NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
43.30 |
43.12 |
-0.18 |
-0.4% |
42.72 |
High |
43.89 |
43.70 |
-0.19 |
-0.4% |
44.05 |
Low |
42.84 |
43.04 |
0.20 |
0.5% |
42.51 |
Close |
42.90 |
43.08 |
0.18 |
0.4% |
43.29 |
Range |
1.05 |
0.66 |
-0.39 |
-37.1% |
1.54 |
ATR |
1.11 |
1.09 |
-0.02 |
-2.0% |
0.00 |
Volume |
77,846 |
110,251 |
32,405 |
41.6% |
470,472 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.25 |
44.83 |
43.44 |
|
R3 |
44.59 |
44.17 |
43.26 |
|
R2 |
43.93 |
43.93 |
43.20 |
|
R1 |
43.51 |
43.51 |
43.14 |
43.39 |
PP |
43.27 |
43.27 |
43.27 |
43.22 |
S1 |
42.85 |
42.85 |
43.02 |
42.73 |
S2 |
42.61 |
42.61 |
42.96 |
|
S3 |
41.95 |
42.19 |
42.90 |
|
S4 |
41.29 |
41.53 |
42.72 |
|
|
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 |
42.68 |
1.37 |
3.2% |
0.85 |
2.0% |
29% |
False |
False |
93,038 |
10 |
44.05 |
41.74 |
2.31 |
5.4% |
0.94 |
2.2% |
58% |
False |
False |
90,654 |
20 |
44.05 |
41.70 |
2.35 |
5.5% |
1.03 |
2.4% |
59% |
False |
False |
86,270 |
40 |
44.05 |
39.25 |
4.80 |
11.1% |
1.13 |
2.6% |
80% |
False |
False |
63,973 |
60 |
44.05 |
35.54 |
8.51 |
19.8% |
1.37 |
3.2% |
89% |
False |
False |
52,204 |
80 |
44.05 |
29.00 |
15.05 |
34.9% |
1.46 |
3.4% |
94% |
False |
False |
44,154 |
100 |
44.05 |
24.43 |
19.62 |
45.5% |
1.66 |
3.9% |
95% |
False |
False |
40,257 |
120 |
44.05 |
24.43 |
19.62 |
45.5% |
1.80 |
4.2% |
95% |
False |
False |
36,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.51 |
2.618 |
45.43 |
1.618 |
44.77 |
1.000 |
44.36 |
0.618 |
44.11 |
HIGH |
43.70 |
0.618 |
43.45 |
0.500 |
43.37 |
0.382 |
43.29 |
LOW |
43.04 |
0.618 |
42.63 |
1.000 |
42.38 |
1.618 |
41.97 |
2.618 |
41.31 |
4.250 |
40.24 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
43.37 |
43.37 |
PP |
43.27 |
43.27 |
S1 |
43.18 |
43.18 |
|