NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.98 |
42.91 |
-0.07 |
-0.2% |
42.48 |
High |
43.42 |
43.57 |
0.15 |
0.3% |
43.78 |
Low |
42.69 |
42.56 |
-0.13 |
-0.3% |
42.23 |
Close |
42.97 |
42.61 |
-0.36 |
-0.8% |
42.97 |
Range |
0.73 |
1.01 |
0.28 |
38.4% |
1.55 |
ATR |
1.16 |
1.15 |
-0.01 |
-0.9% |
0.00 |
Volume |
272,800 |
236,877 |
-35,923 |
-13.2% |
1,481,542 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.94 |
45.29 |
43.17 |
|
R3 |
44.93 |
44.28 |
42.89 |
|
R2 |
43.92 |
43.92 |
42.80 |
|
R1 |
43.27 |
43.27 |
42.70 |
43.09 |
PP |
42.91 |
42.91 |
42.91 |
42.83 |
S1 |
42.26 |
42.26 |
42.52 |
42.08 |
S2 |
41.90 |
41.90 |
42.42 |
|
S3 |
40.89 |
41.25 |
42.33 |
|
S4 |
39.88 |
40.24 |
42.05 |
|
|
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 |
42.31 |
1.47 |
3.4% |
0.98 |
2.3% |
20% |
False |
False |
284,737 |
10 |
43.78 |
41.46 |
2.32 |
5.4% |
1.00 |
2.3% |
50% |
False |
False |
303,094 |
20 |
43.78 |
40.43 |
3.35 |
7.9% |
1.13 |
2.7% |
65% |
False |
False |
237,988 |
40 |
43.78 |
39.00 |
4.78 |
11.2% |
1.19 |
2.8% |
76% |
False |
False |
160,990 |
60 |
43.78 |
35.25 |
8.53 |
20.0% |
1.45 |
3.4% |
86% |
False |
False |
123,848 |
80 |
43.78 |
28.25 |
15.53 |
36.4% |
1.55 |
3.6% |
92% |
False |
False |
101,619 |
100 |
43.78 |
23.26 |
20.52 |
48.2% |
1.77 |
4.2% |
94% |
False |
False |
89,231 |
120 |
43.78 |
23.26 |
20.52 |
48.2% |
1.90 |
4.5% |
94% |
False |
False |
80,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.86 |
2.618 |
46.21 |
1.618 |
45.20 |
1.000 |
44.58 |
0.618 |
44.19 |
HIGH |
43.57 |
0.618 |
43.18 |
0.500 |
43.07 |
0.382 |
42.95 |
LOW |
42.56 |
0.618 |
41.94 |
1.000 |
41.55 |
1.618 |
40.93 |
2.618 |
39.92 |
4.250 |
38.27 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.07 |
42.97 |
PP |
42.91 |
42.85 |
S1 |
42.76 |
42.73 |
|