NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
44.03 |
44.02 |
-0.01 |
0.0% |
43.80 |
High |
44.03 |
44.02 |
-0.01 |
0.0% |
44.41 |
Low |
42.90 |
42.72 |
-0.18 |
-0.4% |
42.72 |
Close |
43.99 |
43.51 |
-0.48 |
-1.1% |
43.51 |
Range |
1.13 |
1.30 |
0.17 |
15.0% |
1.69 |
ATR |
1.03 |
1.05 |
0.02 |
1.8% |
0.00 |
Volume |
11,873 |
13,078 |
1,205 |
10.1% |
61,908 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.32 |
46.71 |
44.23 |
|
R3 |
46.02 |
45.41 |
43.87 |
|
R2 |
44.72 |
44.72 |
43.75 |
|
R1 |
44.11 |
44.11 |
43.63 |
43.77 |
PP |
43.42 |
43.42 |
43.42 |
43.24 |
S1 |
42.81 |
42.81 |
43.39 |
42.47 |
S2 |
42.12 |
42.12 |
43.27 |
|
S3 |
40.82 |
41.51 |
43.15 |
|
S4 |
39.52 |
40.21 |
42.80 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.62 |
47.75 |
44.44 |
|
R3 |
46.93 |
46.06 |
43.97 |
|
R2 |
45.24 |
45.24 |
43.82 |
|
R1 |
44.37 |
44.37 |
43.66 |
43.96 |
PP |
43.55 |
43.55 |
43.55 |
43.34 |
S1 |
42.68 |
42.68 |
43.36 |
42.27 |
S2 |
41.86 |
41.86 |
43.20 |
|
S3 |
40.17 |
40.99 |
43.05 |
|
S4 |
38.48 |
39.30 |
42.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.41 |
42.72 |
1.69 |
3.9% |
0.91 |
2.1% |
47% |
False |
True |
12,381 |
10 |
44.41 |
42.72 |
1.69 |
3.9% |
0.89 |
2.0% |
47% |
False |
True |
12,146 |
20 |
44.47 |
40.19 |
4.28 |
9.8% |
1.03 |
2.4% |
78% |
False |
False |
11,122 |
40 |
44.47 |
38.63 |
5.84 |
13.4% |
1.04 |
2.4% |
84% |
False |
False |
8,902 |
60 |
44.47 |
35.19 |
9.28 |
21.3% |
1.27 |
2.9% |
90% |
False |
False |
8,042 |
80 |
44.47 |
29.00 |
15.47 |
35.6% |
1.38 |
3.2% |
94% |
False |
False |
7,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.55 |
2.618 |
47.42 |
1.618 |
46.12 |
1.000 |
45.32 |
0.618 |
44.82 |
HIGH |
44.02 |
0.618 |
43.52 |
0.500 |
43.37 |
0.382 |
43.22 |
LOW |
42.72 |
0.618 |
41.92 |
1.000 |
41.42 |
1.618 |
40.62 |
2.618 |
39.32 |
4.250 |
37.20 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.46 |
43.53 |
PP |
43.42 |
43.52 |
S1 |
43.37 |
43.52 |
|