NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.45 |
43.15 |
0.70 |
1.6% |
41.98 |
High |
44.32 |
43.72 |
-0.60 |
-1.4% |
42.62 |
Low |
42.39 |
42.85 |
0.46 |
1.1% |
39.94 |
Close |
43.31 |
43.18 |
-0.13 |
-0.3% |
41.49 |
Range |
1.93 |
0.87 |
-1.06 |
-54.9% |
2.68 |
ATR |
1.33 |
1.29 |
-0.03 |
-2.5% |
0.00 |
Volume |
37,404 |
24,766 |
-12,638 |
-33.8% |
90,011 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.86 |
45.39 |
43.66 |
|
R3 |
44.99 |
44.52 |
43.42 |
|
R2 |
44.12 |
44.12 |
43.34 |
|
R1 |
43.65 |
43.65 |
43.26 |
43.89 |
PP |
43.25 |
43.25 |
43.25 |
43.37 |
S1 |
42.78 |
42.78 |
43.10 |
43.02 |
S2 |
42.38 |
42.38 |
43.02 |
|
S3 |
41.51 |
41.91 |
42.94 |
|
S4 |
40.64 |
41.04 |
42.70 |
|
|
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 |
40.91 |
3.41 |
7.9% |
1.33 |
3.1% |
67% |
False |
False |
27,139 |
10 |
44.32 |
39.94 |
4.38 |
10.1% |
1.25 |
2.9% |
74% |
False |
False |
23,347 |
20 |
44.32 |
39.69 |
4.63 |
10.7% |
1.17 |
2.7% |
75% |
False |
False |
17,961 |
40 |
44.32 |
35.94 |
8.38 |
19.4% |
1.41 |
3.3% |
86% |
False |
False |
15,759 |
60 |
44.32 |
30.35 |
13.97 |
32.4% |
1.48 |
3.4% |
92% |
False |
False |
14,390 |
80 |
44.32 |
26.22 |
18.10 |
41.9% |
1.68 |
3.9% |
94% |
False |
False |
13,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.42 |
2.618 |
46.00 |
1.618 |
45.13 |
1.000 |
44.59 |
0.618 |
44.26 |
HIGH |
43.72 |
0.618 |
43.39 |
0.500 |
43.29 |
0.382 |
43.18 |
LOW |
42.85 |
0.618 |
42.31 |
1.000 |
41.98 |
1.618 |
41.44 |
2.618 |
40.57 |
4.250 |
39.15 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.29 |
43.08 |
PP |
43.25 |
42.97 |
S1 |
43.22 |
42.87 |
|