NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
43.05 |
42.85 |
-0.20 |
-0.5% |
41.42 |
High |
43.93 |
43.96 |
0.03 |
0.1% |
44.32 |
Low |
42.67 |
42.74 |
0.07 |
0.2% |
40.91 |
Close |
42.80 |
43.78 |
0.98 |
2.3% |
42.48 |
Range |
1.26 |
1.22 |
-0.04 |
-3.2% |
3.41 |
ATR |
1.25 |
1.25 |
0.00 |
-0.2% |
0.00 |
Volume |
27,665 |
30,065 |
2,400 |
8.7% |
141,136 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.15 |
46.69 |
44.45 |
|
R3 |
45.93 |
45.47 |
44.12 |
|
R2 |
44.71 |
44.71 |
44.00 |
|
R1 |
44.25 |
44.25 |
43.89 |
44.48 |
PP |
43.49 |
43.49 |
43.49 |
43.61 |
S1 |
43.03 |
43.03 |
43.67 |
43.26 |
S2 |
42.27 |
42.27 |
43.56 |
|
S3 |
41.05 |
41.81 |
43.44 |
|
S4 |
39.83 |
40.59 |
43.11 |
|
|
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 |
43.96 |
42.34 |
1.62 |
3.7% |
1.05 |
2.4% |
89% |
True |
False |
24,702 |
10 |
44.32 |
39.94 |
4.38 |
10.0% |
1.34 |
3.1% |
88% |
False |
False |
25,442 |
20 |
44.32 |
39.94 |
4.38 |
10.0% |
1.13 |
2.6% |
88% |
False |
False |
20,240 |
40 |
44.32 |
38.20 |
6.12 |
14.0% |
1.27 |
2.9% |
91% |
False |
False |
17,226 |
60 |
44.32 |
33.62 |
10.70 |
24.4% |
1.45 |
3.3% |
95% |
False |
False |
15,231 |
80 |
44.32 |
26.22 |
18.10 |
41.3% |
1.64 |
3.8% |
97% |
False |
False |
14,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.15 |
2.618 |
47.15 |
1.618 |
45.93 |
1.000 |
45.18 |
0.618 |
44.71 |
HIGH |
43.96 |
0.618 |
43.49 |
0.500 |
43.35 |
0.382 |
43.21 |
LOW |
42.74 |
0.618 |
41.99 |
1.000 |
41.52 |
1.618 |
40.77 |
2.618 |
39.55 |
4.250 |
37.56 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.64 |
43.60 |
PP |
43.49 |
43.41 |
S1 |
43.35 |
43.23 |
|