NYMEX Light Sweet Crude Oil Future February 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 |
42.88 |
43.52 |
0.64 |
1.5% |
41.67 |
High |
43.65 |
44.14 |
0.49 |
1.1% |
44.47 |
Low |
42.88 |
42.92 |
0.04 |
0.1% |
41.19 |
Close |
43.33 |
43.06 |
-0.27 |
-0.6% |
42.76 |
Range |
0.77 |
1.22 |
0.45 |
58.4% |
3.28 |
ATR |
1.17 |
1.17 |
0.00 |
0.3% |
0.00 |
Volume |
9,911 |
9,540 |
-371 |
-3.7% |
59,066 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.03 |
46.27 |
43.73 |
|
R3 |
45.81 |
45.05 |
43.40 |
|
R2 |
44.59 |
44.59 |
43.28 |
|
R1 |
43.83 |
43.83 |
43.17 |
43.60 |
PP |
43.37 |
43.37 |
43.37 |
43.26 |
S1 |
42.61 |
42.61 |
42.95 |
42.38 |
S2 |
42.15 |
42.15 |
42.84 |
|
S3 |
40.93 |
41.39 |
42.72 |
|
S4 |
39.71 |
40.17 |
42.39 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.65 |
50.98 |
44.56 |
|
R3 |
49.37 |
47.70 |
43.66 |
|
R2 |
46.09 |
46.09 |
43.36 |
|
R1 |
44.42 |
44.42 |
43.06 |
45.26 |
PP |
42.81 |
42.81 |
42.81 |
43.22 |
S1 |
41.14 |
41.14 |
42.46 |
41.98 |
S2 |
39.53 |
39.53 |
42.16 |
|
S3 |
36.25 |
37.86 |
41.86 |
|
S4 |
32.97 |
34.58 |
40.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.47 |
42.67 |
1.80 |
4.2% |
1.09 |
2.5% |
22% |
False |
False |
11,138 |
10 |
44.47 |
40.19 |
4.28 |
9.9% |
1.19 |
2.8% |
67% |
False |
False |
10,408 |
20 |
44.47 |
40.19 |
4.28 |
9.9% |
1.04 |
2.4% |
67% |
False |
False |
8,644 |
40 |
44.47 |
38.37 |
6.10 |
14.2% |
1.19 |
2.8% |
77% |
False |
False |
7,520 |
60 |
44.47 |
32.58 |
11.89 |
27.6% |
1.37 |
3.2% |
88% |
False |
False |
6,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.33 |
2.618 |
47.33 |
1.618 |
46.11 |
1.000 |
45.36 |
0.618 |
44.89 |
HIGH |
44.14 |
0.618 |
43.67 |
0.500 |
43.53 |
0.382 |
43.39 |
LOW |
42.92 |
0.618 |
42.17 |
1.000 |
41.70 |
1.618 |
40.95 |
2.618 |
39.73 |
4.250 |
37.74 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.53 |
43.41 |
PP |
43.37 |
43.29 |
S1 |
43.22 |
43.18 |
|