NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
42.91 |
42.83 |
-0.08 |
-0.2% |
42.48 |
High |
43.57 |
43.43 |
-0.14 |
-0.3% |
43.78 |
Low |
42.56 |
42.72 |
0.16 |
0.4% |
42.23 |
Close |
42.61 |
42.76 |
0.15 |
0.4% |
42.97 |
Range |
1.01 |
0.71 |
-0.30 |
-29.7% |
1.55 |
ATR |
1.15 |
1.13 |
-0.02 |
-2.0% |
0.00 |
Volume |
236,877 |
285,146 |
48,269 |
20.4% |
1,481,542 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.10 |
44.64 |
43.15 |
|
R3 |
44.39 |
43.93 |
42.96 |
|
R2 |
43.68 |
43.68 |
42.89 |
|
R1 |
43.22 |
43.22 |
42.83 |
43.10 |
PP |
42.97 |
42.97 |
42.97 |
42.91 |
S1 |
42.51 |
42.51 |
42.69 |
42.39 |
S2 |
42.26 |
42.26 |
42.63 |
|
S3 |
41.55 |
41.80 |
42.56 |
|
S4 |
40.84 |
41.09 |
42.37 |
|
|
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 |
42.36 |
1.42 |
3.3% |
0.87 |
2.0% |
28% |
False |
False |
275,606 |
10 |
43.78 |
41.46 |
2.32 |
5.4% |
0.98 |
2.3% |
56% |
False |
False |
303,094 |
20 |
43.78 |
41.33 |
2.45 |
5.7% |
1.07 |
2.5% |
58% |
False |
False |
242,656 |
40 |
43.78 |
39.00 |
4.78 |
11.2% |
1.18 |
2.8% |
79% |
False |
False |
167,020 |
60 |
43.78 |
35.25 |
8.53 |
19.9% |
1.42 |
3.3% |
88% |
False |
False |
127,935 |
80 |
43.78 |
28.25 |
15.53 |
36.3% |
1.54 |
3.6% |
93% |
False |
False |
104,777 |
100 |
43.78 |
23.26 |
20.52 |
48.0% |
1.75 |
4.1% |
95% |
False |
False |
91,814 |
120 |
43.78 |
23.26 |
20.52 |
48.0% |
1.89 |
4.4% |
95% |
False |
False |
81,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.45 |
2.618 |
45.29 |
1.618 |
44.58 |
1.000 |
44.14 |
0.618 |
43.87 |
HIGH |
43.43 |
0.618 |
43.16 |
0.500 |
43.08 |
0.382 |
42.99 |
LOW |
42.72 |
0.618 |
42.28 |
1.000 |
42.01 |
1.618 |
41.57 |
2.618 |
40.86 |
4.250 |
39.70 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
43.08 |
43.07 |
PP |
42.97 |
42.96 |
S1 |
42.87 |
42.86 |
|