NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
44.02 |
44.78 |
0.76 |
1.7% |
44.01 |
High |
44.96 |
45.07 |
0.11 |
0.2% |
44.67 |
Low |
44.02 |
44.54 |
0.52 |
1.2% |
42.96 |
Close |
44.75 |
44.81 |
0.06 |
0.1% |
43.77 |
Range |
0.94 |
0.53 |
-0.41 |
-43.6% |
1.71 |
ATR |
1.01 |
0.98 |
-0.03 |
-3.4% |
0.00 |
Volume |
34,577 |
21,733 |
-12,844 |
-37.1% |
73,918 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.40 |
46.13 |
45.10 |
|
R3 |
45.87 |
45.60 |
44.96 |
|
R2 |
45.34 |
45.34 |
44.91 |
|
R1 |
45.07 |
45.07 |
44.86 |
45.21 |
PP |
44.81 |
44.81 |
44.81 |
44.87 |
S1 |
44.54 |
44.54 |
44.76 |
44.68 |
S2 |
44.28 |
44.28 |
44.71 |
|
S3 |
43.75 |
44.01 |
44.66 |
|
S4 |
43.22 |
43.48 |
44.52 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.93 |
48.06 |
44.71 |
|
R3 |
47.22 |
46.35 |
44.24 |
|
R2 |
45.51 |
45.51 |
44.08 |
|
R1 |
44.64 |
44.64 |
43.93 |
44.22 |
PP |
43.80 |
43.80 |
43.80 |
43.59 |
S1 |
42.93 |
42.93 |
43.61 |
42.51 |
S2 |
42.09 |
42.09 |
43.46 |
|
S3 |
40.38 |
41.22 |
43.30 |
|
S4 |
38.67 |
39.51 |
42.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.07 |
42.96 |
2.11 |
4.7% |
0.89 |
2.0% |
88% |
True |
False |
21,428 |
10 |
45.07 |
42.96 |
2.11 |
4.7% |
0.77 |
1.7% |
88% |
True |
False |
17,418 |
20 |
45.07 |
40.46 |
4.61 |
10.3% |
1.01 |
2.3% |
94% |
True |
False |
16,218 |
40 |
45.07 |
39.65 |
5.42 |
12.1% |
0.99 |
2.2% |
95% |
True |
False |
13,785 |
60 |
45.07 |
36.55 |
8.52 |
19.0% |
1.22 |
2.7% |
97% |
True |
False |
12,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.32 |
2.618 |
46.46 |
1.618 |
45.93 |
1.000 |
45.60 |
0.618 |
45.40 |
HIGH |
45.07 |
0.618 |
44.87 |
0.500 |
44.81 |
0.382 |
44.74 |
LOW |
44.54 |
0.618 |
44.21 |
1.000 |
44.01 |
1.618 |
43.68 |
2.618 |
43.15 |
4.250 |
42.29 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
44.81 |
44.67 |
PP |
44.81 |
44.52 |
S1 |
44.81 |
44.38 |
|