NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.94 |
42.83 |
-0.11 |
-0.3% |
42.01 |
High |
43.16 |
43.56 |
0.40 |
0.9% |
43.46 |
Low |
42.30 |
42.47 |
0.17 |
0.4% |
41.83 |
Close |
42.67 |
43.48 |
0.81 |
1.9% |
42.67 |
Range |
0.86 |
1.09 |
0.23 |
26.7% |
1.63 |
ATR |
1.27 |
1.26 |
-0.01 |
-1.0% |
0.00 |
Volume |
65,448 |
64,828 |
-620 |
-0.9% |
417,751 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.44 |
46.05 |
44.08 |
|
R3 |
45.35 |
44.96 |
43.78 |
|
R2 |
44.26 |
44.26 |
43.68 |
|
R1 |
43.87 |
43.87 |
43.58 |
44.07 |
PP |
43.17 |
43.17 |
43.17 |
43.27 |
S1 |
42.78 |
42.78 |
43.38 |
42.98 |
S2 |
42.08 |
42.08 |
43.28 |
|
S3 |
40.99 |
41.69 |
43.18 |
|
S4 |
39.90 |
40.60 |
42.88 |
|
|
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 |
43.56 |
42.08 |
1.48 |
3.4% |
1.07 |
2.5% |
95% |
True |
False |
81,822 |
10 |
43.91 |
40.80 |
3.11 |
7.2% |
1.21 |
2.8% |
86% |
False |
False |
83,668 |
20 |
43.91 |
39.33 |
4.58 |
10.5% |
1.25 |
2.9% |
91% |
False |
False |
66,832 |
40 |
43.91 |
37.82 |
6.09 |
14.0% |
1.32 |
3.0% |
93% |
False |
False |
49,338 |
60 |
43.91 |
32.79 |
11.12 |
25.6% |
1.55 |
3.6% |
96% |
False |
False |
39,569 |
80 |
43.91 |
25.99 |
17.92 |
41.2% |
1.63 |
3.7% |
98% |
False |
False |
35,572 |
100 |
43.91 |
24.43 |
19.48 |
44.8% |
1.78 |
4.1% |
98% |
False |
False |
33,063 |
120 |
48.99 |
24.43 |
24.56 |
56.5% |
1.99 |
4.6% |
78% |
False |
False |
31,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.19 |
2.618 |
46.41 |
1.618 |
45.32 |
1.000 |
44.65 |
0.618 |
44.23 |
HIGH |
43.56 |
0.618 |
43.14 |
0.500 |
43.02 |
0.382 |
42.89 |
LOW |
42.47 |
0.618 |
41.80 |
1.000 |
41.38 |
1.618 |
40.71 |
2.618 |
39.62 |
4.250 |
37.84 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.33 |
43.30 |
PP |
43.17 |
43.11 |
S1 |
43.02 |
42.93 |
|