NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.27 |
41.67 |
0.40 |
1.0% |
41.82 |
High |
42.13 |
42.78 |
0.65 |
1.5% |
42.48 |
Low |
40.60 |
41.12 |
0.52 |
1.3% |
39.63 |
Close |
41.99 |
42.46 |
0.47 |
1.1% |
41.22 |
Range |
1.53 |
1.66 |
0.13 |
8.5% |
2.85 |
ATR |
1.33 |
1.36 |
0.02 |
1.7% |
0.00 |
Volume |
71,766 |
94,078 |
22,312 |
31.1% |
340,969 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.10 |
46.44 |
43.37 |
|
R3 |
45.44 |
44.78 |
42.92 |
|
R2 |
43.78 |
43.78 |
42.76 |
|
R1 |
43.12 |
43.12 |
42.61 |
43.45 |
PP |
42.12 |
42.12 |
42.12 |
42.29 |
S1 |
41.46 |
41.46 |
42.31 |
41.79 |
S2 |
40.46 |
40.46 |
42.16 |
|
S3 |
38.80 |
39.80 |
42.00 |
|
S4 |
37.14 |
38.14 |
41.55 |
|
|
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 |
42.78 |
39.63 |
3.15 |
7.4% |
1.43 |
3.4% |
90% |
True |
False |
77,327 |
10 |
42.78 |
39.63 |
3.15 |
7.4% |
1.25 |
2.9% |
90% |
True |
False |
70,541 |
20 |
42.85 |
39.46 |
3.39 |
8.0% |
1.19 |
2.8% |
88% |
False |
False |
68,928 |
40 |
42.85 |
35.72 |
7.13 |
16.8% |
1.51 |
3.6% |
95% |
False |
False |
71,937 |
60 |
42.85 |
29.68 |
13.17 |
31.0% |
1.60 |
3.8% |
97% |
False |
False |
74,298 |
80 |
42.85 |
25.31 |
17.54 |
41.3% |
1.83 |
4.3% |
98% |
False |
False |
81,429 |
100 |
42.85 |
25.31 |
17.54 |
41.3% |
2.00 |
4.7% |
98% |
False |
False |
86,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.84 |
2.618 |
47.13 |
1.618 |
45.47 |
1.000 |
44.44 |
0.618 |
43.81 |
HIGH |
42.78 |
0.618 |
42.15 |
0.500 |
41.95 |
0.382 |
41.75 |
LOW |
41.12 |
0.618 |
40.09 |
1.000 |
39.46 |
1.618 |
38.43 |
2.618 |
36.77 |
4.250 |
34.07 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.29 |
42.20 |
PP |
42.12 |
41.95 |
S1 |
41.95 |
41.69 |
|