NYMEX Light Sweet Crude Oil Future December 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 |
43.42 |
43.66 |
0.24 |
0.6% |
43.04 |
High |
43.98 |
43.84 |
-0.14 |
-0.3% |
44.33 |
Low |
43.37 |
41.97 |
-1.40 |
-3.2% |
42.83 |
Close |
43.41 |
42.22 |
-1.19 |
-2.7% |
43.62 |
Range |
0.61 |
1.87 |
1.26 |
206.6% |
1.50 |
ATR |
1.06 |
1.11 |
0.06 |
5.5% |
0.00 |
Volume |
86,654 |
129,747 |
43,093 |
49.7% |
448,714 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.29 |
47.12 |
43.25 |
|
R3 |
46.42 |
45.25 |
42.73 |
|
R2 |
44.55 |
44.55 |
42.56 |
|
R1 |
43.38 |
43.38 |
42.39 |
43.03 |
PP |
42.68 |
42.68 |
42.68 |
42.50 |
S1 |
41.51 |
41.51 |
42.05 |
41.16 |
S2 |
40.81 |
40.81 |
41.88 |
|
S3 |
38.94 |
39.64 |
41.71 |
|
S4 |
37.07 |
37.77 |
41.19 |
|
|
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 |
44.19 |
41.97 |
2.22 |
5.3% |
1.05 |
2.5% |
11% |
False |
True |
89,195 |
10 |
44.33 |
41.97 |
2.36 |
5.6% |
1.04 |
2.5% |
11% |
False |
True |
90,582 |
20 |
44.33 |
41.97 |
2.36 |
5.6% |
1.00 |
2.4% |
11% |
False |
True |
82,743 |
40 |
44.33 |
39.46 |
4.87 |
11.5% |
1.13 |
2.7% |
57% |
False |
False |
78,376 |
60 |
44.33 |
35.72 |
8.61 |
20.4% |
1.34 |
3.2% |
75% |
False |
False |
77,273 |
80 |
44.33 |
29.68 |
14.65 |
34.7% |
1.45 |
3.4% |
86% |
False |
False |
77,473 |
100 |
44.33 |
25.31 |
19.02 |
45.0% |
1.66 |
3.9% |
89% |
False |
False |
82,486 |
120 |
44.33 |
25.31 |
19.02 |
45.0% |
1.82 |
4.3% |
89% |
False |
False |
86,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.79 |
2.618 |
48.74 |
1.618 |
46.87 |
1.000 |
45.71 |
0.618 |
45.00 |
HIGH |
43.84 |
0.618 |
43.13 |
0.500 |
42.91 |
0.382 |
42.68 |
LOW |
41.97 |
0.618 |
40.81 |
1.000 |
40.10 |
1.618 |
38.94 |
2.618 |
37.07 |
4.250 |
34.02 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.91 |
43.08 |
PP |
42.68 |
42.79 |
S1 |
42.45 |
42.51 |
|