NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
42.83 |
43.02 |
0.19 |
0.4% |
42.48 |
High |
43.43 |
43.21 |
-0.22 |
-0.5% |
43.78 |
Low |
42.72 |
41.23 |
-1.49 |
-3.5% |
42.23 |
Close |
42.76 |
41.51 |
-1.25 |
-2.9% |
42.97 |
Range |
0.71 |
1.98 |
1.27 |
178.9% |
1.55 |
ATR |
1.13 |
1.19 |
0.06 |
5.4% |
0.00 |
Volume |
285,146 |
421,771 |
136,625 |
47.9% |
1,481,542 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.92 |
46.70 |
42.60 |
|
R3 |
45.94 |
44.72 |
42.05 |
|
R2 |
43.96 |
43.96 |
41.87 |
|
R1 |
42.74 |
42.74 |
41.69 |
42.36 |
PP |
41.98 |
41.98 |
41.98 |
41.80 |
S1 |
40.76 |
40.76 |
41.33 |
40.38 |
S2 |
40.00 |
40.00 |
41.15 |
|
S3 |
38.02 |
38.78 |
40.97 |
|
S4 |
36.04 |
36.80 |
40.42 |
|
|
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 |
43.57 |
41.23 |
2.34 |
5.6% |
1.11 |
2.7% |
12% |
False |
True |
307,512 |
10 |
43.78 |
41.23 |
2.55 |
6.1% |
1.11 |
2.7% |
11% |
False |
True |
314,777 |
20 |
43.78 |
41.23 |
2.55 |
6.1% |
1.07 |
2.6% |
11% |
False |
True |
252,530 |
40 |
43.78 |
39.00 |
4.78 |
11.5% |
1.21 |
2.9% |
53% |
False |
False |
176,316 |
60 |
43.78 |
35.25 |
8.53 |
20.5% |
1.42 |
3.4% |
73% |
False |
False |
134,395 |
80 |
43.78 |
28.25 |
15.53 |
37.4% |
1.54 |
3.7% |
85% |
False |
False |
109,437 |
100 |
43.78 |
23.26 |
20.52 |
49.4% |
1.75 |
4.2% |
89% |
False |
False |
95,794 |
120 |
43.78 |
23.26 |
20.52 |
49.4% |
1.88 |
4.5% |
89% |
False |
False |
84,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.63 |
2.618 |
48.39 |
1.618 |
46.41 |
1.000 |
45.19 |
0.618 |
44.43 |
HIGH |
43.21 |
0.618 |
42.45 |
0.500 |
42.22 |
0.382 |
41.99 |
LOW |
41.23 |
0.618 |
40.01 |
1.000 |
39.25 |
1.618 |
38.03 |
2.618 |
36.05 |
4.250 |
32.82 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.22 |
42.40 |
PP |
41.98 |
42.10 |
S1 |
41.75 |
41.81 |
|