NYMEX Light Sweet Crude Oil Future November 2020
| 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 |
41.96 |
41.60 |
-0.36 |
-0.9% |
43.30 |
| High |
42.14 |
42.19 |
0.05 |
0.1% |
43.89 |
| Low |
40.61 |
39.75 |
-0.86 |
-2.1% |
39.75 |
| Close |
41.72 |
40.15 |
-1.57 |
-3.8% |
40.15 |
| Range |
1.53 |
2.44 |
0.91 |
59.5% |
4.14 |
| ATR |
1.17 |
1.26 |
0.09 |
7.7% |
0.00 |
| Volume |
114,483 |
115,667 |
1,184 |
1.0% |
538,331 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.02 |
46.52 |
41.49 |
|
| R3 |
45.58 |
44.08 |
40.82 |
|
| R2 |
43.14 |
43.14 |
40.60 |
|
| R1 |
41.64 |
41.64 |
40.37 |
41.17 |
| PP |
40.70 |
40.70 |
40.70 |
40.46 |
| S1 |
39.20 |
39.20 |
39.93 |
38.73 |
| S2 |
38.26 |
38.26 |
39.70 |
|
| S3 |
35.82 |
36.76 |
39.48 |
|
| S4 |
33.38 |
34.32 |
38.81 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.68 |
51.06 |
42.43 |
|
| R3 |
49.54 |
46.92 |
41.29 |
|
| R2 |
45.40 |
45.40 |
40.91 |
|
| R1 |
42.78 |
42.78 |
40.53 |
42.02 |
| PP |
41.26 |
41.26 |
41.26 |
40.89 |
| S1 |
38.64 |
38.64 |
39.77 |
37.88 |
| S2 |
37.12 |
37.12 |
39.39 |
|
| S3 |
32.98 |
34.50 |
39.01 |
|
| S4 |
28.84 |
30.36 |
37.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.89 |
39.75 |
4.14 |
10.3% |
1.52 |
3.8% |
10% |
False |
True |
107,666 |
| 10 |
44.05 |
39.75 |
4.30 |
10.7% |
1.20 |
3.0% |
9% |
False |
True |
100,880 |
| 20 |
44.05 |
39.75 |
4.30 |
10.7% |
1.13 |
2.8% |
9% |
False |
True |
89,989 |
| 40 |
44.05 |
39.33 |
4.72 |
11.8% |
1.17 |
2.9% |
17% |
False |
False |
70,310 |
| 60 |
44.05 |
35.54 |
8.51 |
21.2% |
1.35 |
3.4% |
54% |
False |
False |
56,941 |
| 80 |
44.05 |
29.03 |
15.02 |
37.4% |
1.49 |
3.7% |
74% |
False |
False |
47,703 |
| 100 |
44.05 |
24.43 |
19.62 |
48.9% |
1.66 |
4.1% |
80% |
False |
False |
43,206 |
| 120 |
44.05 |
24.43 |
19.62 |
48.9% |
1.78 |
4.4% |
80% |
False |
False |
39,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.56 |
|
2.618 |
48.58 |
|
1.618 |
46.14 |
|
1.000 |
44.63 |
|
0.618 |
43.70 |
|
HIGH |
42.19 |
|
0.618 |
41.26 |
|
0.500 |
40.97 |
|
0.382 |
40.68 |
|
LOW |
39.75 |
|
0.618 |
38.24 |
|
1.000 |
37.31 |
|
1.618 |
35.80 |
|
2.618 |
33.36 |
|
4.250 |
29.38 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.97 |
41.63 |
| PP |
40.70 |
41.14 |
| S1 |
40.42 |
40.64 |
|