NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.40 |
43.27 |
-0.13 |
-0.3% |
42.32 |
High |
43.68 |
43.46 |
-0.22 |
-0.5% |
43.72 |
Low |
43.00 |
42.65 |
-0.35 |
-0.8% |
42.11 |
Close |
43.15 |
43.00 |
-0.15 |
-0.3% |
43.00 |
Range |
0.68 |
0.81 |
0.13 |
19.1% |
1.61 |
ATR |
1.27 |
1.24 |
-0.03 |
-2.6% |
0.00 |
Volume |
70,696 |
67,098 |
-3,598 |
-5.1% |
379,403 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.47 |
45.04 |
43.45 |
|
R3 |
44.66 |
44.23 |
43.22 |
|
R2 |
43.85 |
43.85 |
43.15 |
|
R1 |
43.42 |
43.42 |
43.07 |
43.23 |
PP |
43.04 |
43.04 |
43.04 |
42.94 |
S1 |
42.61 |
42.61 |
42.93 |
42.42 |
S2 |
42.23 |
42.23 |
42.85 |
|
S3 |
41.42 |
41.80 |
42.78 |
|
S4 |
40.61 |
40.99 |
42.55 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.77 |
47.00 |
43.89 |
|
R3 |
46.16 |
45.39 |
43.44 |
|
R2 |
44.55 |
44.55 |
43.30 |
|
R1 |
43.78 |
43.78 |
43.15 |
44.17 |
PP |
42.94 |
42.94 |
42.94 |
43.14 |
S1 |
42.17 |
42.17 |
42.85 |
42.56 |
S2 |
41.33 |
41.33 |
42.70 |
|
S3 |
39.72 |
40.56 |
42.56 |
|
S4 |
38.11 |
38.95 |
42.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.72 |
42.11 |
1.61 |
3.7% |
1.03 |
2.4% |
55% |
False |
False |
75,880 |
10 |
44.11 |
40.60 |
3.51 |
8.2% |
1.23 |
2.8% |
68% |
False |
False |
87,812 |
20 |
44.11 |
39.63 |
4.48 |
10.4% |
1.20 |
2.8% |
75% |
False |
False |
78,187 |
40 |
44.11 |
38.02 |
6.09 |
14.2% |
1.31 |
3.0% |
82% |
False |
False |
74,387 |
60 |
44.11 |
33.12 |
10.99 |
25.6% |
1.54 |
3.6% |
90% |
False |
False |
75,494 |
80 |
44.11 |
26.91 |
17.20 |
40.0% |
1.65 |
3.8% |
94% |
False |
False |
79,928 |
100 |
44.11 |
25.31 |
18.80 |
43.7% |
1.81 |
4.2% |
94% |
False |
False |
85,132 |
120 |
50.43 |
25.31 |
25.12 |
58.4% |
2.03 |
4.7% |
70% |
False |
False |
90,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.90 |
2.618 |
45.58 |
1.618 |
44.77 |
1.000 |
44.27 |
0.618 |
43.96 |
HIGH |
43.46 |
0.618 |
43.15 |
0.500 |
43.06 |
0.382 |
42.96 |
LOW |
42.65 |
0.618 |
42.15 |
1.000 |
41.84 |
1.618 |
41.34 |
2.618 |
40.53 |
4.250 |
39.21 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.06 |
43.08 |
PP |
43.04 |
43.05 |
S1 |
43.02 |
43.03 |
|