NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
43.12 |
43.35 |
0.23 |
0.5% |
42.72 |
High |
43.70 |
43.51 |
-0.19 |
-0.4% |
44.05 |
Low |
43.04 |
41.59 |
-1.45 |
-3.4% |
42.51 |
Close |
43.08 |
41.85 |
-1.23 |
-2.9% |
43.29 |
Range |
0.66 |
1.92 |
1.26 |
190.9% |
1.54 |
ATR |
1.09 |
1.15 |
0.06 |
5.5% |
0.00 |
Volume |
110,251 |
120,084 |
9,833 |
8.9% |
470,472 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.08 |
46.88 |
42.91 |
|
R3 |
46.16 |
44.96 |
42.38 |
|
R2 |
44.24 |
44.24 |
42.20 |
|
R1 |
43.04 |
43.04 |
42.03 |
42.68 |
PP |
42.32 |
42.32 |
42.32 |
42.14 |
S1 |
41.12 |
41.12 |
41.67 |
40.76 |
S2 |
40.40 |
40.40 |
41.50 |
|
S3 |
38.48 |
39.20 |
41.32 |
|
S4 |
36.56 |
37.28 |
40.79 |
|
|
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 |
43.89 |
41.59 |
2.30 |
5.5% |
1.08 |
2.6% |
11% |
False |
True |
100,894 |
10 |
44.05 |
41.59 |
2.46 |
5.9% |
1.08 |
2.6% |
11% |
False |
True |
95,174 |
20 |
44.05 |
41.59 |
2.46 |
5.9% |
1.03 |
2.5% |
11% |
False |
True |
87,162 |
40 |
44.05 |
39.25 |
4.80 |
11.5% |
1.16 |
2.8% |
54% |
False |
False |
66,193 |
60 |
44.05 |
35.54 |
8.51 |
20.3% |
1.37 |
3.3% |
74% |
False |
False |
53,833 |
80 |
44.05 |
29.00 |
15.05 |
36.0% |
1.47 |
3.5% |
85% |
False |
False |
45,404 |
100 |
44.05 |
24.43 |
19.62 |
46.9% |
1.66 |
4.0% |
89% |
False |
False |
41,317 |
120 |
44.05 |
24.43 |
19.62 |
46.9% |
1.79 |
4.3% |
89% |
False |
False |
37,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.67 |
2.618 |
48.54 |
1.618 |
46.62 |
1.000 |
45.43 |
0.618 |
44.70 |
HIGH |
43.51 |
0.618 |
42.78 |
0.500 |
42.55 |
0.382 |
42.32 |
LOW |
41.59 |
0.618 |
40.40 |
1.000 |
39.67 |
1.618 |
38.48 |
2.618 |
36.56 |
4.250 |
33.43 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.55 |
42.74 |
PP |
42.32 |
42.44 |
S1 |
42.08 |
42.15 |
|