NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.62 |
42.45 |
-0.17 |
-0.4% |
41.63 |
High |
42.84 |
43.25 |
0.41 |
1.0% |
43.17 |
Low |
41.93 |
42.09 |
0.16 |
0.4% |
41.43 |
Close |
42.31 |
43.17 |
0.86 |
2.0% |
42.31 |
Range |
0.91 |
1.16 |
0.25 |
27.5% |
1.74 |
ATR |
1.32 |
1.31 |
-0.01 |
-0.9% |
0.00 |
Volume |
180,371 |
193,105 |
12,734 |
7.1% |
861,083 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.32 |
45.90 |
43.81 |
|
R3 |
45.16 |
44.74 |
43.49 |
|
R2 |
44.00 |
44.00 |
43.38 |
|
R1 |
43.58 |
43.58 |
43.28 |
43.79 |
PP |
42.84 |
42.84 |
42.84 |
42.94 |
S1 |
42.42 |
42.42 |
43.06 |
42.63 |
S2 |
41.68 |
41.68 |
42.96 |
|
S3 |
40.52 |
41.26 |
42.85 |
|
S4 |
39.36 |
40.10 |
42.53 |
|
|
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 |
43.25 |
41.75 |
1.50 |
3.5% |
1.11 |
2.6% |
95% |
True |
False |
182,277 |
10 |
43.68 |
40.43 |
3.25 |
7.5% |
1.26 |
2.9% |
84% |
False |
False |
172,883 |
20 |
43.68 |
39.00 |
4.68 |
10.8% |
1.29 |
3.0% |
89% |
False |
False |
139,858 |
40 |
43.68 |
37.56 |
6.12 |
14.2% |
1.37 |
3.2% |
92% |
False |
False |
101,286 |
60 |
43.68 |
32.33 |
11.35 |
26.3% |
1.63 |
3.8% |
96% |
False |
False |
78,623 |
80 |
43.68 |
24.78 |
18.90 |
43.8% |
1.71 |
4.0% |
97% |
False |
False |
69,199 |
100 |
43.68 |
23.26 |
20.42 |
47.3% |
1.87 |
4.3% |
98% |
False |
False |
62,130 |
120 |
49.00 |
23.26 |
25.74 |
59.6% |
2.09 |
4.8% |
77% |
False |
False |
57,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.18 |
2.618 |
46.29 |
1.618 |
45.13 |
1.000 |
44.41 |
0.618 |
43.97 |
HIGH |
43.25 |
0.618 |
42.81 |
0.500 |
42.67 |
0.382 |
42.53 |
LOW |
42.09 |
0.618 |
41.37 |
1.000 |
40.93 |
1.618 |
40.21 |
2.618 |
39.05 |
4.250 |
37.16 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.00 |
42.98 |
PP |
42.84 |
42.78 |
S1 |
42.67 |
42.59 |
|