NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
44.31 |
43.88 |
-0.43 |
-1.0% |
44.01 |
| High |
44.33 |
44.22 |
-0.11 |
-0.2% |
44.67 |
| Low |
42.96 |
43.68 |
0.72 |
1.7% |
42.96 |
| Close |
43.77 |
44.17 |
0.40 |
0.9% |
43.77 |
| Range |
1.37 |
0.54 |
-0.83 |
-60.6% |
1.71 |
| ATR |
1.05 |
1.02 |
-0.04 |
-3.5% |
0.00 |
| Volume |
18,331 |
13,323 |
-5,008 |
-27.3% |
73,918 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.64 |
45.45 |
44.47 |
|
| R3 |
45.10 |
44.91 |
44.32 |
|
| R2 |
44.56 |
44.56 |
44.27 |
|
| R1 |
44.37 |
44.37 |
44.22 |
44.47 |
| PP |
44.02 |
44.02 |
44.02 |
44.07 |
| S1 |
43.83 |
43.83 |
44.12 |
43.93 |
| S2 |
43.48 |
43.48 |
44.07 |
|
| S3 |
42.94 |
43.29 |
44.02 |
|
| S4 |
42.40 |
42.75 |
43.87 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.93 |
48.06 |
44.71 |
|
| R3 |
47.22 |
46.35 |
44.24 |
|
| R2 |
45.51 |
45.51 |
44.08 |
|
| R1 |
44.64 |
44.64 |
43.93 |
44.22 |
| PP |
43.80 |
43.80 |
43.80 |
43.59 |
| S1 |
42.93 |
42.93 |
43.61 |
42.51 |
| S2 |
42.09 |
42.09 |
43.46 |
|
| S3 |
40.38 |
41.22 |
43.30 |
|
| S4 |
38.67 |
39.51 |
42.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.67 |
42.96 |
1.71 |
3.9% |
0.83 |
1.9% |
71% |
False |
False |
14,541 |
| 10 |
44.67 |
42.96 |
1.71 |
3.9% |
0.87 |
2.0% |
71% |
False |
False |
14,950 |
| 20 |
44.75 |
40.46 |
4.29 |
9.7% |
1.00 |
2.3% |
86% |
False |
False |
14,352 |
| 40 |
44.75 |
38.79 |
5.96 |
13.5% |
1.02 |
2.3% |
90% |
False |
False |
12,928 |
| 60 |
44.75 |
36.55 |
8.20 |
18.6% |
1.24 |
2.8% |
93% |
False |
False |
12,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.52 |
|
2.618 |
45.63 |
|
1.618 |
45.09 |
|
1.000 |
44.76 |
|
0.618 |
44.55 |
|
HIGH |
44.22 |
|
0.618 |
44.01 |
|
0.500 |
43.95 |
|
0.382 |
43.89 |
|
LOW |
43.68 |
|
0.618 |
43.35 |
|
1.000 |
43.14 |
|
1.618 |
42.81 |
|
2.618 |
42.27 |
|
4.250 |
41.39 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
44.10 |
44.00 |
| PP |
44.02 |
43.82 |
| S1 |
43.95 |
43.65 |
|