NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
44.12 |
44.25 |
0.13 |
0.3% |
43.60 |
High |
44.51 |
44.77 |
0.26 |
0.6% |
44.84 |
Low |
43.93 |
43.75 |
-0.18 |
-0.4% |
43.43 |
Close |
44.24 |
43.82 |
-0.42 |
-0.9% |
44.24 |
Range |
0.58 |
1.02 |
0.44 |
75.9% |
1.41 |
ATR |
0.96 |
0.96 |
0.00 |
0.5% |
0.00 |
Volume |
10,700 |
14,040 |
3,340 |
31.2% |
69,437 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.17 |
46.52 |
44.38 |
|
R3 |
46.15 |
45.50 |
44.10 |
|
R2 |
45.13 |
45.13 |
44.01 |
|
R1 |
44.48 |
44.48 |
43.91 |
44.30 |
PP |
44.11 |
44.11 |
44.11 |
44.02 |
S1 |
43.46 |
43.46 |
43.73 |
43.28 |
S2 |
43.09 |
43.09 |
43.63 |
|
S3 |
42.07 |
42.44 |
43.54 |
|
S4 |
41.05 |
41.42 |
43.26 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.40 |
47.73 |
45.02 |
|
R3 |
46.99 |
46.32 |
44.63 |
|
R2 |
45.58 |
45.58 |
44.50 |
|
R1 |
44.91 |
44.91 |
44.37 |
45.25 |
PP |
44.17 |
44.17 |
44.17 |
44.34 |
S1 |
43.50 |
43.50 |
44.11 |
43.84 |
S2 |
42.76 |
42.76 |
43.98 |
|
S3 |
41.35 |
42.09 |
43.85 |
|
S4 |
39.94 |
40.68 |
43.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.84 |
43.61 |
1.23 |
2.8% |
0.84 |
1.9% |
17% |
False |
False |
14,727 |
10 |
44.84 |
42.72 |
2.12 |
4.8% |
0.84 |
1.9% |
52% |
False |
False |
13,023 |
20 |
44.84 |
41.71 |
3.13 |
7.1% |
0.93 |
2.1% |
67% |
False |
False |
12,577 |
40 |
44.84 |
39.90 |
4.94 |
11.3% |
0.98 |
2.2% |
79% |
False |
False |
9,741 |
60 |
44.84 |
36.26 |
8.58 |
19.6% |
1.20 |
2.7% |
88% |
False |
False |
8,888 |
80 |
44.84 |
30.75 |
14.09 |
32.2% |
1.26 |
2.9% |
93% |
False |
False |
8,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.11 |
2.618 |
47.44 |
1.618 |
46.42 |
1.000 |
45.79 |
0.618 |
45.40 |
HIGH |
44.77 |
0.618 |
44.38 |
0.500 |
44.26 |
0.382 |
44.14 |
LOW |
43.75 |
0.618 |
43.12 |
1.000 |
42.73 |
1.618 |
42.10 |
2.618 |
41.08 |
4.250 |
39.42 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
44.26 |
44.19 |
PP |
44.11 |
44.07 |
S1 |
43.97 |
43.94 |
|