NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
41.63 |
41.25 |
-0.38 |
-0.9% |
42.91 |
High |
41.79 |
41.87 |
0.08 |
0.2% |
43.57 |
Low |
40.22 |
39.35 |
-0.87 |
-2.2% |
39.35 |
Close |
41.37 |
39.77 |
-1.60 |
-3.9% |
39.77 |
Range |
1.57 |
2.52 |
0.95 |
60.5% |
4.22 |
ATR |
1.21 |
1.31 |
0.09 |
7.7% |
0.00 |
Volume |
417,634 |
444,184 |
26,550 |
6.4% |
1,805,612 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.89 |
46.35 |
41.16 |
|
R3 |
45.37 |
43.83 |
40.46 |
|
R2 |
42.85 |
42.85 |
40.23 |
|
R1 |
41.31 |
41.31 |
40.00 |
40.82 |
PP |
40.33 |
40.33 |
40.33 |
40.09 |
S1 |
38.79 |
38.79 |
39.54 |
38.30 |
S2 |
37.81 |
37.81 |
39.31 |
|
S3 |
35.29 |
36.27 |
39.08 |
|
S4 |
32.77 |
33.75 |
38.38 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.56 |
50.88 |
42.09 |
|
R3 |
49.34 |
46.66 |
40.93 |
|
R2 |
45.12 |
45.12 |
40.54 |
|
R1 |
42.44 |
42.44 |
40.16 |
41.67 |
PP |
40.90 |
40.90 |
40.90 |
40.51 |
S1 |
38.22 |
38.22 |
39.38 |
37.45 |
S2 |
36.68 |
36.68 |
39.00 |
|
S3 |
32.46 |
34.00 |
38.61 |
|
S4 |
28.24 |
29.78 |
37.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.57 |
39.35 |
4.22 |
10.6% |
1.56 |
3.9% |
10% |
False |
True |
361,122 |
10 |
43.78 |
39.35 |
4.43 |
11.1% |
1.24 |
3.1% |
9% |
False |
True |
328,715 |
20 |
43.78 |
39.35 |
4.43 |
11.1% |
1.17 |
2.9% |
9% |
False |
True |
282,693 |
40 |
43.78 |
39.00 |
4.78 |
12.0% |
1.22 |
3.1% |
16% |
False |
False |
194,410 |
60 |
43.78 |
35.25 |
8.53 |
21.4% |
1.41 |
3.5% |
53% |
False |
False |
147,535 |
80 |
43.78 |
28.30 |
15.48 |
38.9% |
1.56 |
3.9% |
74% |
False |
False |
119,093 |
100 |
43.78 |
23.26 |
20.52 |
51.6% |
1.75 |
4.4% |
80% |
False |
False |
103,934 |
120 |
43.78 |
23.26 |
20.52 |
51.6% |
1.87 |
4.7% |
80% |
False |
False |
91,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.58 |
2.618 |
48.47 |
1.618 |
45.95 |
1.000 |
44.39 |
0.618 |
43.43 |
HIGH |
41.87 |
0.618 |
40.91 |
0.500 |
40.61 |
0.382 |
40.31 |
LOW |
39.35 |
0.618 |
37.79 |
1.000 |
36.83 |
1.618 |
35.27 |
2.618 |
32.75 |
4.250 |
28.64 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
40.61 |
41.28 |
PP |
40.33 |
40.78 |
S1 |
40.05 |
40.27 |
|