NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.27 |
43.30 |
0.03 |
0.1% |
42.72 |
High |
43.69 |
43.89 |
0.20 |
0.5% |
44.05 |
Low |
43.03 |
42.84 |
-0.19 |
-0.4% |
42.51 |
Close |
43.29 |
42.90 |
-0.39 |
-0.9% |
43.29 |
Range |
0.66 |
1.05 |
0.39 |
59.1% |
1.54 |
ATR |
1.11 |
1.11 |
0.00 |
-0.4% |
0.00 |
Volume |
102,445 |
77,846 |
-24,599 |
-24.0% |
470,472 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.36 |
45.68 |
43.48 |
|
R3 |
45.31 |
44.63 |
43.19 |
|
R2 |
44.26 |
44.26 |
43.09 |
|
R1 |
43.58 |
43.58 |
43.00 |
43.40 |
PP |
43.21 |
43.21 |
43.21 |
43.12 |
S1 |
42.53 |
42.53 |
42.80 |
42.35 |
S2 |
42.16 |
42.16 |
42.71 |
|
S3 |
41.11 |
41.48 |
42.61 |
|
S4 |
40.06 |
40.43 |
42.32 |
|
|
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 |
42.63 |
1.42 |
3.3% |
0.96 |
2.2% |
19% |
False |
False |
92,669 |
10 |
44.05 |
41.74 |
2.31 |
5.4% |
0.96 |
2.2% |
50% |
False |
False |
85,671 |
20 |
44.05 |
40.80 |
3.25 |
7.6% |
1.09 |
2.5% |
65% |
False |
False |
84,670 |
40 |
44.05 |
39.25 |
4.80 |
11.2% |
1.14 |
2.7% |
76% |
False |
False |
61,797 |
60 |
44.05 |
35.54 |
8.51 |
19.8% |
1.39 |
3.2% |
86% |
False |
False |
50,745 |
80 |
44.05 |
29.00 |
15.05 |
35.1% |
1.48 |
3.4% |
92% |
False |
False |
42,990 |
100 |
44.05 |
24.43 |
19.62 |
45.7% |
1.69 |
3.9% |
94% |
False |
False |
39,337 |
120 |
44.05 |
24.43 |
19.62 |
45.7% |
1.82 |
4.2% |
94% |
False |
False |
36,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.35 |
2.618 |
46.64 |
1.618 |
45.59 |
1.000 |
44.94 |
0.618 |
44.54 |
HIGH |
43.89 |
0.618 |
43.49 |
0.500 |
43.37 |
0.382 |
43.24 |
LOW |
42.84 |
0.618 |
42.19 |
1.000 |
41.79 |
1.618 |
41.14 |
2.618 |
40.09 |
4.250 |
38.38 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.37 |
43.29 |
PP |
43.21 |
43.16 |
S1 |
43.06 |
43.03 |
|