NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
44.01 |
42.66 |
-1.35 |
-3.1% |
43.32 |
High |
44.15 |
42.89 |
-1.26 |
-2.9% |
44.60 |
Low |
42.36 |
41.48 |
-0.88 |
-2.1% |
43.14 |
Close |
42.60 |
42.50 |
-0.10 |
-0.2% |
43.94 |
Range |
1.79 |
1.41 |
-0.38 |
-21.2% |
1.46 |
ATR |
1.05 |
1.08 |
0.03 |
2.4% |
0.00 |
Volume |
33,197 |
30,267 |
-2,930 |
-8.8% |
125,684 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.52 |
45.92 |
43.28 |
|
R3 |
45.11 |
44.51 |
42.89 |
|
R2 |
43.70 |
43.70 |
42.76 |
|
R1 |
43.10 |
43.10 |
42.63 |
42.70 |
PP |
42.29 |
42.29 |
42.29 |
42.09 |
S1 |
41.69 |
41.69 |
42.37 |
41.29 |
S2 |
40.88 |
40.88 |
42.24 |
|
S3 |
39.47 |
40.28 |
42.11 |
|
S4 |
38.06 |
38.87 |
41.72 |
|
|
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 |
44.48 |
41.48 |
3.00 |
7.1% |
1.08 |
2.5% |
34% |
False |
True |
23,475 |
10 |
44.60 |
41.48 |
3.12 |
7.3% |
1.00 |
2.4% |
33% |
False |
True |
25,618 |
20 |
44.60 |
41.48 |
3.12 |
7.3% |
0.96 |
2.3% |
33% |
False |
True |
24,901 |
40 |
44.60 |
39.69 |
4.91 |
11.6% |
1.06 |
2.5% |
57% |
False |
False |
21,431 |
60 |
44.60 |
35.94 |
8.66 |
20.4% |
1.26 |
3.0% |
76% |
False |
False |
18,807 |
80 |
44.60 |
30.35 |
14.25 |
33.5% |
1.35 |
3.2% |
85% |
False |
False |
17,017 |
100 |
44.60 |
26.22 |
18.38 |
43.2% |
1.53 |
3.6% |
89% |
False |
False |
15,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.88 |
2.618 |
46.58 |
1.618 |
45.17 |
1.000 |
44.30 |
0.618 |
43.76 |
HIGH |
42.89 |
0.618 |
42.35 |
0.500 |
42.19 |
0.382 |
42.02 |
LOW |
41.48 |
0.618 |
40.61 |
1.000 |
40.07 |
1.618 |
39.20 |
2.618 |
37.79 |
4.250 |
35.49 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.40 |
42.88 |
PP |
42.29 |
42.75 |
S1 |
42.19 |
42.63 |
|