NYMEX Light Sweet Crude Oil Future January 2021
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 |
43.99 |
43.73 |
-0.26 |
-0.6% |
43.32 |
High |
44.48 |
44.27 |
-0.21 |
-0.5% |
44.60 |
Low |
43.47 |
43.68 |
0.21 |
0.5% |
43.14 |
Close |
43.53 |
43.75 |
0.22 |
0.5% |
43.94 |
Range |
1.01 |
0.59 |
-0.42 |
-41.6% |
1.46 |
ATR |
1.01 |
0.99 |
-0.02 |
-1.9% |
0.00 |
Volume |
15,074 |
22,674 |
7,600 |
50.4% |
125,684 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.67 |
45.30 |
44.07 |
|
R3 |
45.08 |
44.71 |
43.91 |
|
R2 |
44.49 |
44.49 |
43.86 |
|
R1 |
44.12 |
44.12 |
43.80 |
44.31 |
PP |
43.90 |
43.90 |
43.90 |
43.99 |
S1 |
43.53 |
43.53 |
43.70 |
43.72 |
S2 |
43.31 |
43.31 |
43.64 |
|
S3 |
42.72 |
42.94 |
43.59 |
|
S4 |
42.13 |
42.35 |
43.43 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.27 |
47.57 |
44.74 |
|
R3 |
46.81 |
46.11 |
44.34 |
|
R2 |
45.35 |
45.35 |
44.21 |
|
R1 |
44.65 |
44.65 |
44.07 |
45.00 |
PP |
43.89 |
43.89 |
43.89 |
44.07 |
S1 |
43.19 |
43.19 |
43.81 |
43.54 |
S2 |
42.43 |
42.43 |
43.67 |
|
S3 |
40.97 |
41.73 |
43.54 |
|
S4 |
39.51 |
40.27 |
43.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.60 |
43.34 |
1.26 |
2.9% |
0.78 |
1.8% |
33% |
False |
False |
20,471 |
10 |
44.60 |
42.38 |
2.22 |
5.1% |
0.86 |
2.0% |
62% |
False |
False |
23,536 |
20 |
44.60 |
42.34 |
2.26 |
5.2% |
0.94 |
2.1% |
62% |
False |
False |
24,836 |
40 |
44.60 |
39.69 |
4.91 |
11.2% |
1.03 |
2.4% |
83% |
False |
False |
20,572 |
60 |
44.60 |
35.94 |
8.66 |
19.8% |
1.26 |
2.9% |
90% |
False |
False |
18,196 |
80 |
44.60 |
30.35 |
14.25 |
32.6% |
1.34 |
3.1% |
94% |
False |
False |
16,445 |
100 |
44.60 |
26.22 |
18.38 |
42.0% |
1.54 |
3.5% |
95% |
False |
False |
15,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.78 |
2.618 |
45.81 |
1.618 |
45.22 |
1.000 |
44.86 |
0.618 |
44.63 |
HIGH |
44.27 |
0.618 |
44.04 |
0.500 |
43.98 |
0.382 |
43.91 |
LOW |
43.68 |
0.618 |
43.32 |
1.000 |
43.09 |
1.618 |
42.73 |
2.618 |
42.14 |
4.250 |
41.17 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
43.98 |
43.98 |
PP |
43.90 |
43.90 |
S1 |
43.83 |
43.83 |
|