NYMEX Light Sweet Crude Oil Future December 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 |
42.28 |
41.98 |
-0.30 |
-0.7% |
43.61 |
| High |
42.51 |
42.56 |
0.05 |
0.1% |
44.19 |
| Low |
41.03 |
40.20 |
-0.83 |
-2.0% |
40.20 |
| Close |
42.11 |
40.59 |
-1.52 |
-3.6% |
40.59 |
| Range |
1.48 |
2.36 |
0.88 |
59.5% |
3.99 |
| ATR |
1.14 |
1.23 |
0.09 |
7.6% |
0.00 |
| Volume |
122,296 |
116,897 |
-5,399 |
-4.4% |
514,974 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.20 |
46.75 |
41.89 |
|
| R3 |
45.84 |
44.39 |
41.24 |
|
| R2 |
43.48 |
43.48 |
41.02 |
|
| R1 |
42.03 |
42.03 |
40.81 |
41.58 |
| PP |
41.12 |
41.12 |
41.12 |
40.89 |
| S1 |
39.67 |
39.67 |
40.37 |
39.22 |
| S2 |
38.76 |
38.76 |
40.16 |
|
| S3 |
36.40 |
37.31 |
39.94 |
|
| S4 |
34.04 |
34.95 |
39.29 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.63 |
51.10 |
42.78 |
|
| R3 |
49.64 |
47.11 |
41.69 |
|
| R2 |
45.65 |
45.65 |
41.32 |
|
| R1 |
43.12 |
43.12 |
40.96 |
42.39 |
| PP |
41.66 |
41.66 |
41.66 |
41.30 |
| S1 |
39.13 |
39.13 |
40.22 |
38.40 |
| S2 |
37.67 |
37.67 |
39.86 |
|
| S3 |
33.68 |
35.14 |
39.49 |
|
| S4 |
29.69 |
31.15 |
38.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.19 |
40.20 |
3.99 |
9.8% |
1.47 |
3.6% |
10% |
False |
True |
102,994 |
| 10 |
44.33 |
40.20 |
4.13 |
10.2% |
1.16 |
2.8% |
9% |
False |
True |
96,368 |
| 20 |
44.33 |
40.20 |
4.13 |
10.2% |
1.09 |
2.7% |
9% |
False |
True |
86,657 |
| 40 |
44.33 |
39.63 |
4.70 |
11.6% |
1.14 |
2.8% |
20% |
False |
False |
80,486 |
| 60 |
44.33 |
35.72 |
8.61 |
21.2% |
1.32 |
3.3% |
57% |
False |
False |
78,164 |
| 80 |
44.33 |
29.68 |
14.65 |
36.1% |
1.47 |
3.6% |
74% |
False |
False |
78,583 |
| 100 |
44.33 |
25.31 |
19.02 |
46.9% |
1.66 |
4.1% |
80% |
False |
False |
83,425 |
| 120 |
44.33 |
25.31 |
19.02 |
46.9% |
1.80 |
4.4% |
80% |
False |
False |
86,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.59 |
|
2.618 |
48.74 |
|
1.618 |
46.38 |
|
1.000 |
44.92 |
|
0.618 |
44.02 |
|
HIGH |
42.56 |
|
0.618 |
41.66 |
|
0.500 |
41.38 |
|
0.382 |
41.10 |
|
LOW |
40.20 |
|
0.618 |
38.74 |
|
1.000 |
37.84 |
|
1.618 |
36.38 |
|
2.618 |
34.02 |
|
4.250 |
30.17 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.38 |
42.02 |
| PP |
41.12 |
41.54 |
| S1 |
40.85 |
41.07 |
|