NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.24 |
43.13 |
0.89 |
2.1% |
41.00 |
High |
43.46 |
43.40 |
-0.06 |
-0.1% |
43.91 |
Low |
42.13 |
42.69 |
0.56 |
1.3% |
40.25 |
Close |
43.25 |
42.84 |
-0.41 |
-0.9% |
41.86 |
Range |
1.33 |
0.71 |
-0.62 |
-46.6% |
3.66 |
ATR |
1.35 |
1.30 |
-0.05 |
-3.4% |
0.00 |
Volume |
101,785 |
88,124 |
-13,661 |
-13.4% |
415,807 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.11 |
44.68 |
43.23 |
|
R3 |
44.40 |
43.97 |
43.04 |
|
R2 |
43.69 |
43.69 |
42.97 |
|
R1 |
43.26 |
43.26 |
42.91 |
43.12 |
PP |
42.98 |
42.98 |
42.98 |
42.91 |
S1 |
42.55 |
42.55 |
42.77 |
42.41 |
S2 |
42.27 |
42.27 |
42.71 |
|
S3 |
41.56 |
41.84 |
42.64 |
|
S4 |
40.85 |
41.13 |
42.45 |
|
|
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 |
43.46 |
41.70 |
1.76 |
4.1% |
1.10 |
2.6% |
65% |
False |
False |
86,305 |
10 |
43.91 |
40.25 |
3.66 |
8.5% |
1.26 |
3.0% |
71% |
False |
False |
81,453 |
20 |
43.91 |
39.33 |
4.58 |
10.7% |
1.23 |
2.9% |
77% |
False |
False |
62,660 |
40 |
43.91 |
37.82 |
6.09 |
14.2% |
1.35 |
3.2% |
82% |
False |
False |
47,219 |
60 |
43.91 |
32.79 |
11.12 |
26.0% |
1.57 |
3.7% |
90% |
False |
False |
38,016 |
80 |
43.91 |
24.43 |
19.48 |
45.5% |
1.69 |
4.0% |
95% |
False |
False |
34,507 |
100 |
43.91 |
24.43 |
19.48 |
45.5% |
1.79 |
4.2% |
95% |
False |
False |
31,979 |
120 |
51.98 |
24.43 |
27.55 |
64.3% |
2.01 |
4.7% |
67% |
False |
False |
30,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.42 |
2.618 |
45.26 |
1.618 |
44.55 |
1.000 |
44.11 |
0.618 |
43.84 |
HIGH |
43.40 |
0.618 |
43.13 |
0.500 |
43.05 |
0.382 |
42.96 |
LOW |
42.69 |
0.618 |
42.25 |
1.000 |
41.98 |
1.618 |
41.54 |
2.618 |
40.83 |
4.250 |
39.67 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.05 |
42.82 |
PP |
42.98 |
42.79 |
S1 |
42.91 |
42.77 |
|