NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
43.02 |
41.63 |
-1.39 |
-3.2% |
42.48 |
High |
43.21 |
41.79 |
-1.42 |
-3.3% |
43.78 |
Low |
41.23 |
40.22 |
-1.01 |
-2.4% |
42.23 |
Close |
41.51 |
41.37 |
-0.14 |
-0.3% |
42.97 |
Range |
1.98 |
1.57 |
-0.41 |
-20.7% |
1.55 |
ATR |
1.19 |
1.21 |
0.03 |
2.3% |
0.00 |
Volume |
421,771 |
417,634 |
-4,137 |
-1.0% |
1,481,542 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.84 |
45.17 |
42.23 |
|
R3 |
44.27 |
43.60 |
41.80 |
|
R2 |
42.70 |
42.70 |
41.66 |
|
R1 |
42.03 |
42.03 |
41.51 |
41.58 |
PP |
41.13 |
41.13 |
41.13 |
40.90 |
S1 |
40.46 |
40.46 |
41.23 |
40.01 |
S2 |
39.56 |
39.56 |
41.08 |
|
S3 |
37.99 |
38.89 |
40.94 |
|
S4 |
36.42 |
37.32 |
40.51 |
|
|
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 |
40.22 |
3.35 |
8.1% |
1.20 |
2.9% |
34% |
False |
True |
326,845 |
10 |
43.78 |
40.22 |
3.56 |
8.6% |
1.13 |
2.7% |
32% |
False |
True |
318,833 |
20 |
43.78 |
40.22 |
3.56 |
8.6% |
1.10 |
2.7% |
32% |
False |
True |
267,654 |
40 |
43.78 |
39.00 |
4.78 |
11.6% |
1.21 |
2.9% |
50% |
False |
False |
185,035 |
60 |
43.78 |
35.25 |
8.53 |
20.6% |
1.42 |
3.4% |
72% |
False |
False |
140,930 |
80 |
43.78 |
28.25 |
15.53 |
37.5% |
1.55 |
3.7% |
84% |
False |
False |
114,116 |
100 |
43.78 |
23.26 |
20.52 |
49.6% |
1.75 |
4.2% |
88% |
False |
False |
99,654 |
120 |
43.78 |
23.26 |
20.52 |
49.6% |
1.87 |
4.5% |
88% |
False |
False |
88,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.46 |
2.618 |
45.90 |
1.618 |
44.33 |
1.000 |
43.36 |
0.618 |
42.76 |
HIGH |
41.79 |
0.618 |
41.19 |
0.500 |
41.01 |
0.382 |
40.82 |
LOW |
40.22 |
0.618 |
39.25 |
1.000 |
38.65 |
1.618 |
37.68 |
2.618 |
36.11 |
4.250 |
33.55 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.25 |
41.83 |
PP |
41.13 |
41.67 |
S1 |
41.01 |
41.52 |
|