NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
44.62 |
44.60 |
-0.02 |
0.0% |
43.80 |
High |
44.84 |
44.65 |
-0.19 |
-0.4% |
44.41 |
Low |
44.24 |
43.61 |
-0.63 |
-1.4% |
42.72 |
Close |
44.58 |
44.17 |
-0.41 |
-0.9% |
43.51 |
Range |
0.60 |
1.04 |
0.44 |
73.3% |
1.69 |
ATR |
0.98 |
0.99 |
0.00 |
0.4% |
0.00 |
Volume |
14,905 |
12,384 |
-2,521 |
-16.9% |
61,908 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.26 |
46.76 |
44.74 |
|
R3 |
46.22 |
45.72 |
44.46 |
|
R2 |
45.18 |
45.18 |
44.36 |
|
R1 |
44.68 |
44.68 |
44.27 |
44.41 |
PP |
44.14 |
44.14 |
44.14 |
44.01 |
S1 |
43.64 |
43.64 |
44.07 |
43.37 |
S2 |
43.10 |
43.10 |
43.98 |
|
S3 |
42.06 |
42.60 |
43.88 |
|
S4 |
41.02 |
41.56 |
43.60 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.62 |
47.75 |
44.44 |
|
R3 |
46.93 |
46.06 |
43.97 |
|
R2 |
45.24 |
45.24 |
43.82 |
|
R1 |
44.37 |
44.37 |
43.66 |
43.96 |
PP |
43.55 |
43.55 |
43.55 |
43.34 |
S1 |
42.68 |
42.68 |
43.36 |
42.27 |
S2 |
41.86 |
41.86 |
43.20 |
|
S3 |
40.17 |
40.99 |
43.05 |
|
S4 |
38.48 |
39.30 |
42.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.84 |
42.72 |
2.12 |
4.8% |
0.89 |
2.0% |
68% |
False |
False |
14,363 |
10 |
44.84 |
42.72 |
2.12 |
4.8% |
0.82 |
1.9% |
68% |
False |
False |
13,314 |
20 |
44.84 |
41.18 |
3.66 |
8.3% |
0.96 |
2.2% |
82% |
False |
False |
12,312 |
40 |
44.84 |
39.90 |
4.94 |
11.2% |
0.99 |
2.2% |
86% |
False |
False |
9,486 |
60 |
44.84 |
36.26 |
8.58 |
19.4% |
1.22 |
2.8% |
92% |
False |
False |
8,638 |
80 |
44.84 |
30.75 |
14.09 |
31.9% |
1.30 |
2.9% |
95% |
False |
False |
7,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.07 |
2.618 |
47.37 |
1.618 |
46.33 |
1.000 |
45.69 |
0.618 |
45.29 |
HIGH |
44.65 |
0.618 |
44.25 |
0.500 |
44.13 |
0.382 |
44.01 |
LOW |
43.61 |
0.618 |
42.97 |
1.000 |
42.57 |
1.618 |
41.93 |
2.618 |
40.89 |
4.250 |
39.19 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
44.16 |
44.23 |
PP |
44.14 |
44.21 |
S1 |
44.13 |
44.19 |
|