NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 05-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
41.80 |
42.45 |
0.65 |
1.6% |
41.98 |
High |
43.00 |
44.32 |
1.32 |
3.1% |
42.62 |
Low |
41.42 |
42.39 |
0.97 |
2.3% |
39.94 |
Close |
42.72 |
43.31 |
0.59 |
1.4% |
41.49 |
Range |
1.58 |
1.93 |
0.35 |
22.2% |
2.68 |
ATR |
1.28 |
1.33 |
0.05 |
3.6% |
0.00 |
Volume |
35,654 |
37,404 |
1,750 |
4.9% |
90,011 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.13 |
48.15 |
44.37 |
|
R3 |
47.20 |
46.22 |
43.84 |
|
R2 |
45.27 |
45.27 |
43.66 |
|
R1 |
44.29 |
44.29 |
43.49 |
44.78 |
PP |
43.34 |
43.34 |
43.34 |
43.59 |
S1 |
42.36 |
42.36 |
43.13 |
42.85 |
S2 |
41.41 |
41.41 |
42.96 |
|
S3 |
39.48 |
40.43 |
42.78 |
|
S4 |
37.55 |
38.50 |
42.25 |
|
|
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 |
44.32 |
39.94 |
4.38 |
10.1% |
1.63 |
3.8% |
77% |
True |
False |
26,181 |
10 |
44.32 |
39.94 |
4.38 |
10.1% |
1.30 |
3.0% |
77% |
True |
False |
22,730 |
20 |
44.32 |
39.69 |
4.63 |
10.7% |
1.19 |
2.7% |
78% |
True |
False |
17,409 |
40 |
44.32 |
35.94 |
8.38 |
19.3% |
1.43 |
3.3% |
88% |
True |
False |
15,441 |
60 |
44.32 |
30.35 |
13.97 |
32.3% |
1.48 |
3.4% |
93% |
True |
False |
14,104 |
80 |
44.32 |
26.22 |
18.10 |
41.8% |
1.68 |
3.9% |
94% |
True |
False |
13,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.52 |
2.618 |
49.37 |
1.618 |
47.44 |
1.000 |
46.25 |
0.618 |
45.51 |
HIGH |
44.32 |
0.618 |
43.58 |
0.500 |
43.36 |
0.382 |
43.13 |
LOW |
42.39 |
0.618 |
41.20 |
1.000 |
40.46 |
1.618 |
39.27 |
2.618 |
37.34 |
4.250 |
34.19 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.36 |
43.08 |
PP |
43.34 |
42.85 |
S1 |
43.33 |
42.62 |
|