NYMEX Light Sweet Crude Oil Future February 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 |
42.22 |
42.71 |
0.49 |
1.2% |
42.23 |
High |
43.25 |
44.47 |
1.22 |
2.8% |
42.68 |
Low |
41.71 |
42.69 |
0.98 |
2.3% |
40.19 |
Close |
42.98 |
43.56 |
0.58 |
1.3% |
41.75 |
Range |
1.54 |
1.78 |
0.24 |
15.6% |
2.49 |
ATR |
1.20 |
1.24 |
0.04 |
3.4% |
0.00 |
Volume |
10,356 |
16,296 |
5,940 |
57.4% |
41,913 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.91 |
48.02 |
44.54 |
|
R3 |
47.13 |
46.24 |
44.05 |
|
R2 |
45.35 |
45.35 |
43.89 |
|
R1 |
44.46 |
44.46 |
43.72 |
44.91 |
PP |
43.57 |
43.57 |
43.57 |
43.80 |
S1 |
42.68 |
42.68 |
43.40 |
43.13 |
S2 |
41.79 |
41.79 |
43.23 |
|
S3 |
40.01 |
40.90 |
43.07 |
|
S4 |
38.23 |
39.12 |
42.58 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.01 |
47.87 |
43.12 |
|
R3 |
46.52 |
45.38 |
42.43 |
|
R2 |
44.03 |
44.03 |
42.21 |
|
R1 |
42.89 |
42.89 |
41.98 |
42.22 |
PP |
41.54 |
41.54 |
41.54 |
41.20 |
S1 |
40.40 |
40.40 |
41.52 |
39.73 |
S2 |
39.05 |
39.05 |
41.29 |
|
S3 |
36.56 |
37.91 |
41.07 |
|
S4 |
34.07 |
35.42 |
40.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.47 |
40.19 |
4.28 |
9.8% |
1.55 |
3.6% |
79% |
True |
False |
11,030 |
10 |
44.47 |
40.19 |
4.28 |
9.8% |
1.22 |
2.8% |
79% |
True |
False |
9,601 |
20 |
44.47 |
39.90 |
4.57 |
10.5% |
1.12 |
2.6% |
80% |
True |
False |
7,720 |
40 |
44.47 |
36.26 |
8.21 |
18.8% |
1.33 |
3.1% |
89% |
True |
False |
7,257 |
60 |
44.47 |
30.75 |
13.72 |
31.5% |
1.38 |
3.2% |
93% |
True |
False |
6,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.04 |
2.618 |
49.13 |
1.618 |
47.35 |
1.000 |
46.25 |
0.618 |
45.57 |
HIGH |
44.47 |
0.618 |
43.79 |
0.500 |
43.58 |
0.382 |
43.37 |
LOW |
42.69 |
0.618 |
41.59 |
1.000 |
40.91 |
1.618 |
39.81 |
2.618 |
38.03 |
4.250 |
35.13 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.58 |
43.32 |
PP |
43.57 |
43.07 |
S1 |
43.57 |
42.83 |
|