NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.92 |
42.88 |
0.96 |
2.3% |
40.70 |
High |
43.17 |
43.10 |
-0.07 |
-0.2% |
43.68 |
Low |
41.80 |
42.37 |
0.57 |
1.4% |
39.89 |
Close |
42.95 |
42.52 |
-0.43 |
-1.0% |
41.49 |
Range |
1.37 |
0.73 |
-0.64 |
-46.7% |
3.79 |
ATR |
1.40 |
1.35 |
-0.05 |
-3.4% |
0.00 |
Volume |
198,189 |
179,530 |
-18,659 |
-9.4% |
795,239 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.85 |
44.42 |
42.92 |
|
R3 |
44.12 |
43.69 |
42.72 |
|
R2 |
43.39 |
43.39 |
42.65 |
|
R1 |
42.96 |
42.96 |
42.59 |
42.81 |
PP |
42.66 |
42.66 |
42.66 |
42.59 |
S1 |
42.23 |
42.23 |
42.45 |
42.08 |
S2 |
41.93 |
41.93 |
42.39 |
|
S3 |
41.20 |
41.50 |
42.32 |
|
S4 |
40.47 |
40.77 |
42.12 |
|
|
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% |
1.14 |
2.7% |
65% |
False |
False |
164,822 |
10 |
43.68 |
39.89 |
3.79 |
8.9% |
1.31 |
3.1% |
69% |
False |
False |
157,851 |
20 |
43.68 |
39.00 |
4.68 |
11.0% |
1.28 |
3.0% |
75% |
False |
False |
126,766 |
40 |
43.68 |
37.56 |
6.12 |
14.4% |
1.41 |
3.3% |
81% |
False |
False |
94,063 |
60 |
43.68 |
32.33 |
11.35 |
26.7% |
1.64 |
3.9% |
90% |
False |
False |
73,511 |
80 |
43.68 |
23.26 |
20.42 |
48.0% |
1.78 |
4.2% |
94% |
False |
False |
65,442 |
100 |
43.68 |
23.26 |
20.42 |
48.0% |
1.88 |
4.4% |
94% |
False |
False |
58,781 |
120 |
52.02 |
23.26 |
28.76 |
67.6% |
2.10 |
4.9% |
67% |
False |
False |
54,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.20 |
2.618 |
45.01 |
1.618 |
44.28 |
1.000 |
43.83 |
0.618 |
43.55 |
HIGH |
43.10 |
0.618 |
42.82 |
0.500 |
42.74 |
0.382 |
42.65 |
LOW |
42.37 |
0.618 |
41.92 |
1.000 |
41.64 |
1.618 |
41.19 |
2.618 |
40.46 |
4.250 |
39.27 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.74 |
42.50 |
PP |
42.66 |
42.48 |
S1 |
42.59 |
42.46 |
|