NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
44.54 |
43.48 |
-1.06 |
-2.4% |
43.88 |
High |
44.72 |
43.56 |
-1.16 |
-2.6% |
45.07 |
Low |
43.05 |
42.26 |
-0.79 |
-1.8% |
43.68 |
Close |
43.27 |
43.20 |
-0.07 |
-0.2% |
44.51 |
Range |
1.67 |
1.30 |
-0.37 |
-22.2% |
1.39 |
ATR |
0.98 |
1.01 |
0.02 |
2.3% |
0.00 |
Volume |
22,665 |
19,351 |
-3,314 |
-14.6% |
106,183 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.91 |
46.35 |
43.92 |
|
R3 |
45.61 |
45.05 |
43.56 |
|
R2 |
44.31 |
44.31 |
43.44 |
|
R1 |
43.75 |
43.75 |
43.32 |
43.38 |
PP |
43.01 |
43.01 |
43.01 |
42.82 |
S1 |
42.45 |
42.45 |
43.08 |
42.08 |
S2 |
41.71 |
41.71 |
42.96 |
|
S3 |
40.41 |
41.15 |
42.84 |
|
S4 |
39.11 |
39.85 |
42.49 |
|
|
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 |
45.00 |
42.26 |
2.74 |
6.3% |
1.01 |
2.3% |
34% |
False |
True |
18,672 |
10 |
45.07 |
42.26 |
2.81 |
6.5% |
0.94 |
2.2% |
33% |
False |
True |
20,025 |
20 |
45.07 |
42.26 |
2.81 |
6.5% |
0.89 |
2.1% |
33% |
False |
True |
17,031 |
40 |
45.07 |
40.13 |
4.94 |
11.4% |
0.98 |
2.3% |
62% |
False |
False |
14,506 |
60 |
45.07 |
36.55 |
8.52 |
19.7% |
1.17 |
2.7% |
78% |
False |
False |
13,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.09 |
2.618 |
46.96 |
1.618 |
45.66 |
1.000 |
44.86 |
0.618 |
44.36 |
HIGH |
43.56 |
0.618 |
43.06 |
0.500 |
42.91 |
0.382 |
42.76 |
LOW |
42.26 |
0.618 |
41.46 |
1.000 |
40.96 |
1.618 |
40.16 |
2.618 |
38.86 |
4.250 |
36.74 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
43.10 |
43.50 |
PP |
43.01 |
43.40 |
S1 |
42.91 |
43.30 |
|