NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
44.34 |
43.77 |
-0.57 |
-1.3% |
43.32 |
| High |
44.37 |
44.25 |
-0.12 |
-0.3% |
44.60 |
| Low |
43.34 |
43.66 |
0.32 |
0.7% |
43.14 |
| Close |
43.91 |
43.94 |
0.03 |
0.1% |
43.94 |
| Range |
1.03 |
0.59 |
-0.44 |
-42.7% |
1.46 |
| ATR |
1.05 |
1.01 |
-0.03 |
-3.1% |
0.00 |
| Volume |
20,449 |
16,164 |
-4,285 |
-21.0% |
125,684 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.72 |
45.42 |
44.26 |
|
| R3 |
45.13 |
44.83 |
44.10 |
|
| R2 |
44.54 |
44.54 |
44.05 |
|
| R1 |
44.24 |
44.24 |
43.99 |
44.39 |
| PP |
43.95 |
43.95 |
43.95 |
44.03 |
| S1 |
43.65 |
43.65 |
43.89 |
43.80 |
| S2 |
43.36 |
43.36 |
43.83 |
|
| S3 |
42.77 |
43.06 |
43.78 |
|
| S4 |
42.18 |
42.47 |
43.62 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.27 |
47.57 |
44.74 |
|
| R3 |
46.81 |
46.11 |
44.34 |
|
| R2 |
45.35 |
45.35 |
44.21 |
|
| R1 |
44.65 |
44.65 |
44.07 |
45.00 |
| PP |
43.89 |
43.89 |
43.89 |
44.07 |
| S1 |
43.19 |
43.19 |
43.81 |
43.54 |
| S2 |
42.43 |
42.43 |
43.67 |
|
| S3 |
40.97 |
41.73 |
43.54 |
|
| S4 |
39.51 |
40.27 |
43.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.60 |
43.14 |
1.46 |
3.3% |
0.77 |
1.7% |
55% |
False |
False |
25,136 |
| 10 |
44.60 |
42.38 |
2.22 |
5.1% |
0.87 |
2.0% |
70% |
False |
False |
24,706 |
| 20 |
44.60 |
40.91 |
3.69 |
8.4% |
1.01 |
2.3% |
82% |
False |
False |
25,869 |
| 40 |
44.60 |
39.69 |
4.91 |
11.2% |
1.05 |
2.4% |
87% |
False |
False |
20,321 |
| 60 |
44.60 |
35.94 |
8.66 |
19.7% |
1.30 |
3.0% |
92% |
False |
False |
18,111 |
| 80 |
44.60 |
30.34 |
14.26 |
32.5% |
1.37 |
3.1% |
95% |
False |
False |
16,195 |
| 100 |
44.60 |
26.22 |
18.38 |
41.8% |
1.56 |
3.5% |
96% |
False |
False |
15,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.76 |
|
2.618 |
45.79 |
|
1.618 |
45.20 |
|
1.000 |
44.84 |
|
0.618 |
44.61 |
|
HIGH |
44.25 |
|
0.618 |
44.02 |
|
0.500 |
43.96 |
|
0.382 |
43.89 |
|
LOW |
43.66 |
|
0.618 |
43.30 |
|
1.000 |
43.07 |
|
1.618 |
42.71 |
|
2.618 |
42.12 |
|
4.250 |
41.15 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.96 |
43.97 |
| PP |
43.95 |
43.96 |
| S1 |
43.95 |
43.95 |
|