NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.04 |
41.00 |
-0.04 |
-0.1% |
41.63 |
High |
41.20 |
41.83 |
0.63 |
1.5% |
42.31 |
Low |
40.31 |
40.25 |
-0.06 |
-0.1% |
39.33 |
Close |
40.91 |
41.68 |
0.77 |
1.9% |
40.91 |
Range |
0.89 |
1.58 |
0.69 |
77.5% |
2.98 |
ATR |
1.34 |
1.36 |
0.02 |
1.3% |
0.00 |
Volume |
46,423 |
61,702 |
15,279 |
32.9% |
270,583 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.99 |
45.42 |
42.55 |
|
R3 |
44.41 |
43.84 |
42.11 |
|
R2 |
42.83 |
42.83 |
41.97 |
|
R1 |
42.26 |
42.26 |
41.82 |
42.55 |
PP |
41.25 |
41.25 |
41.25 |
41.40 |
S1 |
40.68 |
40.68 |
41.54 |
40.97 |
S2 |
39.67 |
39.67 |
41.39 |
|
S3 |
38.09 |
39.10 |
41.25 |
|
S4 |
36.51 |
37.52 |
40.81 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.79 |
48.33 |
42.55 |
|
R3 |
46.81 |
45.35 |
41.73 |
|
R2 |
43.83 |
43.83 |
41.46 |
|
R1 |
42.37 |
42.37 |
41.18 |
41.61 |
PP |
40.85 |
40.85 |
40.85 |
40.47 |
S1 |
39.39 |
39.39 |
40.64 |
38.63 |
S2 |
37.87 |
37.87 |
40.36 |
|
S3 |
34.89 |
36.41 |
40.09 |
|
S4 |
31.91 |
33.43 |
39.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.31 |
39.33 |
2.98 |
7.1% |
1.33 |
3.2% |
79% |
False |
False |
54,896 |
10 |
42.75 |
39.33 |
3.42 |
8.2% |
1.28 |
3.1% |
69% |
False |
False |
49,997 |
20 |
42.75 |
39.25 |
3.50 |
8.4% |
1.19 |
2.9% |
69% |
False |
False |
38,924 |
40 |
42.75 |
35.54 |
7.21 |
17.3% |
1.54 |
3.7% |
85% |
False |
False |
33,783 |
60 |
42.75 |
29.00 |
13.75 |
33.0% |
1.61 |
3.9% |
92% |
False |
False |
29,097 |
80 |
42.75 |
24.43 |
18.32 |
44.0% |
1.84 |
4.4% |
94% |
False |
False |
28,004 |
100 |
42.75 |
24.43 |
18.32 |
44.0% |
1.96 |
4.7% |
94% |
False |
False |
27,075 |
120 |
54.17 |
24.43 |
29.74 |
71.4% |
1.99 |
4.8% |
58% |
False |
False |
24,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.55 |
2.618 |
45.97 |
1.618 |
44.39 |
1.000 |
43.41 |
0.618 |
42.81 |
HIGH |
41.83 |
0.618 |
41.23 |
0.500 |
41.04 |
0.382 |
40.85 |
LOW |
40.25 |
0.618 |
39.27 |
1.000 |
38.67 |
1.618 |
37.69 |
2.618 |
36.11 |
4.250 |
33.54 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
41.47 |
41.33 |
PP |
41.25 |
40.97 |
S1 |
41.04 |
40.62 |
|