NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.48 |
42.36 |
-0.12 |
-0.3% |
42.45 |
High |
42.89 |
43.57 |
0.68 |
1.6% |
43.29 |
Low |
42.23 |
42.31 |
0.08 |
0.2% |
41.46 |
Close |
42.62 |
43.35 |
0.73 |
1.7% |
42.34 |
Range |
0.66 |
1.26 |
0.60 |
90.9% |
1.83 |
ATR |
1.23 |
1.23 |
0.00 |
0.2% |
0.00 |
Volume |
294,731 |
330,800 |
36,069 |
12.2% |
1,505,628 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.86 |
46.36 |
44.04 |
|
R3 |
45.60 |
45.10 |
43.70 |
|
R2 |
44.34 |
44.34 |
43.58 |
|
R1 |
43.84 |
43.84 |
43.47 |
44.09 |
PP |
43.08 |
43.08 |
43.08 |
43.20 |
S1 |
42.58 |
42.58 |
43.23 |
42.83 |
S2 |
41.82 |
41.82 |
43.12 |
|
S3 |
40.56 |
41.32 |
43.00 |
|
S4 |
39.30 |
40.06 |
42.66 |
|
|
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 |
43.57 |
41.46 |
2.11 |
4.9% |
1.09 |
2.5% |
90% |
True |
False |
330,582 |
10 |
43.57 |
41.46 |
2.11 |
4.9% |
1.05 |
2.4% |
90% |
True |
False |
268,924 |
20 |
43.68 |
39.00 |
4.68 |
10.8% |
1.24 |
2.9% |
93% |
False |
False |
208,136 |
40 |
43.68 |
39.00 |
4.68 |
10.8% |
1.22 |
2.8% |
93% |
False |
False |
142,932 |
60 |
43.68 |
35.25 |
8.43 |
19.4% |
1.50 |
3.5% |
96% |
False |
False |
107,875 |
80 |
43.68 |
25.73 |
17.95 |
41.4% |
1.64 |
3.8% |
98% |
False |
False |
90,050 |
100 |
43.68 |
23.26 |
20.42 |
47.1% |
1.83 |
4.2% |
98% |
False |
False |
79,431 |
120 |
46.84 |
23.26 |
23.58 |
54.4% |
2.03 |
4.7% |
85% |
False |
False |
72,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.93 |
2.618 |
46.87 |
1.618 |
45.61 |
1.000 |
44.83 |
0.618 |
44.35 |
HIGH |
43.57 |
0.618 |
43.09 |
0.500 |
42.94 |
0.382 |
42.79 |
LOW |
42.31 |
0.618 |
41.53 |
1.000 |
41.05 |
1.618 |
40.27 |
2.618 |
39.01 |
4.250 |
36.96 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.21 |
43.07 |
PP |
43.08 |
42.79 |
S1 |
42.94 |
42.52 |
|