NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.74 |
42.54 |
-0.20 |
-0.5% |
41.00 |
High |
43.19 |
42.78 |
-0.41 |
-0.9% |
43.91 |
Low |
42.25 |
41.70 |
-0.55 |
-1.3% |
40.25 |
Close |
42.56 |
41.86 |
-0.70 |
-1.6% |
41.86 |
Range |
0.94 |
1.08 |
0.14 |
14.9% |
3.66 |
ATR |
1.40 |
1.37 |
-0.02 |
-1.6% |
0.00 |
Volume |
94,403 |
79,225 |
-15,178 |
-16.1% |
415,807 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.35 |
44.69 |
42.45 |
|
R3 |
44.27 |
43.61 |
42.16 |
|
R2 |
43.19 |
43.19 |
42.06 |
|
R1 |
42.53 |
42.53 |
41.96 |
42.32 |
PP |
42.11 |
42.11 |
42.11 |
42.01 |
S1 |
41.45 |
41.45 |
41.76 |
41.24 |
S2 |
41.03 |
41.03 |
41.66 |
|
S3 |
39.95 |
40.37 |
41.56 |
|
S4 |
38.87 |
39.29 |
41.27 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.99 |
51.08 |
43.87 |
|
R3 |
49.33 |
47.42 |
42.87 |
|
R2 |
45.67 |
45.67 |
42.53 |
|
R1 |
43.76 |
43.76 |
42.20 |
44.72 |
PP |
42.01 |
42.01 |
42.01 |
42.48 |
S1 |
40.10 |
40.10 |
41.52 |
41.06 |
S2 |
38.35 |
38.35 |
41.19 |
|
S3 |
34.69 |
36.44 |
40.85 |
|
S4 |
31.03 |
32.78 |
39.85 |
|
|
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 |
8.7% |
1.46 |
3.5% |
44% |
False |
False |
83,161 |
10 |
43.91 |
39.33 |
4.58 |
10.9% |
1.37 |
3.3% |
55% |
False |
False |
68,639 |
20 |
43.91 |
39.33 |
4.58 |
10.9% |
1.22 |
2.9% |
55% |
False |
False |
50,632 |
40 |
43.91 |
35.54 |
8.37 |
20.0% |
1.46 |
3.5% |
76% |
False |
False |
40,417 |
60 |
43.91 |
29.03 |
14.88 |
35.5% |
1.61 |
3.9% |
86% |
False |
False |
33,608 |
80 |
43.91 |
24.43 |
19.48 |
46.5% |
1.79 |
4.3% |
89% |
False |
False |
31,510 |
100 |
43.91 |
24.43 |
19.48 |
46.5% |
1.92 |
4.6% |
89% |
False |
False |
29,333 |
120 |
54.17 |
24.43 |
29.74 |
71.0% |
2.01 |
4.8% |
59% |
False |
False |
27,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.37 |
2.618 |
45.61 |
1.618 |
44.53 |
1.000 |
43.86 |
0.618 |
43.45 |
HIGH |
42.78 |
0.618 |
42.37 |
0.500 |
42.24 |
0.382 |
42.11 |
LOW |
41.70 |
0.618 |
41.03 |
1.000 |
40.62 |
1.618 |
39.95 |
2.618 |
38.87 |
4.250 |
37.11 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.24 |
42.81 |
PP |
42.11 |
42.49 |
S1 |
41.99 |
42.18 |
|