NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.45 |
42.98 |
-0.47 |
-1.1% |
42.48 |
High |
43.50 |
43.42 |
-0.08 |
-0.2% |
43.78 |
Low |
42.36 |
42.69 |
0.33 |
0.8% |
42.23 |
Close |
43.04 |
42.97 |
-0.07 |
-0.2% |
42.97 |
Range |
1.14 |
0.73 |
-0.41 |
-36.0% |
1.55 |
ATR |
1.19 |
1.16 |
-0.03 |
-2.8% |
0.00 |
Volume |
320,968 |
272,800 |
-48,168 |
-15.0% |
1,481,542 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.22 |
44.82 |
43.37 |
|
R3 |
44.49 |
44.09 |
43.17 |
|
R2 |
43.76 |
43.76 |
43.10 |
|
R1 |
43.36 |
43.36 |
43.04 |
43.20 |
PP |
43.03 |
43.03 |
43.03 |
42.94 |
S1 |
42.63 |
42.63 |
42.90 |
42.47 |
S2 |
42.30 |
42.30 |
42.84 |
|
S3 |
41.57 |
41.90 |
42.77 |
|
S4 |
40.84 |
41.17 |
42.57 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.64 |
46.86 |
43.82 |
|
R3 |
46.09 |
45.31 |
43.40 |
|
R2 |
44.54 |
44.54 |
43.25 |
|
R1 |
43.76 |
43.76 |
43.11 |
44.15 |
PP |
42.99 |
42.99 |
42.99 |
43.19 |
S1 |
42.21 |
42.21 |
42.83 |
42.60 |
S2 |
41.44 |
41.44 |
42.69 |
|
S3 |
39.89 |
40.66 |
42.54 |
|
S4 |
38.34 |
39.11 |
42.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.78 |
42.23 |
1.55 |
3.6% |
0.91 |
2.1% |
48% |
False |
False |
296,308 |
10 |
43.78 |
41.46 |
2.32 |
5.4% |
1.01 |
2.4% |
65% |
False |
False |
298,717 |
20 |
43.78 |
39.89 |
3.89 |
9.1% |
1.16 |
2.7% |
79% |
False |
False |
232,174 |
40 |
43.78 |
39.00 |
4.78 |
11.1% |
1.19 |
2.8% |
83% |
False |
False |
157,195 |
60 |
43.78 |
35.25 |
8.53 |
19.9% |
1.47 |
3.4% |
91% |
False |
False |
120,612 |
80 |
43.78 |
28.20 |
15.58 |
36.3% |
1.57 |
3.7% |
95% |
False |
False |
99,176 |
100 |
43.78 |
23.26 |
20.52 |
47.8% |
1.77 |
4.1% |
96% |
False |
False |
87,147 |
120 |
43.78 |
23.26 |
20.52 |
47.8% |
1.92 |
4.5% |
96% |
False |
False |
78,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.52 |
2.618 |
45.33 |
1.618 |
44.60 |
1.000 |
44.15 |
0.618 |
43.87 |
HIGH |
43.42 |
0.618 |
43.14 |
0.500 |
43.06 |
0.382 |
42.97 |
LOW |
42.69 |
0.618 |
42.24 |
1.000 |
41.96 |
1.618 |
41.51 |
2.618 |
40.78 |
4.250 |
39.59 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.06 |
43.07 |
PP |
43.03 |
43.04 |
S1 |
43.00 |
43.00 |
|