NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
43.03 |
42.78 |
-0.25 |
-0.6% |
44.25 |
High |
43.25 |
43.24 |
-0.01 |
0.0% |
44.77 |
Low |
41.88 |
41.09 |
-0.79 |
-1.9% |
41.09 |
Close |
42.87 |
41.44 |
-1.43 |
-3.3% |
41.44 |
Range |
1.37 |
2.15 |
0.78 |
56.9% |
3.68 |
ATR |
1.03 |
1.11 |
0.08 |
7.8% |
0.00 |
Volume |
14,150 |
18,447 |
4,297 |
30.4% |
89,514 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.37 |
47.06 |
42.62 |
|
R3 |
46.22 |
44.91 |
42.03 |
|
R2 |
44.07 |
44.07 |
41.83 |
|
R1 |
42.76 |
42.76 |
41.64 |
42.34 |
PP |
41.92 |
41.92 |
41.92 |
41.72 |
S1 |
40.61 |
40.61 |
41.24 |
40.19 |
S2 |
39.77 |
39.77 |
41.05 |
|
S3 |
37.62 |
38.46 |
40.85 |
|
S4 |
35.47 |
36.31 |
40.26 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.47 |
51.14 |
43.46 |
|
R3 |
49.79 |
47.46 |
42.45 |
|
R2 |
46.11 |
46.11 |
42.11 |
|
R1 |
43.78 |
43.78 |
41.78 |
43.11 |
PP |
42.43 |
42.43 |
42.43 |
42.10 |
S1 |
40.10 |
40.10 |
41.10 |
39.43 |
S2 |
38.75 |
38.75 |
40.77 |
|
S3 |
35.07 |
36.42 |
40.43 |
|
S4 |
31.39 |
32.74 |
39.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.77 |
41.09 |
3.68 |
8.9% |
1.36 |
3.3% |
10% |
False |
True |
17,902 |
10 |
44.84 |
41.09 |
3.75 |
9.0% |
1.05 |
2.5% |
9% |
False |
True |
15,895 |
20 |
44.84 |
41.09 |
3.75 |
9.0% |
0.97 |
2.3% |
9% |
False |
True |
14,020 |
40 |
44.84 |
40.19 |
4.65 |
11.2% |
1.01 |
2.4% |
27% |
False |
False |
11,071 |
60 |
44.84 |
36.26 |
8.58 |
20.7% |
1.16 |
2.8% |
60% |
False |
False |
9,620 |
80 |
44.84 |
30.75 |
14.09 |
34.0% |
1.28 |
3.1% |
76% |
False |
False |
8,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.38 |
2.618 |
48.87 |
1.618 |
46.72 |
1.000 |
45.39 |
0.618 |
44.57 |
HIGH |
43.24 |
0.618 |
42.42 |
0.500 |
42.17 |
0.382 |
41.91 |
LOW |
41.09 |
0.618 |
39.76 |
1.000 |
38.94 |
1.618 |
37.61 |
2.618 |
35.46 |
4.250 |
31.95 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.17 |
42.78 |
PP |
41.92 |
42.33 |
S1 |
41.68 |
41.89 |
|