NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.98 |
44.09 |
0.11 |
0.3% |
43.24 |
High |
44.33 |
44.11 |
-0.22 |
-0.5% |
43.91 |
Low |
43.63 |
43.01 |
-0.62 |
-1.4% |
42.06 |
Close |
44.00 |
43.61 |
-0.39 |
-0.9% |
42.93 |
Range |
0.70 |
1.10 |
0.40 |
57.1% |
1.85 |
ATR |
1.12 |
1.12 |
0.00 |
-0.1% |
0.00 |
Volume |
85,712 |
90,352 |
4,640 |
5.4% |
390,063 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.88 |
46.34 |
44.22 |
|
R3 |
45.78 |
45.24 |
43.91 |
|
R2 |
44.68 |
44.68 |
43.81 |
|
R1 |
44.14 |
44.14 |
43.71 |
43.86 |
PP |
43.58 |
43.58 |
43.58 |
43.44 |
S1 |
43.04 |
43.04 |
43.51 |
42.76 |
S2 |
42.48 |
42.48 |
43.41 |
|
S3 |
41.38 |
41.94 |
43.31 |
|
S4 |
40.28 |
40.84 |
43.01 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.52 |
47.57 |
43.95 |
|
R3 |
46.67 |
45.72 |
43.44 |
|
R2 |
44.82 |
44.82 |
43.27 |
|
R1 |
43.87 |
43.87 |
43.10 |
43.42 |
PP |
42.97 |
42.97 |
42.97 |
42.74 |
S1 |
42.02 |
42.02 |
42.76 |
41.57 |
S2 |
41.12 |
41.12 |
42.59 |
|
S3 |
39.27 |
40.17 |
42.42 |
|
S4 |
37.42 |
38.32 |
41.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.33 |
42.06 |
2.27 |
5.2% |
1.00 |
2.3% |
68% |
False |
False |
92,797 |
10 |
44.33 |
42.06 |
2.27 |
5.2% |
0.95 |
2.2% |
68% |
False |
False |
82,603 |
20 |
44.33 |
40.60 |
3.73 |
8.6% |
1.09 |
2.5% |
81% |
False |
False |
84,970 |
40 |
44.33 |
39.46 |
4.87 |
11.2% |
1.13 |
2.6% |
85% |
False |
False |
76,739 |
60 |
44.33 |
35.72 |
8.61 |
19.7% |
1.40 |
3.2% |
92% |
False |
False |
76,414 |
80 |
44.33 |
29.63 |
14.70 |
33.7% |
1.51 |
3.5% |
95% |
False |
False |
77,540 |
100 |
44.33 |
25.31 |
19.02 |
43.6% |
1.70 |
3.9% |
96% |
False |
False |
83,125 |
120 |
44.33 |
25.31 |
19.02 |
43.6% |
1.89 |
4.3% |
96% |
False |
False |
88,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.79 |
2.618 |
46.99 |
1.618 |
45.89 |
1.000 |
45.21 |
0.618 |
44.79 |
HIGH |
44.11 |
0.618 |
43.69 |
0.500 |
43.56 |
0.382 |
43.43 |
LOW |
43.01 |
0.618 |
42.33 |
1.000 |
41.91 |
1.618 |
41.23 |
2.618 |
40.13 |
4.250 |
38.34 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.59 |
43.66 |
PP |
43.58 |
43.64 |
S1 |
43.56 |
43.63 |
|