NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
44.26 |
43.03 |
-1.23 |
-2.8% |
43.60 |
| High |
44.46 |
43.25 |
-1.21 |
-2.7% |
44.84 |
| Low |
42.72 |
41.88 |
-0.84 |
-2.0% |
43.43 |
| Close |
42.95 |
42.87 |
-0.08 |
-0.2% |
44.24 |
| Range |
1.74 |
1.37 |
-0.37 |
-21.3% |
1.41 |
| ATR |
1.00 |
1.03 |
0.03 |
2.6% |
0.00 |
| Volume |
17,671 |
14,150 |
-3,521 |
-19.9% |
69,437 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.78 |
46.19 |
43.62 |
|
| R3 |
45.41 |
44.82 |
43.25 |
|
| R2 |
44.04 |
44.04 |
43.12 |
|
| R1 |
43.45 |
43.45 |
43.00 |
43.06 |
| PP |
42.67 |
42.67 |
42.67 |
42.47 |
| S1 |
42.08 |
42.08 |
42.74 |
41.69 |
| S2 |
41.30 |
41.30 |
42.62 |
|
| S3 |
39.93 |
40.71 |
42.49 |
|
| S4 |
38.56 |
39.34 |
42.12 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.40 |
47.73 |
45.02 |
|
| R3 |
46.99 |
46.32 |
44.63 |
|
| R2 |
45.58 |
45.58 |
44.50 |
|
| R1 |
44.91 |
44.91 |
44.37 |
45.25 |
| PP |
44.17 |
44.17 |
44.17 |
44.34 |
| S1 |
43.50 |
43.50 |
44.11 |
43.84 |
| S2 |
42.76 |
42.76 |
43.98 |
|
| S3 |
41.35 |
42.09 |
43.85 |
|
| S4 |
39.94 |
40.68 |
43.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.77 |
41.88 |
2.89 |
6.7% |
1.04 |
2.4% |
34% |
False |
True |
16,353 |
| 10 |
44.84 |
41.88 |
2.96 |
6.9% |
0.97 |
2.3% |
33% |
False |
True |
15,358 |
| 20 |
44.84 |
41.88 |
2.96 |
6.9% |
0.90 |
2.1% |
33% |
False |
True |
13,496 |
| 40 |
44.84 |
39.90 |
4.94 |
11.5% |
1.00 |
2.3% |
60% |
False |
False |
10,766 |
| 60 |
44.84 |
36.26 |
8.58 |
20.0% |
1.17 |
2.7% |
77% |
False |
False |
9,413 |
| 80 |
44.84 |
30.75 |
14.09 |
32.9% |
1.26 |
2.9% |
86% |
False |
False |
8,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.07 |
|
2.618 |
46.84 |
|
1.618 |
45.47 |
|
1.000 |
44.62 |
|
0.618 |
44.10 |
|
HIGH |
43.25 |
|
0.618 |
42.73 |
|
0.500 |
42.57 |
|
0.382 |
42.40 |
|
LOW |
41.88 |
|
0.618 |
41.03 |
|
1.000 |
40.51 |
|
1.618 |
39.66 |
|
2.618 |
38.29 |
|
4.250 |
36.06 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
42.77 |
43.20 |
| PP |
42.67 |
43.09 |
| S1 |
42.57 |
42.98 |
|