NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.42 |
41.80 |
0.38 |
0.9% |
41.98 |
High |
42.41 |
43.00 |
0.59 |
1.4% |
42.62 |
Low |
40.91 |
41.42 |
0.51 |
1.2% |
39.94 |
Close |
42.28 |
42.72 |
0.44 |
1.0% |
41.49 |
Range |
1.50 |
1.58 |
0.08 |
5.3% |
2.68 |
ATR |
1.26 |
1.28 |
0.02 |
1.8% |
0.00 |
Volume |
22,750 |
35,654 |
12,904 |
56.7% |
90,011 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.12 |
46.50 |
43.59 |
|
R3 |
45.54 |
44.92 |
43.15 |
|
R2 |
43.96 |
43.96 |
43.01 |
|
R1 |
43.34 |
43.34 |
42.86 |
43.65 |
PP |
42.38 |
42.38 |
42.38 |
42.54 |
S1 |
41.76 |
41.76 |
42.58 |
42.07 |
S2 |
40.80 |
40.80 |
42.43 |
|
S3 |
39.22 |
40.18 |
42.29 |
|
S4 |
37.64 |
38.60 |
41.85 |
|
|
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 |
43.00 |
39.94 |
3.06 |
7.2% |
1.35 |
3.2% |
91% |
True |
False |
22,415 |
10 |
43.00 |
39.94 |
3.06 |
7.2% |
1.18 |
2.8% |
91% |
True |
False |
19,981 |
20 |
43.00 |
39.69 |
3.31 |
7.7% |
1.13 |
2.6% |
92% |
True |
False |
16,308 |
40 |
43.00 |
35.94 |
7.06 |
16.5% |
1.42 |
3.3% |
96% |
True |
False |
14,876 |
60 |
43.00 |
30.35 |
12.65 |
29.6% |
1.48 |
3.5% |
98% |
True |
False |
13,647 |
80 |
43.00 |
26.22 |
16.78 |
39.3% |
1.69 |
3.9% |
98% |
True |
False |
12,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.72 |
2.618 |
47.14 |
1.618 |
45.56 |
1.000 |
44.58 |
0.618 |
43.98 |
HIGH |
43.00 |
0.618 |
42.40 |
0.500 |
42.21 |
0.382 |
42.02 |
LOW |
41.42 |
0.618 |
40.44 |
1.000 |
39.84 |
1.618 |
38.86 |
2.618 |
37.28 |
4.250 |
34.71 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.55 |
42.47 |
PP |
42.38 |
42.21 |
S1 |
42.21 |
41.96 |
|