NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.13 |
42.94 |
-0.19 |
-0.4% |
42.01 |
High |
43.40 |
43.16 |
-0.24 |
-0.6% |
43.46 |
Low |
42.69 |
42.30 |
-0.39 |
-0.9% |
41.83 |
Close |
42.84 |
42.67 |
-0.17 |
-0.4% |
42.67 |
Range |
0.71 |
0.86 |
0.15 |
21.1% |
1.63 |
ATR |
1.30 |
1.27 |
-0.03 |
-2.4% |
0.00 |
Volume |
88,124 |
65,448 |
-22,676 |
-25.7% |
417,751 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.29 |
44.84 |
43.14 |
|
R3 |
44.43 |
43.98 |
42.91 |
|
R2 |
43.57 |
43.57 |
42.83 |
|
R1 |
43.12 |
43.12 |
42.75 |
42.92 |
PP |
42.71 |
42.71 |
42.71 |
42.61 |
S1 |
42.26 |
42.26 |
42.59 |
42.06 |
S2 |
41.85 |
41.85 |
42.51 |
|
S3 |
40.99 |
41.40 |
42.43 |
|
S4 |
40.13 |
40.54 |
42.20 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.54 |
46.74 |
43.57 |
|
R3 |
45.91 |
45.11 |
43.12 |
|
R2 |
44.28 |
44.28 |
42.97 |
|
R1 |
43.48 |
43.48 |
42.82 |
43.88 |
PP |
42.65 |
42.65 |
42.65 |
42.86 |
S1 |
41.85 |
41.85 |
42.52 |
42.25 |
S2 |
41.02 |
41.02 |
42.37 |
|
S3 |
39.39 |
40.22 |
42.22 |
|
S4 |
37.76 |
38.59 |
41.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.46 |
41.83 |
1.63 |
3.8% |
1.06 |
2.5% |
52% |
False |
False |
83,550 |
10 |
43.91 |
40.25 |
3.66 |
8.6% |
1.26 |
3.0% |
66% |
False |
False |
83,355 |
20 |
43.91 |
39.33 |
4.58 |
10.7% |
1.24 |
2.9% |
73% |
False |
False |
65,129 |
40 |
43.91 |
37.82 |
6.09 |
14.3% |
1.33 |
3.1% |
80% |
False |
False |
48,393 |
60 |
43.91 |
32.79 |
11.12 |
26.1% |
1.55 |
3.6% |
89% |
False |
False |
38,834 |
80 |
43.91 |
25.99 |
17.92 |
42.0% |
1.64 |
3.9% |
93% |
False |
False |
34,990 |
100 |
43.91 |
24.43 |
19.48 |
45.7% |
1.78 |
4.2% |
94% |
False |
False |
32,546 |
120 |
50.44 |
24.43 |
26.01 |
61.0% |
2.00 |
4.7% |
70% |
False |
False |
30,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.82 |
2.618 |
45.41 |
1.618 |
44.55 |
1.000 |
44.02 |
0.618 |
43.69 |
HIGH |
43.16 |
0.618 |
42.83 |
0.500 |
42.73 |
0.382 |
42.63 |
LOW |
42.30 |
0.618 |
41.77 |
1.000 |
41.44 |
1.618 |
40.91 |
2.618 |
40.05 |
4.250 |
38.65 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.73 |
42.80 |
PP |
42.71 |
42.75 |
S1 |
42.69 |
42.71 |
|