NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.54 |
42.24 |
-0.30 |
-0.7% |
41.00 |
High |
43.44 |
43.46 |
0.02 |
0.0% |
43.91 |
Low |
42.08 |
42.13 |
0.05 |
0.1% |
40.25 |
Close |
42.20 |
43.25 |
1.05 |
2.5% |
41.86 |
Range |
1.36 |
1.33 |
-0.03 |
-2.2% |
3.66 |
ATR |
1.35 |
1.35 |
0.00 |
-0.1% |
0.00 |
Volume |
88,928 |
101,785 |
12,857 |
14.5% |
415,807 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.94 |
46.42 |
43.98 |
|
R3 |
45.61 |
45.09 |
43.62 |
|
R2 |
44.28 |
44.28 |
43.49 |
|
R1 |
43.76 |
43.76 |
43.37 |
44.02 |
PP |
42.95 |
42.95 |
42.95 |
43.08 |
S1 |
42.43 |
42.43 |
43.13 |
42.69 |
S2 |
41.62 |
41.62 |
43.01 |
|
S3 |
40.29 |
41.10 |
42.88 |
|
S4 |
38.96 |
39.77 |
42.52 |
|
|
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 |
43.46 |
41.70 |
1.76 |
4.1% |
1.15 |
2.7% |
88% |
True |
False |
87,561 |
10 |
43.91 |
39.33 |
4.58 |
10.6% |
1.45 |
3.4% |
86% |
False |
False |
79,709 |
20 |
43.91 |
39.33 |
4.58 |
10.6% |
1.23 |
2.8% |
86% |
False |
False |
59,124 |
40 |
43.91 |
37.82 |
6.09 |
14.1% |
1.37 |
3.2% |
89% |
False |
False |
45,537 |
60 |
43.91 |
32.79 |
11.12 |
25.7% |
1.57 |
3.6% |
94% |
False |
False |
36,797 |
80 |
43.91 |
24.43 |
19.48 |
45.0% |
1.77 |
4.1% |
97% |
False |
False |
34,216 |
100 |
43.91 |
24.43 |
19.48 |
45.0% |
1.81 |
4.2% |
97% |
False |
False |
31,200 |
120 |
52.03 |
24.43 |
27.60 |
63.8% |
2.02 |
4.7% |
68% |
False |
False |
29,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.11 |
2.618 |
46.94 |
1.618 |
45.61 |
1.000 |
44.79 |
0.618 |
44.28 |
HIGH |
43.46 |
0.618 |
42.95 |
0.500 |
42.80 |
0.382 |
42.64 |
LOW |
42.13 |
0.618 |
41.31 |
1.000 |
40.80 |
1.618 |
39.98 |
2.618 |
38.65 |
4.250 |
36.48 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.10 |
43.05 |
PP |
42.95 |
42.85 |
S1 |
42.80 |
42.65 |
|