NYMEX Light Sweet Crude Oil Future March 2022
Trading Metrics calculated at close of trading on 02-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
66.79 |
66.59 |
-0.20 |
-0.3% |
60.67 |
High |
67.50 |
68.75 |
1.25 |
1.9% |
66.88 |
Low |
65.70 |
66.38 |
0.68 |
1.0% |
60.64 |
Close |
66.97 |
68.29 |
1.32 |
2.0% |
66.82 |
Range |
1.80 |
2.37 |
0.57 |
31.7% |
6.24 |
ATR |
1.76 |
1.81 |
0.04 |
2.5% |
0.00 |
Volume |
39,853 |
40,242 |
389 |
1.0% |
113,496 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.92 |
73.97 |
69.59 |
|
R3 |
72.55 |
71.60 |
68.94 |
|
R2 |
70.18 |
70.18 |
68.72 |
|
R1 |
69.23 |
69.23 |
68.51 |
69.71 |
PP |
67.81 |
67.81 |
67.81 |
68.04 |
S1 |
66.86 |
66.86 |
68.07 |
67.34 |
S2 |
65.44 |
65.44 |
67.86 |
|
S3 |
63.07 |
64.49 |
67.64 |
|
S4 |
60.70 |
62.12 |
66.99 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.50 |
81.40 |
70.25 |
|
R3 |
77.26 |
75.16 |
68.54 |
|
R2 |
71.02 |
71.02 |
67.96 |
|
R1 |
68.92 |
68.92 |
67.39 |
69.97 |
PP |
64.78 |
64.78 |
64.78 |
65.31 |
S1 |
62.68 |
62.68 |
66.25 |
63.73 |
S2 |
58.54 |
58.54 |
65.68 |
|
S3 |
52.30 |
56.44 |
65.10 |
|
S4 |
46.06 |
50.20 |
63.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.75 |
65.70 |
3.05 |
4.5% |
1.53 |
2.2% |
85% |
True |
False |
29,899 |
10 |
68.75 |
60.21 |
8.54 |
12.5% |
1.74 |
2.6% |
95% |
True |
False |
25,136 |
20 |
68.75 |
60.21 |
8.54 |
12.5% |
1.77 |
2.6% |
95% |
True |
False |
22,616 |
40 |
70.01 |
60.21 |
9.80 |
14.4% |
1.75 |
2.6% |
82% |
False |
False |
19,114 |
60 |
70.25 |
60.21 |
10.04 |
14.7% |
1.63 |
2.4% |
80% |
False |
False |
16,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.82 |
2.618 |
74.95 |
1.618 |
72.58 |
1.000 |
71.12 |
0.618 |
70.21 |
HIGH |
68.75 |
0.618 |
67.84 |
0.500 |
67.57 |
0.382 |
67.29 |
LOW |
66.38 |
0.618 |
64.92 |
1.000 |
64.01 |
1.618 |
62.55 |
2.618 |
60.18 |
4.250 |
56.31 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
68.05 |
67.94 |
PP |
67.81 |
67.58 |
S1 |
67.57 |
67.23 |
|