NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
40.70 |
41.08 |
0.38 |
0.9% |
41.45 |
High |
41.49 |
42.28 |
0.79 |
1.9% |
42.12 |
Low |
39.89 |
40.43 |
0.54 |
1.4% |
39.00 |
Close |
41.31 |
41.91 |
0.60 |
1.5% |
40.57 |
Range |
1.60 |
1.85 |
0.25 |
15.6% |
3.12 |
ATR |
1.41 |
1.44 |
0.03 |
2.2% |
0.00 |
Volume |
120,591 |
191,799 |
71,208 |
59.0% |
568,720 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.09 |
46.35 |
42.93 |
|
R3 |
45.24 |
44.50 |
42.42 |
|
R2 |
43.39 |
43.39 |
42.25 |
|
R1 |
42.65 |
42.65 |
42.08 |
43.02 |
PP |
41.54 |
41.54 |
41.54 |
41.73 |
S1 |
40.80 |
40.80 |
41.74 |
41.17 |
S2 |
39.69 |
39.69 |
41.57 |
|
S3 |
37.84 |
38.95 |
41.40 |
|
S4 |
35.99 |
37.10 |
40.89 |
|
|
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 |
42.28 |
39.00 |
3.28 |
7.8% |
1.52 |
3.6% |
89% |
True |
False |
137,526 |
10 |
42.51 |
39.00 |
3.51 |
8.4% |
1.33 |
3.2% |
83% |
False |
False |
116,279 |
20 |
42.64 |
39.00 |
3.64 |
8.7% |
1.28 |
3.1% |
80% |
False |
False |
91,384 |
40 |
42.64 |
35.25 |
7.39 |
17.6% |
1.59 |
3.8% |
90% |
False |
False |
70,574 |
60 |
42.64 |
28.25 |
14.39 |
34.3% |
1.69 |
4.0% |
95% |
False |
False |
58,818 |
80 |
42.64 |
23.26 |
19.38 |
46.2% |
1.92 |
4.6% |
96% |
False |
False |
54,103 |
100 |
42.64 |
23.26 |
19.38 |
46.2% |
2.05 |
4.9% |
96% |
False |
False |
49,400 |
120 |
54.30 |
23.26 |
31.04 |
74.1% |
2.09 |
5.0% |
60% |
False |
False |
45,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.14 |
2.618 |
47.12 |
1.618 |
45.27 |
1.000 |
44.13 |
0.618 |
43.42 |
HIGH |
42.28 |
0.618 |
41.57 |
0.500 |
41.36 |
0.382 |
41.14 |
LOW |
40.43 |
0.618 |
39.29 |
1.000 |
38.58 |
1.618 |
37.44 |
2.618 |
35.59 |
4.250 |
32.57 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
41.73 |
41.64 |
PP |
41.54 |
41.36 |
S1 |
41.36 |
41.09 |
|