NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.80 |
42.42 |
0.62 |
1.5% |
41.45 |
High |
43.68 |
42.87 |
-0.81 |
-1.9% |
42.12 |
Low |
41.66 |
41.89 |
0.23 |
0.6% |
39.00 |
Close |
42.43 |
42.20 |
-0.23 |
-0.5% |
40.57 |
Range |
2.02 |
0.98 |
-1.04 |
-51.5% |
3.12 |
ATR |
1.49 |
1.45 |
-0.04 |
-2.4% |
0.00 |
Volume |
224,289 |
115,161 |
-109,128 |
-48.7% |
568,720 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.26 |
44.71 |
42.74 |
|
R3 |
44.28 |
43.73 |
42.47 |
|
R2 |
43.30 |
43.30 |
42.38 |
|
R1 |
42.75 |
42.75 |
42.29 |
42.54 |
PP |
42.32 |
42.32 |
42.32 |
42.21 |
S1 |
41.77 |
41.77 |
42.11 |
41.56 |
S2 |
41.34 |
41.34 |
42.02 |
|
S3 |
40.36 |
40.79 |
41.93 |
|
S4 |
39.38 |
39.81 |
41.66 |
|
|
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 |
39.89 |
3.79 |
9.0% |
1.47 |
3.5% |
61% |
False |
False |
150,881 |
10 |
43.68 |
39.00 |
4.68 |
11.1% |
1.39 |
3.3% |
68% |
False |
False |
130,360 |
20 |
43.68 |
39.00 |
4.68 |
11.1% |
1.32 |
3.1% |
68% |
False |
False |
102,416 |
40 |
43.68 |
35.25 |
8.43 |
20.0% |
1.57 |
3.7% |
82% |
False |
False |
77,569 |
60 |
43.68 |
28.25 |
15.43 |
36.6% |
1.70 |
4.0% |
90% |
False |
False |
62,937 |
80 |
43.68 |
23.26 |
20.42 |
48.4% |
1.91 |
4.5% |
93% |
False |
False |
57,655 |
100 |
43.68 |
23.26 |
20.42 |
48.4% |
2.03 |
4.8% |
93% |
False |
False |
52,209 |
120 |
54.30 |
23.26 |
31.04 |
73.6% |
2.10 |
5.0% |
61% |
False |
False |
48,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.04 |
2.618 |
45.44 |
1.618 |
44.46 |
1.000 |
43.85 |
0.618 |
43.48 |
HIGH |
42.87 |
0.618 |
42.50 |
0.500 |
42.38 |
0.382 |
42.26 |
LOW |
41.89 |
0.618 |
41.28 |
1.000 |
40.91 |
1.618 |
40.30 |
2.618 |
39.32 |
4.250 |
37.73 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.38 |
42.15 |
PP |
42.32 |
42.10 |
S1 |
42.26 |
42.06 |
|