NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.06 |
43.98 |
0.92 |
2.1% |
43.24 |
High |
44.16 |
44.33 |
0.17 |
0.4% |
43.91 |
Low |
42.99 |
43.63 |
0.64 |
1.5% |
42.06 |
Close |
43.94 |
44.00 |
0.06 |
0.1% |
42.93 |
Range |
1.17 |
0.70 |
-0.47 |
-40.2% |
1.85 |
ATR |
1.15 |
1.12 |
-0.03 |
-2.8% |
0.00 |
Volume |
119,059 |
85,712 |
-33,347 |
-28.0% |
390,063 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.09 |
45.74 |
44.39 |
|
R3 |
45.39 |
45.04 |
44.19 |
|
R2 |
44.69 |
44.69 |
44.13 |
|
R1 |
44.34 |
44.34 |
44.06 |
44.52 |
PP |
43.99 |
43.99 |
43.99 |
44.07 |
S1 |
43.64 |
43.64 |
43.94 |
43.82 |
S2 |
43.29 |
43.29 |
43.87 |
|
S3 |
42.59 |
42.94 |
43.81 |
|
S4 |
41.89 |
42.24 |
43.62 |
|
|
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 |
44.33 |
42.06 |
2.27 |
5.2% |
1.03 |
2.3% |
85% |
True |
False |
91,970 |
10 |
44.33 |
42.06 |
2.27 |
5.2% |
0.91 |
2.1% |
85% |
True |
False |
80,637 |
20 |
44.33 |
39.63 |
4.70 |
10.7% |
1.16 |
2.6% |
93% |
True |
False |
85,252 |
40 |
44.33 |
39.38 |
4.95 |
11.3% |
1.13 |
2.6% |
93% |
True |
False |
76,825 |
60 |
44.33 |
35.72 |
8.61 |
19.6% |
1.40 |
3.2% |
96% |
True |
False |
76,351 |
80 |
44.33 |
29.30 |
15.03 |
34.2% |
1.54 |
3.5% |
98% |
True |
False |
77,975 |
100 |
44.33 |
25.31 |
19.02 |
43.2% |
1.71 |
3.9% |
98% |
True |
False |
83,201 |
120 |
44.33 |
25.31 |
19.02 |
43.2% |
1.93 |
4.4% |
98% |
True |
False |
89,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.31 |
2.618 |
46.16 |
1.618 |
45.46 |
1.000 |
45.03 |
0.618 |
44.76 |
HIGH |
44.33 |
0.618 |
44.06 |
0.500 |
43.98 |
0.382 |
43.90 |
LOW |
43.63 |
0.618 |
43.20 |
1.000 |
42.93 |
1.618 |
42.50 |
2.618 |
41.80 |
4.250 |
40.66 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.99 |
43.86 |
PP |
43.99 |
43.72 |
S1 |
43.98 |
43.58 |
|