NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 05-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.39 |
41.99 |
0.60 |
1.4% |
41.63 |
High |
42.55 |
43.91 |
1.36 |
3.2% |
42.31 |
Low |
40.80 |
41.94 |
1.14 |
2.8% |
39.33 |
Close |
42.21 |
42.76 |
0.55 |
1.3% |
40.91 |
Range |
1.75 |
1.97 |
0.22 |
12.6% |
2.98 |
ATR |
1.39 |
1.43 |
0.04 |
3.0% |
0.00 |
Volume |
78,247 |
102,230 |
23,983 |
30.7% |
270,583 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.78 |
47.74 |
43.84 |
|
R3 |
46.81 |
45.77 |
43.30 |
|
R2 |
44.84 |
44.84 |
43.12 |
|
R1 |
43.80 |
43.80 |
42.94 |
44.32 |
PP |
42.87 |
42.87 |
42.87 |
43.13 |
S1 |
41.83 |
41.83 |
42.58 |
42.35 |
S2 |
40.90 |
40.90 |
42.40 |
|
S3 |
38.93 |
39.86 |
42.22 |
|
S4 |
36.96 |
37.89 |
41.68 |
|
|
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 |
43.91 |
39.33 |
4.58 |
10.7% |
1.75 |
4.1% |
75% |
True |
False |
71,858 |
10 |
43.91 |
39.33 |
4.58 |
10.7% |
1.40 |
3.3% |
75% |
True |
False |
60,515 |
20 |
43.91 |
39.25 |
4.66 |
10.9% |
1.29 |
3.0% |
75% |
True |
False |
45,223 |
40 |
43.91 |
35.54 |
8.37 |
19.6% |
1.54 |
3.6% |
86% |
True |
False |
37,168 |
60 |
43.91 |
29.00 |
14.91 |
34.9% |
1.62 |
3.8% |
92% |
True |
False |
31,485 |
80 |
43.91 |
24.43 |
19.48 |
45.6% |
1.82 |
4.3% |
94% |
True |
False |
29,855 |
100 |
43.91 |
24.43 |
19.48 |
45.6% |
1.95 |
4.6% |
94% |
True |
False |
27,892 |
120 |
54.17 |
24.43 |
29.74 |
69.6% |
2.00 |
4.7% |
62% |
False |
False |
26,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.28 |
2.618 |
49.07 |
1.618 |
47.10 |
1.000 |
45.88 |
0.618 |
45.13 |
HIGH |
43.91 |
0.618 |
43.16 |
0.500 |
42.93 |
0.382 |
42.69 |
LOW |
41.94 |
0.618 |
40.72 |
1.000 |
39.97 |
1.618 |
38.75 |
2.618 |
36.78 |
4.250 |
33.57 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.93 |
42.53 |
PP |
42.87 |
42.31 |
S1 |
42.82 |
42.08 |
|