NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
43.35 |
41.96 |
-1.39 |
-3.2% |
42.72 |
High |
43.51 |
42.14 |
-1.37 |
-3.1% |
44.05 |
Low |
41.59 |
40.61 |
-0.98 |
-2.4% |
42.51 |
Close |
41.85 |
41.72 |
-0.13 |
-0.3% |
43.29 |
Range |
1.92 |
1.53 |
-0.39 |
-20.3% |
1.54 |
ATR |
1.15 |
1.17 |
0.03 |
2.4% |
0.00 |
Volume |
120,084 |
114,483 |
-5,601 |
-4.7% |
470,472 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.08 |
45.43 |
42.56 |
|
R3 |
44.55 |
43.90 |
42.14 |
|
R2 |
43.02 |
43.02 |
42.00 |
|
R1 |
42.37 |
42.37 |
41.86 |
41.93 |
PP |
41.49 |
41.49 |
41.49 |
41.27 |
S1 |
40.84 |
40.84 |
41.58 |
40.40 |
S2 |
39.96 |
39.96 |
41.44 |
|
S3 |
38.43 |
39.31 |
41.30 |
|
S4 |
36.90 |
37.78 |
40.88 |
|
|
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 |
40.61 |
3.28 |
7.9% |
1.16 |
2.8% |
34% |
False |
True |
105,021 |
10 |
44.05 |
40.61 |
3.44 |
8.2% |
1.10 |
2.6% |
32% |
False |
True |
97,790 |
20 |
44.05 |
40.61 |
3.44 |
8.2% |
1.06 |
2.5% |
32% |
False |
True |
88,166 |
40 |
44.05 |
39.25 |
4.80 |
11.5% |
1.16 |
2.8% |
51% |
False |
False |
68,234 |
60 |
44.05 |
35.54 |
8.51 |
20.4% |
1.36 |
3.3% |
73% |
False |
False |
55,455 |
80 |
44.05 |
29.00 |
15.05 |
36.1% |
1.48 |
3.5% |
85% |
False |
False |
46,557 |
100 |
44.05 |
24.43 |
19.62 |
47.0% |
1.66 |
4.0% |
88% |
False |
False |
42,201 |
120 |
44.05 |
24.43 |
19.62 |
47.0% |
1.79 |
4.3% |
88% |
False |
False |
38,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.64 |
2.618 |
46.15 |
1.618 |
44.62 |
1.000 |
43.67 |
0.618 |
43.09 |
HIGH |
42.14 |
0.618 |
41.56 |
0.500 |
41.38 |
0.382 |
41.19 |
LOW |
40.61 |
0.618 |
39.66 |
1.000 |
39.08 |
1.618 |
38.13 |
2.618 |
36.60 |
4.250 |
34.11 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
41.61 |
42.16 |
PP |
41.49 |
42.01 |
S1 |
41.38 |
41.87 |
|