NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 18-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.83 |
43.37 |
0.54 |
1.3% |
42.01 |
High |
43.56 |
43.60 |
0.04 |
0.1% |
43.46 |
Low |
42.47 |
42.76 |
0.29 |
0.7% |
41.83 |
Close |
43.48 |
43.44 |
-0.04 |
-0.1% |
42.67 |
Range |
1.09 |
0.84 |
-0.25 |
-22.9% |
1.63 |
ATR |
1.26 |
1.23 |
-0.03 |
-2.4% |
0.00 |
Volume |
64,828 |
60,421 |
-4,407 |
-6.8% |
417,751 |
|
Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.79 |
45.45 |
43.90 |
|
R3 |
44.95 |
44.61 |
43.67 |
|
R2 |
44.11 |
44.11 |
43.59 |
|
R1 |
43.77 |
43.77 |
43.52 |
43.94 |
PP |
43.27 |
43.27 |
43.27 |
43.35 |
S1 |
42.93 |
42.93 |
43.36 |
43.10 |
S2 |
42.43 |
42.43 |
43.29 |
|
S3 |
41.59 |
42.09 |
43.21 |
|
S4 |
40.75 |
41.25 |
42.98 |
|
|
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 |
43.60 |
42.13 |
1.47 |
3.4% |
0.97 |
2.2% |
89% |
True |
False |
76,121 |
10 |
43.91 |
41.70 |
2.21 |
5.1% |
1.12 |
2.6% |
79% |
False |
False |
81,885 |
20 |
43.91 |
39.33 |
4.58 |
10.5% |
1.20 |
2.8% |
90% |
False |
False |
67,611 |
40 |
43.91 |
37.82 |
6.09 |
14.0% |
1.30 |
3.0% |
92% |
False |
False |
50,457 |
60 |
43.91 |
33.09 |
10.82 |
24.9% |
1.52 |
3.5% |
96% |
False |
False |
40,393 |
80 |
43.91 |
25.99 |
17.92 |
41.3% |
1.62 |
3.7% |
97% |
False |
False |
36,114 |
100 |
43.91 |
24.43 |
19.48 |
44.8% |
1.77 |
4.1% |
98% |
False |
False |
33,509 |
120 |
48.99 |
24.43 |
24.56 |
56.5% |
1.98 |
4.6% |
77% |
False |
False |
31,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.17 |
2.618 |
45.80 |
1.618 |
44.96 |
1.000 |
44.44 |
0.618 |
44.12 |
HIGH |
43.60 |
0.618 |
43.28 |
0.500 |
43.18 |
0.382 |
43.08 |
LOW |
42.76 |
0.618 |
42.24 |
1.000 |
41.92 |
1.618 |
41.40 |
2.618 |
40.56 |
4.250 |
39.19 |
|
|
Fisher Pivots for day following 18-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.35 |
43.28 |
PP |
43.27 |
43.11 |
S1 |
43.18 |
42.95 |
|