NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 10-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.54 |
42.01 |
-0.53 |
-1.2% |
41.00 |
High |
42.78 |
42.86 |
0.08 |
0.2% |
43.91 |
Low |
41.70 |
41.83 |
0.13 |
0.3% |
40.25 |
Close |
41.86 |
42.50 |
0.64 |
1.5% |
41.86 |
Range |
1.08 |
1.03 |
-0.05 |
-4.6% |
3.66 |
ATR |
1.37 |
1.35 |
-0.02 |
-1.8% |
0.00 |
Volume |
79,225 |
73,466 |
-5,759 |
-7.3% |
415,807 |
|
Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.49 |
45.02 |
43.07 |
|
R3 |
44.46 |
43.99 |
42.78 |
|
R2 |
43.43 |
43.43 |
42.69 |
|
R1 |
42.96 |
42.96 |
42.59 |
43.20 |
PP |
42.40 |
42.40 |
42.40 |
42.51 |
S1 |
41.93 |
41.93 |
42.41 |
42.17 |
S2 |
41.37 |
41.37 |
42.31 |
|
S3 |
40.34 |
40.90 |
42.22 |
|
S4 |
39.31 |
39.87 |
41.93 |
|
|
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 |
40.80 |
3.11 |
7.3% |
1.35 |
3.2% |
55% |
False |
False |
85,514 |
10 |
43.91 |
39.33 |
4.58 |
10.8% |
1.34 |
3.2% |
69% |
False |
False |
70,205 |
20 |
43.91 |
39.33 |
4.58 |
10.8% |
1.22 |
2.9% |
69% |
False |
False |
52,619 |
40 |
43.91 |
35.56 |
8.35 |
19.6% |
1.43 |
3.4% |
83% |
False |
False |
41,674 |
60 |
43.91 |
30.34 |
13.57 |
31.9% |
1.60 |
3.8% |
90% |
False |
False |
34,458 |
80 |
43.91 |
24.43 |
19.48 |
45.8% |
1.78 |
4.2% |
93% |
False |
False |
32,312 |
100 |
43.91 |
24.43 |
19.48 |
45.8% |
1.87 |
4.4% |
93% |
False |
False |
29,669 |
120 |
54.17 |
24.43 |
29.74 |
70.0% |
2.01 |
4.7% |
61% |
False |
False |
28,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.24 |
2.618 |
45.56 |
1.618 |
44.53 |
1.000 |
43.89 |
0.618 |
43.50 |
HIGH |
42.86 |
0.618 |
42.47 |
0.500 |
42.35 |
0.382 |
42.22 |
LOW |
41.83 |
0.618 |
41.19 |
1.000 |
40.80 |
1.618 |
40.16 |
2.618 |
39.13 |
4.250 |
37.45 |
|
|
Fisher Pivots for day following 10-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.45 |
42.48 |
PP |
42.40 |
42.46 |
S1 |
42.35 |
42.45 |
|