NYMEX Light Sweet Crude Oil Future December 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 |
43.61 |
43.42 |
-0.19 |
-0.4% |
43.04 |
High |
44.19 |
43.98 |
-0.21 |
-0.5% |
44.33 |
Low |
43.15 |
43.37 |
0.22 |
0.5% |
42.83 |
Close |
43.21 |
43.41 |
0.20 |
0.5% |
43.62 |
Range |
1.04 |
0.61 |
-0.43 |
-41.3% |
1.50 |
ATR |
1.08 |
1.06 |
-0.02 |
-2.0% |
0.00 |
Volume |
59,380 |
86,654 |
27,274 |
45.9% |
448,714 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.42 |
45.02 |
43.75 |
|
R3 |
44.81 |
44.41 |
43.58 |
|
R2 |
44.20 |
44.20 |
43.52 |
|
R1 |
43.80 |
43.80 |
43.47 |
43.70 |
PP |
43.59 |
43.59 |
43.59 |
43.53 |
S1 |
43.19 |
43.19 |
43.35 |
43.09 |
S2 |
42.98 |
42.98 |
43.30 |
|
S3 |
42.37 |
42.58 |
43.24 |
|
S4 |
41.76 |
41.97 |
43.07 |
|
|
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 |
43.01 |
1.32 |
3.0% |
0.82 |
1.9% |
30% |
False |
False |
80,388 |
10 |
44.33 |
42.06 |
2.27 |
5.2% |
0.91 |
2.1% |
59% |
False |
False |
84,425 |
20 |
44.33 |
42.03 |
2.30 |
5.3% |
1.00 |
2.3% |
60% |
False |
False |
84,854 |
40 |
44.33 |
39.46 |
4.87 |
11.2% |
1.10 |
2.5% |
81% |
False |
False |
76,891 |
60 |
44.33 |
35.72 |
8.61 |
19.8% |
1.34 |
3.1% |
89% |
False |
False |
76,243 |
80 |
44.33 |
29.68 |
14.65 |
33.7% |
1.45 |
3.3% |
94% |
False |
False |
76,937 |
100 |
44.33 |
25.31 |
19.02 |
43.8% |
1.67 |
3.8% |
95% |
False |
False |
82,114 |
120 |
44.33 |
25.31 |
19.02 |
43.8% |
1.83 |
4.2% |
95% |
False |
False |
86,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.57 |
2.618 |
45.58 |
1.618 |
44.97 |
1.000 |
44.59 |
0.618 |
44.36 |
HIGH |
43.98 |
0.618 |
43.75 |
0.500 |
43.68 |
0.382 |
43.60 |
LOW |
43.37 |
0.618 |
42.99 |
1.000 |
42.76 |
1.618 |
42.38 |
2.618 |
41.77 |
4.250 |
40.78 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
43.68 |
43.67 |
PP |
43.59 |
43.58 |
S1 |
43.50 |
43.50 |
|