NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.52 |
43.40 |
0.88 |
2.1% |
41.27 |
High |
43.72 |
43.68 |
-0.04 |
-0.1% |
44.11 |
Low |
42.44 |
43.00 |
0.56 |
1.3% |
40.60 |
Close |
43.52 |
43.15 |
-0.37 |
-0.9% |
42.19 |
Range |
1.28 |
0.68 |
-0.60 |
-46.9% |
3.51 |
ATR |
1.32 |
1.27 |
-0.05 |
-3.5% |
0.00 |
Volume |
106,074 |
70,696 |
-35,378 |
-33.4% |
498,724 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.32 |
44.91 |
43.52 |
|
R3 |
44.64 |
44.23 |
43.34 |
|
R2 |
43.96 |
43.96 |
43.27 |
|
R1 |
43.55 |
43.55 |
43.21 |
43.42 |
PP |
43.28 |
43.28 |
43.28 |
43.21 |
S1 |
42.87 |
42.87 |
43.09 |
42.74 |
S2 |
42.60 |
42.60 |
43.03 |
|
S3 |
41.92 |
42.19 |
42.96 |
|
S4 |
41.24 |
41.51 |
42.78 |
|
|
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 |
43.72 |
42.03 |
1.69 |
3.9% |
1.08 |
2.5% |
66% |
False |
False |
76,638 |
10 |
44.11 |
40.60 |
3.51 |
8.1% |
1.23 |
2.9% |
73% |
False |
False |
87,338 |
20 |
44.11 |
39.63 |
4.48 |
10.4% |
1.20 |
2.8% |
79% |
False |
False |
76,930 |
40 |
44.11 |
38.02 |
6.09 |
14.1% |
1.33 |
3.1% |
84% |
False |
False |
74,394 |
60 |
44.11 |
33.12 |
10.99 |
25.5% |
1.55 |
3.6% |
91% |
False |
False |
75,604 |
80 |
44.11 |
25.31 |
18.80 |
43.6% |
1.70 |
3.9% |
95% |
False |
False |
80,909 |
100 |
44.11 |
25.31 |
18.80 |
43.6% |
1.82 |
4.2% |
95% |
False |
False |
85,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.57 |
2.618 |
45.46 |
1.618 |
44.78 |
1.000 |
44.36 |
0.618 |
44.10 |
HIGH |
43.68 |
0.618 |
43.42 |
0.500 |
43.34 |
0.382 |
43.26 |
LOW |
43.00 |
0.618 |
42.58 |
1.000 |
42.32 |
1.618 |
41.90 |
2.618 |
41.22 |
4.250 |
40.11 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.34 |
43.12 |
PP |
43.28 |
43.08 |
S1 |
43.21 |
43.05 |
|