NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.32 |
42.81 |
0.49 |
1.2% |
41.27 |
High |
43.15 |
43.70 |
0.55 |
1.3% |
44.11 |
Low |
42.11 |
42.38 |
0.27 |
0.6% |
40.60 |
Close |
42.80 |
42.51 |
-0.29 |
-0.7% |
42.19 |
Range |
1.04 |
1.32 |
0.28 |
26.9% |
3.51 |
ATR |
1.32 |
1.32 |
0.00 |
0.0% |
0.00 |
Volume |
56,811 |
78,724 |
21,913 |
38.6% |
498,724 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.82 |
45.99 |
43.24 |
|
R3 |
45.50 |
44.67 |
42.87 |
|
R2 |
44.18 |
44.18 |
42.75 |
|
R1 |
43.35 |
43.35 |
42.63 |
43.11 |
PP |
42.86 |
42.86 |
42.86 |
42.74 |
S1 |
42.03 |
42.03 |
42.39 |
41.79 |
S2 |
41.54 |
41.54 |
42.27 |
|
S3 |
40.22 |
40.71 |
42.15 |
|
S4 |
38.90 |
39.39 |
41.78 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.83 |
51.02 |
44.12 |
|
R3 |
49.32 |
47.51 |
43.16 |
|
R2 |
45.81 |
45.81 |
42.83 |
|
R1 |
44.00 |
44.00 |
42.51 |
44.91 |
PP |
42.30 |
42.30 |
42.30 |
42.75 |
S1 |
40.49 |
40.49 |
41.87 |
41.40 |
S2 |
38.79 |
38.79 |
41.55 |
|
S3 |
35.28 |
36.98 |
41.22 |
|
S4 |
31.77 |
33.47 |
40.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.11 |
42.03 |
2.08 |
4.9% |
1.26 |
3.0% |
23% |
False |
False |
93,683 |
10 |
44.11 |
39.63 |
4.48 |
10.5% |
1.34 |
3.2% |
64% |
False |
False |
85,505 |
20 |
44.11 |
39.63 |
4.48 |
10.5% |
1.18 |
2.8% |
64% |
False |
False |
74,143 |
40 |
44.11 |
37.71 |
6.40 |
15.1% |
1.37 |
3.2% |
75% |
False |
False |
73,672 |
60 |
44.11 |
32.13 |
11.98 |
28.2% |
1.59 |
3.7% |
87% |
False |
False |
75,338 |
80 |
44.11 |
25.31 |
18.80 |
44.2% |
1.79 |
4.2% |
91% |
False |
False |
82,899 |
100 |
44.11 |
25.31 |
18.80 |
44.2% |
1.87 |
4.4% |
91% |
False |
False |
85,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.31 |
2.618 |
47.16 |
1.618 |
45.84 |
1.000 |
45.02 |
0.618 |
44.52 |
HIGH |
43.70 |
0.618 |
43.20 |
0.500 |
43.04 |
0.382 |
42.88 |
LOW |
42.38 |
0.618 |
41.56 |
1.000 |
41.06 |
1.618 |
40.24 |
2.618 |
38.92 |
4.250 |
36.77 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.04 |
42.87 |
PP |
42.86 |
42.75 |
S1 |
42.69 |
42.63 |
|