NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.27 |
43.24 |
-0.03 |
-0.1% |
42.32 |
High |
43.46 |
43.86 |
0.40 |
0.9% |
43.72 |
Low |
42.65 |
42.82 |
0.17 |
0.4% |
42.11 |
Close |
43.00 |
43.78 |
0.78 |
1.8% |
43.00 |
Range |
0.81 |
1.04 |
0.23 |
28.4% |
1.61 |
ATR |
1.24 |
1.23 |
-0.01 |
-1.2% |
0.00 |
Volume |
67,098 |
75,464 |
8,366 |
12.5% |
379,403 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.61 |
46.23 |
44.35 |
|
R3 |
45.57 |
45.19 |
44.07 |
|
R2 |
44.53 |
44.53 |
43.97 |
|
R1 |
44.15 |
44.15 |
43.88 |
44.34 |
PP |
43.49 |
43.49 |
43.49 |
43.58 |
S1 |
43.11 |
43.11 |
43.68 |
43.30 |
S2 |
42.45 |
42.45 |
43.59 |
|
S3 |
41.41 |
42.07 |
43.49 |
|
S4 |
40.37 |
41.03 |
43.21 |
|
|
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 |
43.86 |
42.38 |
1.48 |
3.4% |
1.03 |
2.3% |
95% |
True |
False |
79,611 |
10 |
44.11 |
41.12 |
2.99 |
6.8% |
1.18 |
2.7% |
89% |
False |
False |
88,182 |
20 |
44.11 |
39.63 |
4.48 |
10.2% |
1.21 |
2.8% |
93% |
False |
False |
79,487 |
40 |
44.11 |
38.02 |
6.09 |
13.9% |
1.29 |
2.9% |
95% |
False |
False |
73,838 |
60 |
44.11 |
33.12 |
10.99 |
25.1% |
1.54 |
3.5% |
97% |
False |
False |
75,377 |
80 |
44.11 |
26.91 |
17.20 |
39.3% |
1.64 |
3.7% |
98% |
False |
False |
79,629 |
100 |
44.11 |
25.31 |
18.80 |
42.9% |
1.80 |
4.1% |
98% |
False |
False |
85,170 |
120 |
49.09 |
25.31 |
23.78 |
54.3% |
2.02 |
4.6% |
78% |
False |
False |
90,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.28 |
2.618 |
46.58 |
1.618 |
45.54 |
1.000 |
44.90 |
0.618 |
44.50 |
HIGH |
43.86 |
0.618 |
43.46 |
0.500 |
43.34 |
0.382 |
43.22 |
LOW |
42.82 |
0.618 |
42.18 |
1.000 |
41.78 |
1.618 |
41.14 |
2.618 |
40.10 |
4.250 |
38.40 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.63 |
43.61 |
PP |
43.49 |
43.43 |
S1 |
43.34 |
43.26 |
|