NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.63 |
42.21 |
0.58 |
1.4% |
40.70 |
High |
42.54 |
43.14 |
0.60 |
1.4% |
43.68 |
Low |
41.43 |
41.75 |
0.32 |
0.8% |
39.89 |
Close |
42.17 |
41.87 |
-0.30 |
-0.7% |
41.49 |
Range |
1.11 |
1.39 |
0.28 |
25.2% |
3.79 |
ATR |
1.40 |
1.40 |
0.00 |
-0.1% |
0.00 |
Volume |
142,801 |
160,192 |
17,391 |
12.2% |
795,239 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.42 |
45.54 |
42.63 |
|
R3 |
45.03 |
44.15 |
42.25 |
|
R2 |
43.64 |
43.64 |
42.12 |
|
R1 |
42.76 |
42.76 |
42.00 |
42.51 |
PP |
42.25 |
42.25 |
42.25 |
42.13 |
S1 |
41.37 |
41.37 |
41.74 |
41.12 |
S2 |
40.86 |
40.86 |
41.62 |
|
S3 |
39.47 |
39.98 |
41.49 |
|
S4 |
38.08 |
38.59 |
41.11 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.06 |
51.06 |
43.57 |
|
R3 |
49.27 |
47.27 |
42.53 |
|
R2 |
45.48 |
45.48 |
42.18 |
|
R1 |
43.48 |
43.48 |
41.84 |
44.48 |
PP |
41.69 |
41.69 |
41.69 |
42.19 |
S1 |
39.69 |
39.69 |
41.14 |
40.69 |
S2 |
37.90 |
37.90 |
40.80 |
|
S3 |
34.11 |
35.90 |
40.45 |
|
S4 |
30.32 |
32.11 |
39.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.68 |
41.33 |
2.35 |
5.6% |
1.32 |
3.2% |
23% |
False |
False |
157,168 |
10 |
43.68 |
39.00 |
4.68 |
11.2% |
1.42 |
3.4% |
61% |
False |
False |
147,347 |
20 |
43.68 |
39.00 |
4.68 |
11.2% |
1.26 |
3.0% |
61% |
False |
False |
114,072 |
40 |
43.68 |
37.24 |
6.44 |
15.4% |
1.46 |
3.5% |
72% |
False |
False |
86,033 |
60 |
43.68 |
31.30 |
12.38 |
29.6% |
1.67 |
4.0% |
85% |
False |
False |
68,411 |
80 |
43.68 |
23.26 |
20.42 |
48.8% |
1.88 |
4.5% |
91% |
False |
False |
62,606 |
100 |
43.68 |
23.26 |
20.42 |
48.8% |
1.93 |
4.6% |
91% |
False |
False |
55,598 |
120 |
53.32 |
23.26 |
30.06 |
71.8% |
2.10 |
5.0% |
62% |
False |
False |
51,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.05 |
2.618 |
46.78 |
1.618 |
45.39 |
1.000 |
44.53 |
0.618 |
44.00 |
HIGH |
43.14 |
0.618 |
42.61 |
0.500 |
42.45 |
0.382 |
42.28 |
LOW |
41.75 |
0.618 |
40.89 |
1.000 |
40.36 |
1.618 |
39.50 |
2.618 |
38.11 |
4.250 |
35.84 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.45 |
42.24 |
PP |
42.25 |
42.11 |
S1 |
42.06 |
41.99 |
|