NYMEX Light Sweet Crude Oil Future March 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 |
43.48 |
43.12 |
-0.36 |
-0.8% |
44.52 |
High |
43.56 |
43.60 |
0.04 |
0.1% |
45.00 |
Low |
42.26 |
41.49 |
-0.77 |
-1.8% |
41.49 |
Close |
43.20 |
41.83 |
-1.37 |
-3.2% |
41.83 |
Range |
1.30 |
2.11 |
0.81 |
62.3% |
3.51 |
ATR |
1.01 |
1.08 |
0.08 |
7.8% |
0.00 |
Volume |
19,351 |
19,817 |
466 |
2.4% |
95,562 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.64 |
47.34 |
42.99 |
|
R3 |
46.53 |
45.23 |
42.41 |
|
R2 |
44.42 |
44.42 |
42.22 |
|
R1 |
43.12 |
43.12 |
42.02 |
42.72 |
PP |
42.31 |
42.31 |
42.31 |
42.10 |
S1 |
41.01 |
41.01 |
41.64 |
40.61 |
S2 |
40.20 |
40.20 |
41.44 |
|
S3 |
38.09 |
38.90 |
41.25 |
|
S4 |
35.98 |
36.79 |
40.67 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.30 |
51.08 |
43.76 |
|
R3 |
49.79 |
47.57 |
42.80 |
|
R2 |
46.28 |
46.28 |
42.47 |
|
R1 |
44.06 |
44.06 |
42.15 |
43.42 |
PP |
42.77 |
42.77 |
42.77 |
42.45 |
S1 |
40.55 |
40.55 |
41.51 |
39.91 |
S2 |
39.26 |
39.26 |
41.19 |
|
S3 |
35.75 |
37.04 |
40.86 |
|
S4 |
32.24 |
33.53 |
39.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.00 |
41.49 |
3.51 |
8.4% |
1.32 |
3.2% |
10% |
False |
True |
19,112 |
10 |
45.07 |
41.49 |
3.58 |
8.6% |
1.02 |
2.4% |
9% |
False |
True |
20,174 |
20 |
45.07 |
41.49 |
3.58 |
8.6% |
0.95 |
2.3% |
9% |
False |
True |
17,515 |
40 |
45.07 |
40.45 |
4.62 |
11.0% |
0.99 |
2.4% |
30% |
False |
False |
14,594 |
60 |
45.07 |
36.55 |
8.52 |
20.4% |
1.16 |
2.8% |
62% |
False |
False |
13,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.57 |
2.618 |
49.12 |
1.618 |
47.01 |
1.000 |
45.71 |
0.618 |
44.90 |
HIGH |
43.60 |
0.618 |
42.79 |
0.500 |
42.55 |
0.382 |
42.30 |
LOW |
41.49 |
0.618 |
40.19 |
1.000 |
39.38 |
1.618 |
38.08 |
2.618 |
35.97 |
4.250 |
32.52 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
42.55 |
43.11 |
PP |
42.31 |
42.68 |
S1 |
42.07 |
42.26 |
|