NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.75 |
42.48 |
-0.27 |
-0.6% |
42.45 |
High |
42.96 |
42.89 |
-0.07 |
-0.2% |
43.29 |
Low |
41.46 |
42.23 |
0.77 |
1.9% |
41.46 |
Close |
42.34 |
42.62 |
0.28 |
0.7% |
42.34 |
Range |
1.50 |
0.66 |
-0.84 |
-56.0% |
1.83 |
ATR |
1.27 |
1.23 |
-0.04 |
-3.4% |
0.00 |
Volume |
345,368 |
294,731 |
-50,637 |
-14.7% |
1,505,628 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.56 |
44.25 |
42.98 |
|
R3 |
43.90 |
43.59 |
42.80 |
|
R2 |
43.24 |
43.24 |
42.74 |
|
R1 |
42.93 |
42.93 |
42.68 |
43.09 |
PP |
42.58 |
42.58 |
42.58 |
42.66 |
S1 |
42.27 |
42.27 |
42.56 |
42.43 |
S2 |
41.92 |
41.92 |
42.50 |
|
S3 |
41.26 |
41.61 |
42.44 |
|
S4 |
40.60 |
40.95 |
42.26 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.85 |
46.93 |
43.35 |
|
R3 |
46.02 |
45.10 |
42.84 |
|
R2 |
44.19 |
44.19 |
42.68 |
|
R1 |
43.27 |
43.27 |
42.51 |
42.82 |
PP |
42.36 |
42.36 |
42.36 |
42.14 |
S1 |
41.44 |
41.44 |
42.17 |
40.99 |
S2 |
40.53 |
40.53 |
42.00 |
|
S3 |
38.70 |
39.61 |
41.84 |
|
S4 |
36.87 |
37.78 |
41.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.29 |
41.46 |
1.83 |
4.3% |
1.01 |
2.4% |
63% |
False |
False |
321,450 |
10 |
43.29 |
41.46 |
1.83 |
4.3% |
1.06 |
2.5% |
63% |
False |
False |
251,864 |
20 |
43.68 |
39.00 |
4.68 |
11.0% |
1.22 |
2.9% |
77% |
False |
False |
195,296 |
40 |
43.68 |
37.89 |
5.79 |
13.6% |
1.25 |
2.9% |
82% |
False |
False |
135,915 |
60 |
43.68 |
35.25 |
8.43 |
19.8% |
1.50 |
3.5% |
87% |
False |
False |
102,800 |
80 |
43.68 |
25.73 |
17.95 |
42.1% |
1.66 |
3.9% |
94% |
False |
False |
86,465 |
100 |
43.68 |
23.26 |
20.42 |
47.9% |
1.85 |
4.3% |
95% |
False |
False |
76,721 |
120 |
48.15 |
23.26 |
24.89 |
58.4% |
2.03 |
4.8% |
78% |
False |
False |
69,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.70 |
2.618 |
44.62 |
1.618 |
43.96 |
1.000 |
43.55 |
0.618 |
43.30 |
HIGH |
42.89 |
0.618 |
42.64 |
0.500 |
42.56 |
0.382 |
42.48 |
LOW |
42.23 |
0.618 |
41.82 |
1.000 |
41.57 |
1.618 |
41.16 |
2.618 |
40.50 |
4.250 |
39.43 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.60 |
42.49 |
PP |
42.58 |
42.35 |
S1 |
42.56 |
42.22 |
|