NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.08 |
43.21 |
0.13 |
0.3% |
42.01 |
High |
43.48 |
43.23 |
-0.25 |
-0.6% |
43.46 |
Low |
42.87 |
41.94 |
-0.93 |
-2.2% |
41.83 |
Close |
43.39 |
43.09 |
-0.30 |
-0.7% |
42.67 |
Range |
0.61 |
1.29 |
0.68 |
111.5% |
1.63 |
ATR |
1.18 |
1.20 |
0.02 |
1.6% |
0.00 |
Volume |
74,882 |
88,325 |
13,443 |
18.0% |
417,751 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.62 |
46.15 |
43.80 |
|
R3 |
45.33 |
44.86 |
43.44 |
|
R2 |
44.04 |
44.04 |
43.33 |
|
R1 |
43.57 |
43.57 |
43.21 |
43.16 |
PP |
42.75 |
42.75 |
42.75 |
42.55 |
S1 |
42.28 |
42.28 |
42.97 |
41.87 |
S2 |
41.46 |
41.46 |
42.85 |
|
S3 |
40.17 |
40.99 |
42.74 |
|
S4 |
38.88 |
39.70 |
42.38 |
|
|
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 |
41.94 |
1.66 |
3.9% |
0.94 |
2.2% |
69% |
False |
True |
70,780 |
10 |
43.60 |
41.70 |
1.90 |
4.4% |
1.02 |
2.4% |
73% |
False |
False |
78,543 |
20 |
43.91 |
39.33 |
4.58 |
10.6% |
1.19 |
2.8% |
82% |
False |
False |
71,714 |
40 |
43.91 |
37.82 |
6.09 |
14.1% |
1.23 |
2.8% |
87% |
False |
False |
53,353 |
60 |
43.91 |
33.09 |
10.82 |
25.1% |
1.49 |
3.5% |
92% |
False |
False |
42,444 |
80 |
43.91 |
26.29 |
17.62 |
40.9% |
1.60 |
3.7% |
95% |
False |
False |
37,719 |
100 |
43.91 |
24.43 |
19.48 |
45.2% |
1.77 |
4.1% |
96% |
False |
False |
34,699 |
120 |
48.99 |
24.43 |
24.56 |
57.0% |
1.95 |
4.5% |
76% |
False |
False |
32,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.71 |
2.618 |
46.61 |
1.618 |
45.32 |
1.000 |
44.52 |
0.618 |
44.03 |
HIGH |
43.23 |
0.618 |
42.74 |
0.500 |
42.59 |
0.382 |
42.43 |
LOW |
41.94 |
0.618 |
41.14 |
1.000 |
40.65 |
1.618 |
39.85 |
2.618 |
38.56 |
4.250 |
36.46 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.92 |
42.98 |
PP |
42.75 |
42.88 |
S1 |
42.59 |
42.77 |
|