NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.34 |
43.04 |
-0.30 |
-0.7% |
43.24 |
High |
43.50 |
43.42 |
-0.08 |
-0.2% |
43.91 |
Low |
42.06 |
42.83 |
0.77 |
1.8% |
42.06 |
Close |
42.93 |
43.27 |
0.34 |
0.8% |
42.93 |
Range |
1.44 |
0.59 |
-0.85 |
-59.0% |
1.85 |
ATR |
1.19 |
1.15 |
-0.04 |
-3.6% |
0.00 |
Volume |
95,117 |
73,749 |
-21,368 |
-22.5% |
390,063 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.94 |
44.70 |
43.59 |
|
R3 |
44.35 |
44.11 |
43.43 |
|
R2 |
43.76 |
43.76 |
43.38 |
|
R1 |
43.52 |
43.52 |
43.32 |
43.64 |
PP |
43.17 |
43.17 |
43.17 |
43.24 |
S1 |
42.93 |
42.93 |
43.22 |
43.05 |
S2 |
42.58 |
42.58 |
43.16 |
|
S3 |
41.99 |
42.34 |
43.11 |
|
S4 |
41.40 |
41.75 |
42.95 |
|
|
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% |
0.94 |
2.2% |
65% |
False |
False |
77,669 |
10 |
43.91 |
42.06 |
1.85 |
4.3% |
0.98 |
2.3% |
65% |
False |
False |
78,640 |
20 |
44.11 |
39.63 |
4.48 |
10.4% |
1.14 |
2.6% |
81% |
False |
False |
80,638 |
40 |
44.11 |
38.27 |
5.84 |
13.5% |
1.17 |
2.7% |
86% |
False |
False |
75,154 |
60 |
44.11 |
35.72 |
8.39 |
19.4% |
1.42 |
3.3% |
90% |
False |
False |
75,739 |
80 |
44.11 |
27.57 |
16.54 |
38.2% |
1.57 |
3.6% |
95% |
False |
False |
78,267 |
100 |
44.11 |
25.31 |
18.80 |
43.4% |
1.77 |
4.1% |
96% |
False |
False |
84,411 |
120 |
48.33 |
25.31 |
23.02 |
53.2% |
1.97 |
4.5% |
78% |
False |
False |
89,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.93 |
2.618 |
44.96 |
1.618 |
44.37 |
1.000 |
44.01 |
0.618 |
43.78 |
HIGH |
43.42 |
0.618 |
43.19 |
0.500 |
43.13 |
0.382 |
43.06 |
LOW |
42.83 |
0.618 |
42.47 |
1.000 |
42.24 |
1.618 |
41.88 |
2.618 |
41.29 |
4.250 |
40.32 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.22 |
43.11 |
PP |
43.17 |
42.96 |
S1 |
43.13 |
42.80 |
|