NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
40.65 |
40.70 |
0.05 |
0.1% |
41.45 |
High |
40.86 |
41.49 |
0.63 |
1.5% |
42.12 |
Low |
39.96 |
39.89 |
-0.07 |
-0.2% |
39.00 |
Close |
40.57 |
41.31 |
0.74 |
1.8% |
40.57 |
Range |
0.90 |
1.60 |
0.70 |
77.8% |
3.12 |
ATR |
1.40 |
1.41 |
0.01 |
1.0% |
0.00 |
Volume |
102,565 |
120,591 |
18,026 |
17.6% |
568,720 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.70 |
45.10 |
42.19 |
|
R3 |
44.10 |
43.50 |
41.75 |
|
R2 |
42.50 |
42.50 |
41.60 |
|
R1 |
41.90 |
41.90 |
41.46 |
42.20 |
PP |
40.90 |
40.90 |
40.90 |
41.05 |
S1 |
40.30 |
40.30 |
41.16 |
40.60 |
S2 |
39.30 |
39.30 |
41.02 |
|
S3 |
37.70 |
38.70 |
40.87 |
|
S4 |
36.10 |
37.10 |
40.43 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.92 |
48.37 |
42.29 |
|
R3 |
46.80 |
45.25 |
41.43 |
|
R2 |
43.68 |
43.68 |
41.14 |
|
R1 |
42.13 |
42.13 |
40.86 |
41.35 |
PP |
40.56 |
40.56 |
40.56 |
40.17 |
S1 |
39.01 |
39.01 |
40.28 |
38.23 |
S2 |
37.44 |
37.44 |
40.00 |
|
S3 |
34.32 |
35.89 |
39.71 |
|
S4 |
31.20 |
32.77 |
38.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.12 |
39.00 |
3.12 |
7.6% |
1.36 |
3.3% |
74% |
False |
False |
113,966 |
10 |
42.64 |
39.00 |
3.64 |
8.8% |
1.32 |
3.2% |
63% |
False |
False |
106,834 |
20 |
42.64 |
39.00 |
3.64 |
8.8% |
1.24 |
3.0% |
63% |
False |
False |
83,991 |
40 |
42.64 |
35.25 |
7.39 |
17.9% |
1.60 |
3.9% |
82% |
False |
False |
66,778 |
60 |
42.64 |
28.25 |
14.39 |
34.8% |
1.69 |
4.1% |
91% |
False |
False |
56,162 |
80 |
42.64 |
23.26 |
19.38 |
46.9% |
1.93 |
4.7% |
93% |
False |
False |
52,042 |
100 |
42.64 |
23.26 |
19.38 |
46.9% |
2.05 |
5.0% |
93% |
False |
False |
48,463 |
120 |
54.30 |
23.26 |
31.04 |
75.1% |
2.08 |
5.0% |
58% |
False |
False |
44,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.29 |
2.618 |
45.68 |
1.618 |
44.08 |
1.000 |
43.09 |
0.618 |
42.48 |
HIGH |
41.49 |
0.618 |
40.88 |
0.500 |
40.69 |
0.382 |
40.50 |
LOW |
39.89 |
0.618 |
38.90 |
1.000 |
38.29 |
1.618 |
37.30 |
2.618 |
35.70 |
4.250 |
33.09 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
41.10 |
40.98 |
PP |
40.90 |
40.65 |
S1 |
40.69 |
40.32 |
|