NYMEX Light Sweet Crude Oil Future March 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 |
44.34 |
44.52 |
0.18 |
0.4% |
43.88 |
High |
44.74 |
45.00 |
0.26 |
0.6% |
45.07 |
Low |
44.18 |
44.01 |
-0.17 |
-0.4% |
43.68 |
Close |
44.51 |
44.06 |
-0.45 |
-1.0% |
44.51 |
Range |
0.56 |
0.99 |
0.43 |
76.8% |
1.39 |
ATR |
0.95 |
0.95 |
0.00 |
0.3% |
0.00 |
Volume |
17,615 |
12,129 |
-5,486 |
-31.1% |
106,183 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.33 |
46.68 |
44.60 |
|
R3 |
46.34 |
45.69 |
44.33 |
|
R2 |
45.35 |
45.35 |
44.24 |
|
R1 |
44.70 |
44.70 |
44.15 |
44.53 |
PP |
44.36 |
44.36 |
44.36 |
44.27 |
S1 |
43.71 |
43.71 |
43.97 |
43.54 |
S2 |
43.37 |
43.37 |
43.88 |
|
S3 |
42.38 |
42.72 |
43.79 |
|
S4 |
41.39 |
41.73 |
43.52 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.59 |
47.94 |
45.27 |
|
R3 |
47.20 |
46.55 |
44.89 |
|
R2 |
45.81 |
45.81 |
44.76 |
|
R1 |
45.16 |
45.16 |
44.64 |
45.49 |
PP |
44.42 |
44.42 |
44.42 |
44.58 |
S1 |
43.77 |
43.77 |
44.38 |
44.10 |
S2 |
43.03 |
43.03 |
44.26 |
|
S3 |
41.64 |
42.38 |
44.13 |
|
S4 |
40.25 |
40.99 |
43.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.07 |
43.88 |
1.19 |
2.7% |
0.80 |
1.8% |
15% |
False |
False |
20,997 |
10 |
45.07 |
42.96 |
2.11 |
4.8% |
0.82 |
1.9% |
52% |
False |
False |
17,769 |
20 |
45.07 |
42.04 |
3.03 |
6.9% |
0.92 |
2.1% |
67% |
False |
False |
16,908 |
40 |
45.07 |
40.13 |
4.94 |
11.2% |
0.96 |
2.2% |
80% |
False |
False |
14,022 |
60 |
45.07 |
36.55 |
8.52 |
19.3% |
1.20 |
2.7% |
88% |
False |
False |
12,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.21 |
2.618 |
47.59 |
1.618 |
46.60 |
1.000 |
45.99 |
0.618 |
45.61 |
HIGH |
45.00 |
0.618 |
44.62 |
0.500 |
44.51 |
0.382 |
44.39 |
LOW |
44.01 |
0.618 |
43.40 |
1.000 |
43.02 |
1.618 |
42.41 |
2.618 |
41.42 |
4.250 |
39.80 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
44.51 |
44.44 |
PP |
44.36 |
44.31 |
S1 |
44.21 |
44.19 |
|