NYMEX Light Sweet Crude Oil Future December 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 |
43.54 |
43.61 |
0.07 |
0.2% |
43.04 |
High |
43.97 |
44.19 |
0.22 |
0.5% |
44.33 |
Low |
43.33 |
43.15 |
-0.18 |
-0.4% |
42.83 |
Close |
43.62 |
43.21 |
-0.41 |
-0.9% |
43.62 |
Range |
0.64 |
1.04 |
0.40 |
62.5% |
1.50 |
ATR |
1.08 |
1.08 |
0.00 |
-0.3% |
0.00 |
Volume |
79,842 |
59,380 |
-20,462 |
-25.6% |
448,714 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.64 |
45.96 |
43.78 |
|
R3 |
45.60 |
44.92 |
43.50 |
|
R2 |
44.56 |
44.56 |
43.40 |
|
R1 |
43.88 |
43.88 |
43.31 |
43.70 |
PP |
43.52 |
43.52 |
43.52 |
43.43 |
S1 |
42.84 |
42.84 |
43.11 |
42.66 |
S2 |
42.48 |
42.48 |
43.02 |
|
S3 |
41.44 |
41.80 |
42.92 |
|
S4 |
40.40 |
40.76 |
42.64 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.09 |
47.36 |
44.45 |
|
R3 |
46.59 |
45.86 |
44.03 |
|
R2 |
45.09 |
45.09 |
43.90 |
|
R1 |
44.36 |
44.36 |
43.76 |
44.73 |
PP |
43.59 |
43.59 |
43.59 |
43.78 |
S1 |
42.86 |
42.86 |
43.48 |
43.23 |
S2 |
42.09 |
42.09 |
43.35 |
|
S3 |
40.59 |
41.36 |
43.21 |
|
S4 |
39.09 |
39.86 |
42.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.33 |
42.99 |
1.34 |
3.1% |
0.93 |
2.2% |
16% |
False |
False |
86,869 |
10 |
44.33 |
42.06 |
2.27 |
5.3% |
0.93 |
2.2% |
51% |
False |
False |
82,269 |
20 |
44.33 |
41.12 |
3.21 |
7.4% |
1.05 |
2.4% |
65% |
False |
False |
85,225 |
40 |
44.33 |
39.46 |
4.87 |
11.3% |
1.11 |
2.6% |
77% |
False |
False |
76,254 |
60 |
44.33 |
35.72 |
8.61 |
19.9% |
1.37 |
3.2% |
87% |
False |
False |
76,003 |
80 |
44.33 |
29.68 |
14.65 |
33.9% |
1.47 |
3.4% |
92% |
False |
False |
76,797 |
100 |
44.33 |
25.31 |
19.02 |
44.0% |
1.69 |
3.9% |
94% |
False |
False |
82,612 |
120 |
44.33 |
25.31 |
19.02 |
44.0% |
1.84 |
4.3% |
94% |
False |
False |
87,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.61 |
2.618 |
46.91 |
1.618 |
45.87 |
1.000 |
45.23 |
0.618 |
44.83 |
HIGH |
44.19 |
0.618 |
43.79 |
0.500 |
43.67 |
0.382 |
43.55 |
LOW |
43.15 |
0.618 |
42.51 |
1.000 |
42.11 |
1.618 |
41.47 |
2.618 |
40.43 |
4.250 |
38.73 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.67 |
43.60 |
PP |
43.52 |
43.47 |
S1 |
43.36 |
43.34 |
|