NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.52 |
43.34 |
-0.18 |
-0.4% |
43.24 |
High |
43.54 |
43.50 |
-0.04 |
-0.1% |
43.91 |
Low |
42.28 |
42.06 |
-0.22 |
-0.5% |
42.06 |
Close |
43.39 |
42.93 |
-0.46 |
-1.1% |
42.93 |
Range |
1.26 |
1.44 |
0.18 |
14.3% |
1.85 |
ATR |
1.17 |
1.19 |
0.02 |
1.6% |
0.00 |
Volume |
86,217 |
95,117 |
8,900 |
10.3% |
390,063 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.15 |
46.48 |
43.72 |
|
R3 |
45.71 |
45.04 |
43.33 |
|
R2 |
44.27 |
44.27 |
43.19 |
|
R1 |
43.60 |
43.60 |
43.06 |
43.22 |
PP |
42.83 |
42.83 |
42.83 |
42.64 |
S1 |
42.16 |
42.16 |
42.80 |
41.78 |
S2 |
41.39 |
41.39 |
42.67 |
|
S3 |
39.95 |
40.72 |
42.53 |
|
S4 |
38.51 |
39.28 |
42.14 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.52 |
47.57 |
43.95 |
|
R3 |
46.67 |
45.72 |
43.44 |
|
R2 |
44.82 |
44.82 |
43.27 |
|
R1 |
43.87 |
43.87 |
43.10 |
43.42 |
PP |
42.97 |
42.97 |
42.97 |
42.74 |
S1 |
42.02 |
42.02 |
42.76 |
41.57 |
S2 |
41.12 |
41.12 |
42.59 |
|
S3 |
39.27 |
40.17 |
42.42 |
|
S4 |
37.42 |
38.32 |
41.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.91 |
42.06 |
1.85 |
4.3% |
1.03 |
2.4% |
47% |
False |
True |
78,012 |
10 |
43.91 |
42.06 |
1.85 |
4.3% |
1.03 |
2.4% |
47% |
False |
True |
76,946 |
20 |
44.11 |
39.63 |
4.48 |
10.4% |
1.18 |
2.7% |
74% |
False |
False |
80,457 |
40 |
44.11 |
38.27 |
5.84 |
13.6% |
1.19 |
2.8% |
80% |
False |
False |
74,890 |
60 |
44.11 |
34.45 |
9.66 |
22.5% |
1.45 |
3.4% |
88% |
False |
False |
75,902 |
80 |
44.11 |
27.57 |
16.54 |
38.5% |
1.60 |
3.7% |
93% |
False |
False |
78,787 |
100 |
44.11 |
25.31 |
18.80 |
43.8% |
1.79 |
4.2% |
94% |
False |
False |
84,875 |
120 |
48.98 |
25.31 |
23.67 |
55.1% |
1.97 |
4.6% |
74% |
False |
False |
89,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.62 |
2.618 |
47.27 |
1.618 |
45.83 |
1.000 |
44.94 |
0.618 |
44.39 |
HIGH |
43.50 |
0.618 |
42.95 |
0.500 |
42.78 |
0.382 |
42.61 |
LOW |
42.06 |
0.618 |
41.17 |
1.000 |
40.62 |
1.618 |
39.73 |
2.618 |
38.29 |
4.250 |
35.94 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.88 |
42.93 |
PP |
42.83 |
42.93 |
S1 |
42.78 |
42.93 |
|