NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.72 |
42.71 |
-0.01 |
0.0% |
42.83 |
High |
43.13 |
43.84 |
0.71 |
1.6% |
43.60 |
Low |
42.51 |
42.63 |
0.12 |
0.3% |
41.74 |
Close |
42.93 |
43.65 |
0.72 |
1.7% |
42.62 |
Range |
0.62 |
1.21 |
0.59 |
95.2% |
1.86 |
ATR |
1.18 |
1.18 |
0.00 |
0.2% |
0.00 |
Volume |
84,971 |
108,406 |
23,435 |
27.6% |
373,226 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.00 |
46.54 |
44.32 |
|
R3 |
45.79 |
45.33 |
43.98 |
|
R2 |
44.58 |
44.58 |
43.87 |
|
R1 |
44.12 |
44.12 |
43.76 |
44.35 |
PP |
43.37 |
43.37 |
43.37 |
43.49 |
S1 |
42.91 |
42.91 |
43.54 |
43.14 |
S2 |
42.16 |
42.16 |
43.43 |
|
S3 |
40.95 |
41.70 |
43.32 |
|
S4 |
39.74 |
40.49 |
42.98 |
|
|
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 |
43.84 |
41.74 |
2.10 |
4.8% |
1.04 |
2.4% |
91% |
True |
False |
88,270 |
10 |
43.84 |
41.74 |
2.10 |
4.8% |
1.00 |
2.3% |
91% |
True |
False |
82,196 |
20 |
43.91 |
39.33 |
4.58 |
10.5% |
1.19 |
2.7% |
94% |
False |
False |
78,643 |
40 |
43.91 |
39.24 |
4.67 |
10.7% |
1.17 |
2.7% |
94% |
False |
False |
58,414 |
60 |
43.91 |
35.54 |
8.37 |
19.2% |
1.43 |
3.3% |
97% |
False |
False |
46,190 |
80 |
43.91 |
26.73 |
17.18 |
39.4% |
1.57 |
3.6% |
98% |
False |
False |
40,194 |
100 |
43.91 |
24.43 |
19.48 |
44.6% |
1.73 |
4.0% |
99% |
False |
False |
36,610 |
120 |
47.14 |
24.43 |
22.71 |
52.0% |
1.94 |
4.4% |
85% |
False |
False |
34,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.98 |
2.618 |
47.01 |
1.618 |
45.80 |
1.000 |
45.05 |
0.618 |
44.59 |
HIGH |
43.84 |
0.618 |
43.38 |
0.500 |
43.24 |
0.382 |
43.09 |
LOW |
42.63 |
0.618 |
41.88 |
1.000 |
41.42 |
1.618 |
40.67 |
2.618 |
39.46 |
4.250 |
37.49 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.51 |
43.36 |
PP |
43.37 |
43.08 |
S1 |
43.24 |
42.79 |
|