NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.81 |
42.95 |
0.14 |
0.3% |
41.63 |
High |
43.21 |
42.98 |
-0.23 |
-0.5% |
43.17 |
Low |
42.55 |
41.63 |
-0.92 |
-2.2% |
41.43 |
Close |
43.11 |
42.82 |
-0.29 |
-0.7% |
42.31 |
Range |
0.66 |
1.35 |
0.69 |
104.5% |
1.74 |
ATR |
1.23 |
1.25 |
0.02 |
1.4% |
0.00 |
Volume |
304,944 |
377,070 |
72,126 |
23.7% |
861,083 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.53 |
46.02 |
43.56 |
|
R3 |
45.18 |
44.67 |
43.19 |
|
R2 |
43.83 |
43.83 |
43.07 |
|
R1 |
43.32 |
43.32 |
42.94 |
42.90 |
PP |
42.48 |
42.48 |
42.48 |
42.27 |
S1 |
41.97 |
41.97 |
42.70 |
41.55 |
S2 |
41.13 |
41.13 |
42.57 |
|
S3 |
39.78 |
40.62 |
42.45 |
|
S4 |
38.43 |
39.27 |
42.08 |
|
|
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 |
43.29 |
41.63 |
1.66 |
3.9% |
0.99 |
2.3% |
72% |
False |
True |
268,126 |
10 |
43.29 |
41.33 |
1.96 |
4.6% |
1.07 |
2.5% |
76% |
False |
False |
216,474 |
20 |
43.68 |
39.00 |
4.68 |
10.9% |
1.23 |
2.9% |
82% |
False |
False |
173,417 |
40 |
43.68 |
37.56 |
6.12 |
14.3% |
1.28 |
3.0% |
86% |
False |
False |
122,330 |
60 |
43.68 |
32.66 |
11.02 |
25.7% |
1.56 |
3.6% |
92% |
False |
False |
93,091 |
80 |
43.68 |
25.00 |
18.68 |
43.6% |
1.68 |
3.9% |
95% |
False |
False |
79,787 |
100 |
43.68 |
23.26 |
20.42 |
47.7% |
1.86 |
4.3% |
96% |
False |
False |
70,897 |
120 |
49.00 |
23.26 |
25.74 |
60.1% |
2.04 |
4.8% |
76% |
False |
False |
64,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.72 |
2.618 |
46.51 |
1.618 |
45.16 |
1.000 |
44.33 |
0.618 |
43.81 |
HIGH |
42.98 |
0.618 |
42.46 |
0.500 |
42.31 |
0.382 |
42.15 |
LOW |
41.63 |
0.618 |
40.80 |
1.000 |
40.28 |
1.618 |
39.45 |
2.618 |
38.10 |
4.250 |
35.89 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.65 |
42.70 |
PP |
42.48 |
42.58 |
S1 |
42.31 |
42.46 |
|