NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.21 |
41.92 |
-0.29 |
-0.7% |
40.70 |
High |
43.14 |
43.17 |
0.03 |
0.1% |
43.68 |
Low |
41.75 |
41.80 |
0.05 |
0.1% |
39.89 |
Close |
41.87 |
42.95 |
1.08 |
2.6% |
41.49 |
Range |
1.39 |
1.37 |
-0.02 |
-1.4% |
3.79 |
ATR |
1.40 |
1.40 |
0.00 |
-0.2% |
0.00 |
Volume |
160,192 |
198,189 |
37,997 |
23.7% |
795,239 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.75 |
46.22 |
43.70 |
|
R3 |
45.38 |
44.85 |
43.33 |
|
R2 |
44.01 |
44.01 |
43.20 |
|
R1 |
43.48 |
43.48 |
43.08 |
43.75 |
PP |
42.64 |
42.64 |
42.64 |
42.77 |
S1 |
42.11 |
42.11 |
42.82 |
42.38 |
S2 |
41.27 |
41.27 |
42.70 |
|
S3 |
39.90 |
40.74 |
42.57 |
|
S4 |
38.53 |
39.37 |
42.20 |
|
|
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 |
43.17 |
41.33 |
1.84 |
4.3% |
1.19 |
2.8% |
88% |
True |
False |
151,948 |
10 |
43.68 |
39.00 |
4.68 |
10.9% |
1.50 |
3.5% |
84% |
False |
False |
156,170 |
20 |
43.68 |
39.00 |
4.68 |
10.9% |
1.27 |
3.0% |
84% |
False |
False |
120,339 |
40 |
43.68 |
37.56 |
6.12 |
14.2% |
1.43 |
3.3% |
88% |
False |
False |
90,285 |
60 |
43.68 |
32.33 |
11.35 |
26.4% |
1.65 |
3.8% |
94% |
False |
False |
70,976 |
80 |
43.68 |
23.26 |
20.42 |
47.5% |
1.87 |
4.3% |
96% |
False |
False |
64,561 |
100 |
43.68 |
23.26 |
20.42 |
47.5% |
1.90 |
4.4% |
96% |
False |
False |
57,192 |
120 |
52.35 |
23.26 |
29.09 |
67.7% |
2.11 |
4.9% |
68% |
False |
False |
53,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.99 |
2.618 |
46.76 |
1.618 |
45.39 |
1.000 |
44.54 |
0.618 |
44.02 |
HIGH |
43.17 |
0.618 |
42.65 |
0.500 |
42.49 |
0.382 |
42.32 |
LOW |
41.80 |
0.618 |
40.95 |
1.000 |
40.43 |
1.618 |
39.58 |
2.618 |
38.21 |
4.250 |
35.98 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.80 |
42.73 |
PP |
42.64 |
42.52 |
S1 |
42.49 |
42.30 |
|