NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 05-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.08 |
41.80 |
0.72 |
1.8% |
41.45 |
High |
42.28 |
43.68 |
1.40 |
3.3% |
42.12 |
Low |
40.43 |
41.66 |
1.23 |
3.0% |
39.00 |
Close |
41.91 |
42.43 |
0.52 |
1.2% |
40.57 |
Range |
1.85 |
2.02 |
0.17 |
9.2% |
3.12 |
ATR |
1.44 |
1.49 |
0.04 |
2.8% |
0.00 |
Volume |
191,799 |
224,289 |
32,490 |
16.9% |
568,720 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.65 |
47.56 |
43.54 |
|
R3 |
46.63 |
45.54 |
42.99 |
|
R2 |
44.61 |
44.61 |
42.80 |
|
R1 |
43.52 |
43.52 |
42.62 |
44.07 |
PP |
42.59 |
42.59 |
42.59 |
42.86 |
S1 |
41.50 |
41.50 |
42.24 |
42.05 |
S2 |
40.57 |
40.57 |
42.06 |
|
S3 |
38.55 |
39.48 |
41.87 |
|
S4 |
36.53 |
37.46 |
41.32 |
|
|
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 |
43.68 |
39.00 |
4.68 |
11.0% |
1.80 |
4.2% |
73% |
True |
False |
160,392 |
10 |
43.68 |
39.00 |
4.68 |
11.0% |
1.45 |
3.4% |
73% |
True |
False |
129,314 |
20 |
43.68 |
39.00 |
4.68 |
11.0% |
1.35 |
3.2% |
73% |
True |
False |
100,102 |
40 |
43.68 |
35.25 |
8.43 |
19.9% |
1.60 |
3.8% |
85% |
True |
False |
75,328 |
60 |
43.68 |
28.25 |
15.43 |
36.4% |
1.70 |
4.0% |
92% |
True |
False |
61,740 |
80 |
43.68 |
23.26 |
20.42 |
48.1% |
1.92 |
4.5% |
94% |
True |
False |
56,610 |
100 |
43.68 |
23.26 |
20.42 |
48.1% |
2.04 |
4.8% |
94% |
True |
False |
51,324 |
120 |
54.30 |
23.26 |
31.04 |
73.2% |
2.09 |
4.9% |
62% |
False |
False |
47,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.27 |
2.618 |
48.97 |
1.618 |
46.95 |
1.000 |
45.70 |
0.618 |
44.93 |
HIGH |
43.68 |
0.618 |
42.91 |
0.500 |
42.67 |
0.382 |
42.43 |
LOW |
41.66 |
0.618 |
40.41 |
1.000 |
39.64 |
1.618 |
38.39 |
2.618 |
36.37 |
4.250 |
33.08 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.67 |
42.22 |
PP |
42.59 |
42.00 |
S1 |
42.51 |
41.79 |
|