NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
44.26 |
44.54 |
0.28 |
0.6% |
43.88 |
| High |
44.74 |
44.72 |
-0.02 |
0.0% |
45.07 |
| Low |
44.19 |
43.05 |
-1.14 |
-2.6% |
43.68 |
| Close |
44.33 |
43.27 |
-1.06 |
-2.4% |
44.51 |
| Range |
0.55 |
1.67 |
1.12 |
203.6% |
1.39 |
| ATR |
0.93 |
0.98 |
0.05 |
5.7% |
0.00 |
| Volume |
21,600 |
22,665 |
1,065 |
4.9% |
106,183 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.69 |
47.65 |
44.19 |
|
| R3 |
47.02 |
45.98 |
43.73 |
|
| R2 |
45.35 |
45.35 |
43.58 |
|
| R1 |
44.31 |
44.31 |
43.42 |
44.00 |
| PP |
43.68 |
43.68 |
43.68 |
43.52 |
| S1 |
42.64 |
42.64 |
43.12 |
42.33 |
| S2 |
42.01 |
42.01 |
42.96 |
|
| S3 |
40.34 |
40.97 |
42.81 |
|
| S4 |
38.67 |
39.30 |
42.35 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.59 |
47.94 |
45.27 |
|
| R3 |
47.20 |
46.55 |
44.89 |
|
| R2 |
45.81 |
45.81 |
44.76 |
|
| R1 |
45.16 |
45.16 |
44.64 |
45.49 |
| PP |
44.42 |
44.42 |
44.42 |
44.58 |
| S1 |
43.77 |
43.77 |
44.38 |
44.10 |
| S2 |
43.03 |
43.03 |
44.26 |
|
| S3 |
41.64 |
42.38 |
44.13 |
|
| S4 |
40.25 |
40.99 |
43.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.00 |
43.05 |
1.95 |
4.5% |
0.95 |
2.2% |
11% |
False |
True |
18,588 |
| 10 |
45.07 |
42.96 |
2.11 |
4.9% |
0.92 |
2.1% |
15% |
False |
False |
20,008 |
| 20 |
45.07 |
42.88 |
2.19 |
5.1% |
0.86 |
2.0% |
18% |
False |
False |
17,006 |
| 40 |
45.07 |
40.13 |
4.94 |
11.4% |
0.98 |
2.3% |
64% |
False |
False |
14,361 |
| 60 |
45.07 |
36.55 |
8.52 |
19.7% |
1.18 |
2.7% |
79% |
False |
False |
13,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.82 |
|
2.618 |
49.09 |
|
1.618 |
47.42 |
|
1.000 |
46.39 |
|
0.618 |
45.75 |
|
HIGH |
44.72 |
|
0.618 |
44.08 |
|
0.500 |
43.89 |
|
0.382 |
43.69 |
|
LOW |
43.05 |
|
0.618 |
42.02 |
|
1.000 |
41.38 |
|
1.618 |
40.35 |
|
2.618 |
38.68 |
|
4.250 |
35.95 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.89 |
44.03 |
| PP |
43.68 |
43.77 |
| S1 |
43.48 |
43.52 |
|