NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.69 |
41.42 |
-0.27 |
-0.6% |
41.98 |
High |
41.70 |
42.41 |
0.71 |
1.7% |
42.62 |
Low |
40.92 |
40.91 |
-0.01 |
0.0% |
39.94 |
Close |
41.49 |
42.28 |
0.79 |
1.9% |
41.49 |
Range |
0.78 |
1.50 |
0.72 |
92.3% |
2.68 |
ATR |
1.24 |
1.26 |
0.02 |
1.5% |
0.00 |
Volume |
15,125 |
22,750 |
7,625 |
50.4% |
90,011 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.37 |
45.82 |
43.11 |
|
R3 |
44.87 |
44.32 |
42.69 |
|
R2 |
43.37 |
43.37 |
42.56 |
|
R1 |
42.82 |
42.82 |
42.42 |
43.10 |
PP |
41.87 |
41.87 |
41.87 |
42.00 |
S1 |
41.32 |
41.32 |
42.14 |
41.60 |
S2 |
40.37 |
40.37 |
42.01 |
|
S3 |
38.87 |
39.82 |
41.87 |
|
S4 |
37.37 |
38.32 |
41.46 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.39 |
48.12 |
42.96 |
|
R3 |
46.71 |
45.44 |
42.23 |
|
R2 |
44.03 |
44.03 |
41.98 |
|
R1 |
42.76 |
42.76 |
41.74 |
42.06 |
PP |
41.35 |
41.35 |
41.35 |
41.00 |
S1 |
40.08 |
40.08 |
41.24 |
39.38 |
S2 |
38.67 |
38.67 |
41.00 |
|
S3 |
35.99 |
37.40 |
40.75 |
|
S4 |
33.31 |
34.72 |
40.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.62 |
39.94 |
2.68 |
6.3% |
1.21 |
2.9% |
87% |
False |
False |
18,552 |
10 |
42.95 |
39.94 |
3.01 |
7.1% |
1.18 |
2.8% |
78% |
False |
False |
18,204 |
20 |
42.95 |
39.69 |
3.26 |
7.7% |
1.09 |
2.6% |
79% |
False |
False |
15,108 |
40 |
42.95 |
35.94 |
7.01 |
16.6% |
1.43 |
3.4% |
90% |
False |
False |
14,285 |
60 |
42.95 |
30.35 |
12.60 |
29.8% |
1.48 |
3.5% |
95% |
False |
False |
13,183 |
80 |
42.95 |
26.22 |
16.73 |
39.6% |
1.70 |
4.0% |
96% |
False |
False |
12,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.79 |
2.618 |
46.34 |
1.618 |
44.84 |
1.000 |
43.91 |
0.618 |
43.34 |
HIGH |
42.41 |
0.618 |
41.84 |
0.500 |
41.66 |
0.382 |
41.48 |
LOW |
40.91 |
0.618 |
39.98 |
1.000 |
39.41 |
1.618 |
38.48 |
2.618 |
36.98 |
4.250 |
34.54 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.07 |
41.91 |
PP |
41.87 |
41.54 |
S1 |
41.66 |
41.18 |
|