NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.50 |
43.05 |
0.55 |
1.3% |
41.42 |
High |
43.39 |
43.93 |
0.54 |
1.2% |
44.32 |
Low |
42.50 |
42.67 |
0.17 |
0.4% |
40.91 |
Close |
43.08 |
42.80 |
-0.28 |
-0.6% |
42.48 |
Range |
0.89 |
1.26 |
0.37 |
41.6% |
3.41 |
ATR |
1.25 |
1.25 |
0.00 |
0.1% |
0.00 |
Volume |
20,453 |
27,665 |
7,212 |
35.3% |
141,136 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.91 |
46.12 |
43.49 |
|
R3 |
45.65 |
44.86 |
43.15 |
|
R2 |
44.39 |
44.39 |
43.03 |
|
R1 |
43.60 |
43.60 |
42.92 |
43.37 |
PP |
43.13 |
43.13 |
43.13 |
43.02 |
S1 |
42.34 |
42.34 |
42.68 |
42.11 |
S2 |
41.87 |
41.87 |
42.57 |
|
S3 |
40.61 |
41.08 |
42.45 |
|
S4 |
39.35 |
39.82 |
42.11 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.80 |
51.05 |
44.36 |
|
R3 |
49.39 |
47.64 |
43.42 |
|
R2 |
45.98 |
45.98 |
43.11 |
|
R1 |
44.23 |
44.23 |
42.79 |
45.11 |
PP |
42.57 |
42.57 |
42.57 |
43.01 |
S1 |
40.82 |
40.82 |
42.17 |
41.70 |
S2 |
39.16 |
39.16 |
41.85 |
|
S3 |
35.75 |
37.41 |
41.54 |
|
S4 |
32.34 |
34.00 |
40.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.32 |
42.34 |
1.98 |
4.6% |
1.19 |
2.8% |
23% |
False |
False |
26,170 |
10 |
44.32 |
39.94 |
4.38 |
10.2% |
1.27 |
3.0% |
65% |
False |
False |
24,292 |
20 |
44.32 |
39.94 |
4.38 |
10.2% |
1.12 |
2.6% |
65% |
False |
False |
19,246 |
40 |
44.32 |
38.00 |
6.32 |
14.8% |
1.29 |
3.0% |
76% |
False |
False |
16,623 |
60 |
44.32 |
32.71 |
11.61 |
27.1% |
1.47 |
3.4% |
87% |
False |
False |
14,898 |
80 |
44.32 |
26.22 |
18.10 |
42.3% |
1.65 |
3.9% |
92% |
False |
False |
13,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.29 |
2.618 |
47.23 |
1.618 |
45.97 |
1.000 |
45.19 |
0.618 |
44.71 |
HIGH |
43.93 |
0.618 |
43.45 |
0.500 |
43.30 |
0.382 |
43.15 |
LOW |
42.67 |
0.618 |
41.89 |
1.000 |
41.41 |
1.618 |
40.63 |
2.618 |
39.37 |
4.250 |
37.32 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.30 |
43.14 |
PP |
43.13 |
43.02 |
S1 |
42.97 |
42.91 |
|