NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.78 |
43.27 |
-0.51 |
-1.2% |
42.72 |
High |
43.81 |
43.69 |
-0.12 |
-0.3% |
44.05 |
Low |
42.68 |
43.03 |
0.35 |
0.8% |
42.51 |
Close |
43.31 |
43.29 |
-0.02 |
0.0% |
43.29 |
Range |
1.13 |
0.66 |
-0.47 |
-41.6% |
1.54 |
ATR |
1.15 |
1.11 |
-0.03 |
-3.0% |
0.00 |
Volume |
93,846 |
102,445 |
8,599 |
9.2% |
470,472 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.32 |
44.96 |
43.65 |
|
R3 |
44.66 |
44.30 |
43.47 |
|
R2 |
44.00 |
44.00 |
43.41 |
|
R1 |
43.64 |
43.64 |
43.35 |
43.82 |
PP |
43.34 |
43.34 |
43.34 |
43.43 |
S1 |
42.98 |
42.98 |
43.23 |
43.16 |
S2 |
42.68 |
42.68 |
43.17 |
|
S3 |
42.02 |
42.32 |
43.11 |
|
S4 |
41.36 |
41.66 |
42.93 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.90 |
47.14 |
44.14 |
|
R3 |
46.36 |
45.60 |
43.71 |
|
R2 |
44.82 |
44.82 |
43.57 |
|
R1 |
44.06 |
44.06 |
43.43 |
44.44 |
PP |
43.28 |
43.28 |
43.28 |
43.48 |
S1 |
42.52 |
42.52 |
43.15 |
42.90 |
S2 |
41.74 |
41.74 |
43.01 |
|
S3 |
40.20 |
40.98 |
42.87 |
|
S4 |
38.66 |
39.44 |
42.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.05 |
42.51 |
1.54 |
3.6% |
0.87 |
2.0% |
51% |
False |
False |
94,094 |
10 |
44.05 |
41.74 |
2.31 |
5.3% |
0.97 |
2.2% |
67% |
False |
False |
84,369 |
20 |
44.05 |
40.25 |
3.80 |
8.8% |
1.11 |
2.6% |
80% |
False |
False |
83,862 |
40 |
44.05 |
39.25 |
4.80 |
11.1% |
1.14 |
2.6% |
84% |
False |
False |
60,739 |
60 |
44.05 |
35.54 |
8.51 |
19.7% |
1.41 |
3.3% |
91% |
False |
False |
49,865 |
80 |
44.05 |
29.00 |
15.05 |
34.8% |
1.49 |
3.5% |
95% |
False |
False |
42,400 |
100 |
44.05 |
24.43 |
19.62 |
45.3% |
1.69 |
3.9% |
96% |
False |
False |
38,788 |
120 |
44.05 |
24.43 |
19.62 |
45.3% |
1.83 |
4.2% |
96% |
False |
False |
36,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.50 |
2.618 |
45.42 |
1.618 |
44.76 |
1.000 |
44.35 |
0.618 |
44.10 |
HIGH |
43.69 |
0.618 |
43.44 |
0.500 |
43.36 |
0.382 |
43.28 |
LOW |
43.03 |
0.618 |
42.62 |
1.000 |
42.37 |
1.618 |
41.96 |
2.618 |
41.30 |
4.250 |
40.23 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.36 |
43.37 |
PP |
43.34 |
43.34 |
S1 |
43.31 |
43.32 |
|