
Range |
0.78 |
1.14 |
0.36 |
46.2% |
1.83 |
ATR |
1.20 |
1.19 |
0.00 |
-0.3% |
0.00 |
Volume |
262,243 |
320,968 |
58,725 |
22.4% |
1,505,628 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.39 |
45.85 |
43.67 |
|
R3 |
45.25 |
44.71 |
43.35 |
|
R2 |
44.11 |
44.11 |
43.25 |
|
R1 |
43.57 |
43.57 |
43.14 |
43.27 |
PP |
42.97 |
42.97 |
42.97 |
42.82 |
S1 |
42.43 |
42.43 |
42.94 |
42.13 |
S2 |
41.83 |
41.83 |
42.83 |
|
S3 |
40.69 |
41.29 |
42.73 |
|
S4 |
39.55 |
40.15 |
42.41 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.85 |
46.93 |
43.35 |
|
R3 |
46.02 |
45.10 |
42.84 |
|
R2 |
44.19 |
44.19 |
42.68 |
|
R1 |
43.27 |
43.27 |
42.51 |
42.82 |
PP |
42.36 |
42.36 |
42.36 |
42.14 |
S1 |
41.44 |
41.44 |
42.17 |
40.99 |
S2 |
40.53 |
40.53 |
42.00 |
|
S3 |
38.70 |
39.61 |
41.84 |
|
S4 |
36.87 |
37.78 |
41.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.78 |
41.46 |
2.32 |
5.4% |
1.07 |
2.5% |
68% |
False |
False |
310,822 |
10 |
43.78 |
41.46 |
2.32 |
5.4% |
1.03 |
2.4% |
68% |
False |
False |
289,474 |
20 |
43.78 |
39.89 |
3.89 |
9.0% |
1.17 |
2.7% |
81% |
False |
False |
223,662 |
40 |
43.78 |
39.00 |
4.78 |
11.1% |
1.20 |
2.8% |
85% |
False |
False |
152,086 |
60 |
43.78 |
35.25 |
8.53 |
19.8% |
1.47 |
3.4% |
91% |
False |
False |
116,448 |
80 |
43.78 |
28.20 |
15.58 |
36.2% |
1.60 |
3.7% |
95% |
False |
False |
96,192 |
100 |
43.78 |
23.26 |
20.52 |
47.7% |
1.78 |
4.1% |
96% |
False |
False |
84,573 |
120 |
43.78 |
23.26 |
20.52 |
47.7% |
1.94 |
4.5% |
96% |
False |
False |
76,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.35 |
2.618 |
46.48 |
1.618 |
45.34 |
1.000 |
44.64 |
0.618 |
44.20 |
HIGH |
43.50 |
0.618 |
43.06 |
0.500 |
42.93 |
0.382 |
42.80 |
LOW |
42.36 |
0.618 |
41.66 |
1.000 |
41.22 |
1.618 |
40.52 |
2.618 |
39.38 |
4.250 |
37.52 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.00 |
43.05 |
PP |
42.97 |
43.04 |
S1 |
42.93 |
43.04 |
|