NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.71 |
43.74 |
1.03 |
2.4% |
42.83 |
High |
43.84 |
44.05 |
0.21 |
0.5% |
43.60 |
Low |
42.63 |
43.32 |
0.69 |
1.6% |
41.74 |
Close |
43.65 |
43.69 |
0.04 |
0.1% |
42.62 |
Range |
1.21 |
0.73 |
-0.48 |
-39.7% |
1.86 |
ATR |
1.18 |
1.15 |
-0.03 |
-2.7% |
0.00 |
Volume |
108,406 |
80,804 |
-27,602 |
-25.5% |
373,226 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.88 |
45.51 |
44.09 |
|
R3 |
45.15 |
44.78 |
43.89 |
|
R2 |
44.42 |
44.42 |
43.82 |
|
R1 |
44.05 |
44.05 |
43.76 |
43.87 |
PP |
43.69 |
43.69 |
43.69 |
43.60 |
S1 |
43.32 |
43.32 |
43.62 |
43.14 |
S2 |
42.96 |
42.96 |
43.56 |
|
S3 |
42.23 |
42.59 |
43.49 |
|
S4 |
41.50 |
41.86 |
43.29 |
|
|
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 |
44.05 |
41.74 |
2.31 |
5.3% |
1.07 |
2.4% |
84% |
True |
False |
89,455 |
10 |
44.05 |
41.74 |
2.31 |
5.3% |
0.94 |
2.2% |
84% |
True |
False |
80,097 |
20 |
44.05 |
39.33 |
4.72 |
10.8% |
1.20 |
2.7% |
92% |
True |
False |
79,903 |
40 |
44.05 |
39.25 |
4.80 |
11.0% |
1.16 |
2.7% |
93% |
True |
False |
58,939 |
60 |
44.05 |
35.54 |
8.51 |
19.5% |
1.42 |
3.3% |
96% |
True |
False |
47,206 |
80 |
44.05 |
28.55 |
15.50 |
35.5% |
1.55 |
3.5% |
98% |
True |
False |
40,841 |
100 |
44.05 |
24.43 |
19.62 |
44.9% |
1.71 |
3.9% |
98% |
True |
False |
37,132 |
120 |
44.05 |
24.43 |
19.62 |
44.9% |
1.91 |
4.4% |
98% |
True |
False |
35,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.15 |
2.618 |
45.96 |
1.618 |
45.23 |
1.000 |
44.78 |
0.618 |
44.50 |
HIGH |
44.05 |
0.618 |
43.77 |
0.500 |
43.69 |
0.382 |
43.60 |
LOW |
43.32 |
0.618 |
42.87 |
1.000 |
42.59 |
1.618 |
42.14 |
2.618 |
41.41 |
4.250 |
40.22 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.69 |
43.55 |
PP |
43.69 |
43.42 |
S1 |
43.69 |
43.28 |
|