NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.99 |
42.74 |
0.75 |
1.8% |
41.63 |
High |
43.91 |
43.19 |
-0.72 |
-1.6% |
42.31 |
Low |
41.94 |
42.25 |
0.31 |
0.7% |
39.33 |
Close |
42.76 |
42.56 |
-0.20 |
-0.5% |
40.91 |
Range |
1.97 |
0.94 |
-1.03 |
-52.3% |
2.98 |
ATR |
1.43 |
1.40 |
-0.04 |
-2.4% |
0.00 |
Volume |
102,230 |
94,403 |
-7,827 |
-7.7% |
270,583 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.49 |
44.96 |
43.08 |
|
R3 |
44.55 |
44.02 |
42.82 |
|
R2 |
43.61 |
43.61 |
42.73 |
|
R1 |
43.08 |
43.08 |
42.65 |
42.88 |
PP |
42.67 |
42.67 |
42.67 |
42.56 |
S1 |
42.14 |
42.14 |
42.47 |
41.94 |
S2 |
41.73 |
41.73 |
42.39 |
|
S3 |
40.79 |
41.20 |
42.30 |
|
S4 |
39.85 |
40.26 |
42.04 |
|
|
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 |
40.25 |
3.66 |
8.6% |
1.43 |
3.4% |
63% |
False |
False |
76,601 |
10 |
43.91 |
39.33 |
4.58 |
10.8% |
1.35 |
3.2% |
71% |
False |
False |
64,885 |
20 |
43.91 |
39.25 |
4.66 |
10.9% |
1.26 |
3.0% |
71% |
False |
False |
48,302 |
40 |
43.91 |
35.54 |
8.37 |
19.7% |
1.51 |
3.6% |
84% |
False |
False |
39,099 |
60 |
43.91 |
29.00 |
14.91 |
35.0% |
1.62 |
3.8% |
91% |
False |
False |
32,687 |
80 |
43.91 |
24.43 |
19.48 |
45.8% |
1.81 |
4.3% |
93% |
False |
False |
30,710 |
100 |
43.91 |
24.43 |
19.48 |
45.8% |
1.93 |
4.5% |
93% |
False |
False |
28,669 |
120 |
54.17 |
24.43 |
29.74 |
69.9% |
2.01 |
4.7% |
61% |
False |
False |
26,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.19 |
2.618 |
45.65 |
1.618 |
44.71 |
1.000 |
44.13 |
0.618 |
43.77 |
HIGH |
43.19 |
0.618 |
42.83 |
0.500 |
42.72 |
0.382 |
42.61 |
LOW |
42.25 |
0.618 |
41.67 |
1.000 |
41.31 |
1.618 |
40.73 |
2.618 |
39.79 |
4.250 |
38.26 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.72 |
42.49 |
PP |
42.67 |
42.42 |
S1 |
42.61 |
42.36 |
|