NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.00 |
41.39 |
0.39 |
1.0% |
41.63 |
High |
41.83 |
42.55 |
0.72 |
1.7% |
42.31 |
Low |
40.25 |
40.80 |
0.55 |
1.4% |
39.33 |
Close |
41.68 |
42.21 |
0.53 |
1.3% |
40.91 |
Range |
1.58 |
1.75 |
0.17 |
10.8% |
2.98 |
ATR |
1.36 |
1.39 |
0.03 |
2.0% |
0.00 |
Volume |
61,702 |
78,247 |
16,545 |
26.8% |
270,583 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.10 |
46.41 |
43.17 |
|
R3 |
45.35 |
44.66 |
42.69 |
|
R2 |
43.60 |
43.60 |
42.53 |
|
R1 |
42.91 |
42.91 |
42.37 |
43.26 |
PP |
41.85 |
41.85 |
41.85 |
42.03 |
S1 |
41.16 |
41.16 |
42.05 |
41.51 |
S2 |
40.10 |
40.10 |
41.89 |
|
S3 |
38.35 |
39.41 |
41.73 |
|
S4 |
36.60 |
37.66 |
41.25 |
|
|
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 |
42.55 |
39.33 |
3.22 |
7.6% |
1.48 |
3.5% |
89% |
True |
False |
62,532 |
10 |
42.62 |
39.33 |
3.29 |
7.8% |
1.29 |
3.1% |
88% |
False |
False |
53,337 |
20 |
42.75 |
39.25 |
3.50 |
8.3% |
1.23 |
2.9% |
85% |
False |
False |
41,676 |
40 |
42.75 |
35.54 |
7.21 |
17.1% |
1.53 |
3.6% |
93% |
False |
False |
35,171 |
60 |
42.75 |
29.00 |
13.75 |
32.6% |
1.61 |
3.8% |
96% |
False |
False |
30,115 |
80 |
42.75 |
24.43 |
18.32 |
43.4% |
1.82 |
4.3% |
97% |
False |
False |
28,754 |
100 |
42.75 |
24.43 |
18.32 |
43.4% |
1.95 |
4.6% |
97% |
False |
False |
27,075 |
120 |
54.17 |
24.43 |
29.74 |
70.5% |
1.99 |
4.7% |
60% |
False |
False |
25,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.99 |
2.618 |
47.13 |
1.618 |
45.38 |
1.000 |
44.30 |
0.618 |
43.63 |
HIGH |
42.55 |
0.618 |
41.88 |
0.500 |
41.68 |
0.382 |
41.47 |
LOW |
40.80 |
0.618 |
39.72 |
1.000 |
39.05 |
1.618 |
37.97 |
2.618 |
36.22 |
4.250 |
33.36 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.03 |
41.94 |
PP |
41.85 |
41.67 |
S1 |
41.68 |
41.40 |
|