NYMEX Light Sweet Crude Oil Future March 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 |
44.78 |
44.85 |
0.07 |
0.2% |
44.01 |
High |
45.07 |
44.86 |
-0.21 |
-0.5% |
44.67 |
Low |
44.54 |
43.88 |
-0.66 |
-1.5% |
42.96 |
Close |
44.81 |
44.40 |
-0.41 |
-0.9% |
43.77 |
Range |
0.53 |
0.98 |
0.45 |
84.9% |
1.71 |
ATR |
0.98 |
0.98 |
0.00 |
0.0% |
0.00 |
Volume |
21,733 |
18,935 |
-2,798 |
-12.9% |
73,918 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.32 |
46.84 |
44.94 |
|
R3 |
46.34 |
45.86 |
44.67 |
|
R2 |
45.36 |
45.36 |
44.58 |
|
R1 |
44.88 |
44.88 |
44.49 |
44.63 |
PP |
44.38 |
44.38 |
44.38 |
44.26 |
S1 |
43.90 |
43.90 |
44.31 |
43.65 |
S2 |
43.40 |
43.40 |
44.22 |
|
S3 |
42.42 |
42.92 |
44.13 |
|
S4 |
41.44 |
41.94 |
43.86 |
|
|
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 |
4.8% |
0.87 |
2.0% |
68% |
False |
False |
21,379 |
10 |
45.07 |
42.96 |
2.11 |
4.8% |
0.82 |
1.8% |
68% |
False |
False |
18,111 |
20 |
45.07 |
41.43 |
3.64 |
8.2% |
0.95 |
2.1% |
82% |
False |
False |
16,654 |
40 |
45.07 |
40.13 |
4.94 |
11.1% |
0.98 |
2.2% |
86% |
False |
False |
13,919 |
60 |
45.07 |
36.55 |
8.52 |
19.2% |
1.22 |
2.7% |
92% |
False |
False |
12,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.03 |
2.618 |
47.43 |
1.618 |
46.45 |
1.000 |
45.84 |
0.618 |
45.47 |
HIGH |
44.86 |
0.618 |
44.49 |
0.500 |
44.37 |
0.382 |
44.25 |
LOW |
43.88 |
0.618 |
43.27 |
1.000 |
42.90 |
1.618 |
42.29 |
2.618 |
41.31 |
4.250 |
39.72 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
44.39 |
44.48 |
PP |
44.38 |
44.45 |
S1 |
44.37 |
44.43 |
|