NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.01 |
42.72 |
-0.29 |
-0.7% |
42.83 |
High |
43.22 |
43.13 |
-0.09 |
-0.2% |
43.60 |
Low |
41.74 |
42.51 |
0.77 |
1.8% |
41.74 |
Close |
42.62 |
42.93 |
0.31 |
0.7% |
42.62 |
Range |
1.48 |
0.62 |
-0.86 |
-58.1% |
1.86 |
ATR |
1.22 |
1.18 |
-0.04 |
-3.5% |
0.00 |
Volume |
84,770 |
84,971 |
201 |
0.2% |
373,226 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.72 |
44.44 |
43.27 |
|
R3 |
44.10 |
43.82 |
43.10 |
|
R2 |
43.48 |
43.48 |
43.04 |
|
R1 |
43.20 |
43.20 |
42.99 |
43.34 |
PP |
42.86 |
42.86 |
42.86 |
42.93 |
S1 |
42.58 |
42.58 |
42.87 |
42.72 |
S2 |
42.24 |
42.24 |
42.82 |
|
S3 |
41.62 |
41.96 |
42.76 |
|
S4 |
41.00 |
41.34 |
42.59 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.23 |
47.29 |
43.64 |
|
R3 |
46.37 |
45.43 |
43.13 |
|
R2 |
44.51 |
44.51 |
42.96 |
|
R1 |
43.57 |
43.57 |
42.79 |
43.11 |
PP |
42.65 |
42.65 |
42.65 |
42.43 |
S1 |
41.71 |
41.71 |
42.45 |
41.25 |
S2 |
40.79 |
40.79 |
42.28 |
|
S3 |
38.93 |
39.85 |
42.11 |
|
S4 |
37.07 |
37.99 |
41.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.60 |
41.74 |
1.86 |
4.3% |
0.97 |
2.3% |
64% |
False |
False |
78,673 |
10 |
43.60 |
41.74 |
1.86 |
4.3% |
1.02 |
2.4% |
64% |
False |
False |
80,248 |
20 |
43.91 |
39.33 |
4.58 |
10.7% |
1.18 |
2.7% |
79% |
False |
False |
75,226 |
40 |
43.91 |
38.09 |
5.82 |
13.6% |
1.20 |
2.8% |
83% |
False |
False |
56,388 |
60 |
43.91 |
35.54 |
8.37 |
19.5% |
1.43 |
3.3% |
88% |
False |
False |
44,741 |
80 |
43.91 |
26.73 |
17.18 |
40.0% |
1.58 |
3.7% |
94% |
False |
False |
39,243 |
100 |
43.91 |
24.43 |
19.48 |
45.4% |
1.75 |
4.1% |
95% |
False |
False |
35,976 |
120 |
48.23 |
24.43 |
23.80 |
55.4% |
1.94 |
4.5% |
78% |
False |
False |
33,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.77 |
2.618 |
44.75 |
1.618 |
44.13 |
1.000 |
43.75 |
0.618 |
43.51 |
HIGH |
43.13 |
0.618 |
42.89 |
0.500 |
42.82 |
0.382 |
42.75 |
LOW |
42.51 |
0.618 |
42.13 |
1.000 |
41.89 |
1.618 |
41.51 |
2.618 |
40.89 |
4.250 |
39.88 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.89 |
42.78 |
PP |
42.86 |
42.63 |
S1 |
42.82 |
42.49 |
|