NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.01 |
42.54 |
0.53 |
1.3% |
41.00 |
High |
42.86 |
43.44 |
0.58 |
1.4% |
43.91 |
Low |
41.83 |
42.08 |
0.25 |
0.6% |
40.25 |
Close |
42.50 |
42.20 |
-0.30 |
-0.7% |
41.86 |
Range |
1.03 |
1.36 |
0.33 |
32.0% |
3.66 |
ATR |
1.35 |
1.35 |
0.00 |
0.1% |
0.00 |
Volume |
73,466 |
88,928 |
15,462 |
21.0% |
415,807 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.65 |
45.79 |
42.95 |
|
R3 |
45.29 |
44.43 |
42.57 |
|
R2 |
43.93 |
43.93 |
42.45 |
|
R1 |
43.07 |
43.07 |
42.32 |
42.82 |
PP |
42.57 |
42.57 |
42.57 |
42.45 |
S1 |
41.71 |
41.71 |
42.08 |
41.46 |
S2 |
41.21 |
41.21 |
41.95 |
|
S3 |
39.85 |
40.35 |
41.83 |
|
S4 |
38.49 |
38.99 |
41.45 |
|
|
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 |
41.70 |
2.21 |
5.2% |
1.28 |
3.0% |
23% |
False |
False |
87,650 |
10 |
43.91 |
39.33 |
4.58 |
10.9% |
1.38 |
3.3% |
63% |
False |
False |
75,091 |
20 |
43.91 |
39.33 |
4.58 |
10.9% |
1.21 |
2.9% |
63% |
False |
False |
55,822 |
40 |
43.91 |
37.56 |
6.35 |
15.0% |
1.39 |
3.3% |
73% |
False |
False |
43,470 |
60 |
43.91 |
31.75 |
12.16 |
28.8% |
1.60 |
3.8% |
86% |
False |
False |
35,540 |
80 |
43.91 |
24.43 |
19.48 |
46.2% |
1.79 |
4.2% |
91% |
False |
False |
33,268 |
100 |
43.91 |
24.43 |
19.48 |
46.2% |
1.84 |
4.4% |
91% |
False |
False |
30,341 |
120 |
53.26 |
24.43 |
28.83 |
68.3% |
2.01 |
4.8% |
62% |
False |
False |
28,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.22 |
2.618 |
47.00 |
1.618 |
45.64 |
1.000 |
44.80 |
0.618 |
44.28 |
HIGH |
43.44 |
0.618 |
42.92 |
0.500 |
42.76 |
0.382 |
42.60 |
LOW |
42.08 |
0.618 |
41.24 |
1.000 |
40.72 |
1.618 |
39.88 |
2.618 |
38.52 |
4.250 |
36.30 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.76 |
42.57 |
PP |
42.57 |
42.45 |
S1 |
42.39 |
42.32 |
|