NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.39 |
41.27 |
-0.12 |
-0.3% |
41.82 |
High |
41.49 |
42.13 |
0.64 |
1.5% |
42.48 |
Low |
40.63 |
40.60 |
-0.03 |
-0.1% |
39.63 |
Close |
41.22 |
41.99 |
0.77 |
1.9% |
41.22 |
Range |
0.86 |
1.53 |
0.67 |
77.9% |
2.85 |
ATR |
1.32 |
1.33 |
0.02 |
1.1% |
0.00 |
Volume |
62,355 |
71,766 |
9,411 |
15.1% |
340,969 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.16 |
45.61 |
42.83 |
|
R3 |
44.63 |
44.08 |
42.41 |
|
R2 |
43.10 |
43.10 |
42.27 |
|
R1 |
42.55 |
42.55 |
42.13 |
42.83 |
PP |
41.57 |
41.57 |
41.57 |
41.71 |
S1 |
41.02 |
41.02 |
41.85 |
41.30 |
S2 |
40.04 |
40.04 |
41.71 |
|
S3 |
38.51 |
39.49 |
41.57 |
|
S4 |
36.98 |
37.96 |
41.15 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.66 |
48.29 |
42.79 |
|
R3 |
46.81 |
45.44 |
42.00 |
|
R2 |
43.96 |
43.96 |
41.74 |
|
R1 |
42.59 |
42.59 |
41.48 |
41.85 |
PP |
41.11 |
41.11 |
41.11 |
40.74 |
S1 |
39.74 |
39.74 |
40.96 |
39.00 |
S2 |
38.26 |
38.26 |
40.70 |
|
S3 |
35.41 |
36.89 |
40.44 |
|
S4 |
32.56 |
34.04 |
39.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.48 |
39.63 |
2.85 |
6.8% |
1.29 |
3.1% |
83% |
False |
False |
68,518 |
10 |
42.85 |
39.63 |
3.22 |
7.7% |
1.24 |
3.0% |
73% |
False |
False |
70,793 |
20 |
42.85 |
39.46 |
3.39 |
8.1% |
1.16 |
2.8% |
75% |
False |
False |
67,282 |
40 |
42.85 |
35.72 |
7.13 |
17.0% |
1.53 |
3.6% |
88% |
False |
False |
71,391 |
60 |
42.85 |
29.68 |
13.17 |
31.4% |
1.61 |
3.8% |
93% |
False |
False |
73,988 |
80 |
42.85 |
25.31 |
17.54 |
41.8% |
1.85 |
4.4% |
95% |
False |
False |
81,959 |
100 |
42.85 |
25.31 |
17.54 |
41.8% |
2.00 |
4.8% |
95% |
False |
False |
87,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.63 |
2.618 |
46.14 |
1.618 |
44.61 |
1.000 |
43.66 |
0.618 |
43.08 |
HIGH |
42.13 |
0.618 |
41.55 |
0.500 |
41.37 |
0.382 |
41.18 |
LOW |
40.60 |
0.618 |
39.65 |
1.000 |
39.07 |
1.618 |
38.12 |
2.618 |
36.59 |
4.250 |
34.10 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
41.78 |
41.62 |
PP |
41.57 |
41.25 |
S1 |
41.37 |
40.88 |
|