NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.74 |
43.78 |
0.04 |
0.1% |
42.83 |
High |
44.05 |
43.81 |
-0.24 |
-0.5% |
43.60 |
Low |
43.32 |
42.68 |
-0.64 |
-1.5% |
41.74 |
Close |
43.69 |
43.31 |
-0.38 |
-0.9% |
42.62 |
Range |
0.73 |
1.13 |
0.40 |
54.8% |
1.86 |
ATR |
1.15 |
1.15 |
0.00 |
-0.1% |
0.00 |
Volume |
80,804 |
93,846 |
13,042 |
16.1% |
373,226 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.66 |
46.11 |
43.93 |
|
R3 |
45.53 |
44.98 |
43.62 |
|
R2 |
44.40 |
44.40 |
43.52 |
|
R1 |
43.85 |
43.85 |
43.41 |
43.56 |
PP |
43.27 |
43.27 |
43.27 |
43.12 |
S1 |
42.72 |
42.72 |
43.21 |
42.43 |
S2 |
42.14 |
42.14 |
43.10 |
|
S3 |
41.01 |
41.59 |
43.00 |
|
S4 |
39.88 |
40.46 |
42.69 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.23 |
47.29 |
43.64 |
|
R3 |
46.37 |
45.43 |
43.13 |
|
R2 |
44.51 |
44.51 |
42.96 |
|
R1 |
43.57 |
43.57 |
42.79 |
43.11 |
PP |
42.65 |
42.65 |
42.65 |
42.43 |
S1 |
41.71 |
41.71 |
42.45 |
41.25 |
S2 |
40.79 |
40.79 |
42.28 |
|
S3 |
38.93 |
39.85 |
42.11 |
|
S4 |
37.07 |
37.99 |
41.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.05 |
41.74 |
2.31 |
5.3% |
1.03 |
2.4% |
68% |
False |
False |
90,559 |
10 |
44.05 |
41.74 |
2.31 |
5.3% |
0.99 |
2.3% |
68% |
False |
False |
80,670 |
20 |
44.05 |
40.25 |
3.80 |
8.8% |
1.13 |
2.6% |
81% |
False |
False |
81,061 |
40 |
44.05 |
39.25 |
4.80 |
11.1% |
1.16 |
2.7% |
85% |
False |
False |
59,111 |
60 |
44.05 |
35.54 |
8.51 |
19.6% |
1.41 |
3.3% |
91% |
False |
False |
48,386 |
80 |
44.05 |
29.00 |
15.05 |
34.7% |
1.52 |
3.5% |
95% |
False |
False |
41,533 |
100 |
44.05 |
24.43 |
19.62 |
45.3% |
1.69 |
3.9% |
96% |
False |
False |
37,871 |
120 |
44.05 |
24.43 |
19.62 |
45.3% |
1.86 |
4.3% |
96% |
False |
False |
35,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.61 |
2.618 |
46.77 |
1.618 |
45.64 |
1.000 |
44.94 |
0.618 |
44.51 |
HIGH |
43.81 |
0.618 |
43.38 |
0.500 |
43.25 |
0.382 |
43.11 |
LOW |
42.68 |
0.618 |
41.98 |
1.000 |
41.55 |
1.618 |
40.85 |
2.618 |
39.72 |
4.250 |
37.88 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.29 |
43.34 |
PP |
43.27 |
43.33 |
S1 |
43.25 |
43.32 |
|