NYMEX Light Sweet Crude Oil Future February 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 |
43.52 |
43.11 |
-0.41 |
-0.9% |
41.67 |
High |
44.14 |
44.19 |
0.05 |
0.1% |
44.47 |
Low |
42.92 |
43.00 |
0.08 |
0.2% |
41.19 |
Close |
43.06 |
44.01 |
0.95 |
2.2% |
42.76 |
Range |
1.22 |
1.19 |
-0.03 |
-2.5% |
3.28 |
ATR |
1.17 |
1.17 |
0.00 |
0.1% |
0.00 |
Volume |
9,540 |
12,468 |
2,928 |
30.7% |
59,066 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.30 |
46.85 |
44.66 |
|
R3 |
46.11 |
45.66 |
44.34 |
|
R2 |
44.92 |
44.92 |
44.23 |
|
R1 |
44.47 |
44.47 |
44.12 |
44.70 |
PP |
43.73 |
43.73 |
43.73 |
43.85 |
S1 |
43.28 |
43.28 |
43.90 |
43.51 |
S2 |
42.54 |
42.54 |
43.79 |
|
S3 |
41.35 |
42.09 |
43.68 |
|
S4 |
40.16 |
40.90 |
43.36 |
|
|
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 |
44.19 |
42.67 |
1.52 |
3.5% |
0.97 |
2.2% |
88% |
True |
False |
10,372 |
10 |
44.47 |
40.19 |
4.28 |
9.7% |
1.26 |
2.9% |
89% |
False |
False |
10,701 |
20 |
44.47 |
40.19 |
4.28 |
9.7% |
1.06 |
2.4% |
89% |
False |
False |
8,851 |
40 |
44.47 |
38.37 |
6.10 |
13.9% |
1.17 |
2.7% |
92% |
False |
False |
7,740 |
60 |
44.47 |
33.99 |
10.48 |
23.8% |
1.34 |
3.1% |
96% |
False |
False |
7,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.25 |
2.618 |
47.31 |
1.618 |
46.12 |
1.000 |
45.38 |
0.618 |
44.93 |
HIGH |
44.19 |
0.618 |
43.74 |
0.500 |
43.60 |
0.382 |
43.45 |
LOW |
43.00 |
0.618 |
42.26 |
1.000 |
41.81 |
1.618 |
41.07 |
2.618 |
39.88 |
4.250 |
37.94 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.87 |
43.85 |
PP |
43.73 |
43.69 |
S1 |
43.60 |
43.54 |
|