NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.88 |
42.62 |
-0.26 |
-0.6% |
41.63 |
High |
43.10 |
42.84 |
-0.26 |
-0.6% |
43.17 |
Low |
42.37 |
41.93 |
-0.44 |
-1.0% |
41.43 |
Close |
42.52 |
42.31 |
-0.21 |
-0.5% |
42.31 |
Range |
0.73 |
0.91 |
0.18 |
24.7% |
1.74 |
ATR |
1.35 |
1.32 |
-0.03 |
-2.3% |
0.00 |
Volume |
179,530 |
180,371 |
841 |
0.5% |
861,083 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.09 |
44.61 |
42.81 |
|
R3 |
44.18 |
43.70 |
42.56 |
|
R2 |
43.27 |
43.27 |
42.48 |
|
R1 |
42.79 |
42.79 |
42.39 |
42.58 |
PP |
42.36 |
42.36 |
42.36 |
42.25 |
S1 |
41.88 |
41.88 |
42.23 |
41.67 |
S2 |
41.45 |
41.45 |
42.14 |
|
S3 |
40.54 |
40.97 |
42.06 |
|
S4 |
39.63 |
40.06 |
41.81 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.52 |
46.66 |
43.27 |
|
R3 |
45.78 |
44.92 |
42.79 |
|
R2 |
44.04 |
44.04 |
42.63 |
|
R1 |
43.18 |
43.18 |
42.47 |
43.61 |
PP |
42.30 |
42.30 |
42.30 |
42.52 |
S1 |
41.44 |
41.44 |
42.15 |
41.87 |
S2 |
40.56 |
40.56 |
41.99 |
|
S3 |
38.82 |
39.70 |
41.83 |
|
S4 |
37.08 |
37.96 |
41.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.17 |
41.43 |
1.74 |
4.1% |
1.10 |
2.6% |
51% |
False |
False |
172,216 |
10 |
43.68 |
39.89 |
3.79 |
9.0% |
1.31 |
3.1% |
64% |
False |
False |
165,632 |
20 |
43.68 |
39.00 |
4.68 |
11.1% |
1.28 |
3.0% |
71% |
False |
False |
132,847 |
40 |
43.68 |
37.56 |
6.12 |
14.5% |
1.39 |
3.3% |
78% |
False |
False |
97,709 |
60 |
43.68 |
32.33 |
11.35 |
26.8% |
1.63 |
3.8% |
88% |
False |
False |
76,041 |
80 |
43.68 |
24.78 |
18.90 |
44.7% |
1.73 |
4.1% |
93% |
False |
False |
67,150 |
100 |
43.68 |
23.26 |
20.42 |
48.3% |
1.88 |
4.4% |
93% |
False |
False |
60,426 |
120 |
50.44 |
23.26 |
27.18 |
64.2% |
2.09 |
4.9% |
70% |
False |
False |
55,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.71 |
2.618 |
45.22 |
1.618 |
44.31 |
1.000 |
43.75 |
0.618 |
43.40 |
HIGH |
42.84 |
0.618 |
42.49 |
0.500 |
42.39 |
0.382 |
42.28 |
LOW |
41.93 |
0.618 |
41.37 |
1.000 |
41.02 |
1.618 |
40.46 |
2.618 |
39.55 |
4.250 |
38.06 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.39 |
42.49 |
PP |
42.36 |
42.43 |
S1 |
42.34 |
42.37 |
|