NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.85 |
43.69 |
0.84 |
2.0% |
41.42 |
High |
43.96 |
43.91 |
-0.05 |
-0.1% |
44.32 |
Low |
42.74 |
43.30 |
0.56 |
1.3% |
40.91 |
Close |
43.78 |
43.44 |
-0.34 |
-0.8% |
42.48 |
Range |
1.22 |
0.61 |
-0.61 |
-50.0% |
3.41 |
ATR |
1.25 |
1.20 |
-0.05 |
-3.6% |
0.00 |
Volume |
30,065 |
29,618 |
-447 |
-1.5% |
141,136 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.38 |
45.02 |
43.78 |
|
R3 |
44.77 |
44.41 |
43.61 |
|
R2 |
44.16 |
44.16 |
43.55 |
|
R1 |
43.80 |
43.80 |
43.50 |
43.68 |
PP |
43.55 |
43.55 |
43.55 |
43.49 |
S1 |
43.19 |
43.19 |
43.38 |
43.07 |
S2 |
42.94 |
42.94 |
43.33 |
|
S3 |
42.33 |
42.58 |
43.27 |
|
S4 |
41.72 |
41.97 |
43.10 |
|
|
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% |
1.00 |
2.3% |
68% |
False |
False |
25,672 |
10 |
44.32 |
40.91 |
3.41 |
7.8% |
1.17 |
2.7% |
74% |
False |
False |
26,406 |
20 |
44.32 |
39.94 |
4.38 |
10.1% |
1.13 |
2.6% |
80% |
False |
False |
21,204 |
40 |
44.32 |
38.20 |
6.12 |
14.1% |
1.25 |
2.9% |
86% |
False |
False |
17,770 |
60 |
44.32 |
33.62 |
10.70 |
24.6% |
1.44 |
3.3% |
92% |
False |
False |
15,646 |
80 |
44.32 |
26.22 |
18.10 |
41.7% |
1.57 |
3.6% |
95% |
False |
False |
14,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.50 |
2.618 |
45.51 |
1.618 |
44.90 |
1.000 |
44.52 |
0.618 |
44.29 |
HIGH |
43.91 |
0.618 |
43.68 |
0.500 |
43.61 |
0.382 |
43.53 |
LOW |
43.30 |
0.618 |
42.92 |
1.000 |
42.69 |
1.618 |
42.31 |
2.618 |
41.70 |
4.250 |
40.71 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.61 |
43.40 |
PP |
43.55 |
43.36 |
S1 |
43.50 |
43.32 |
|