NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
44.38 |
44.21 |
-0.17 |
-0.4% |
43.26 |
High |
44.58 |
44.28 |
-0.30 |
-0.7% |
44.41 |
Low |
44.09 |
43.21 |
-0.88 |
-2.0% |
43.16 |
Close |
44.51 |
44.25 |
-0.26 |
-0.6% |
43.84 |
Range |
0.49 |
1.07 |
0.58 |
118.4% |
1.25 |
ATR |
1.01 |
1.03 |
0.02 |
2.1% |
0.00 |
Volume |
11,073 |
19,180 |
8,107 |
73.2% |
74,643 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.12 |
46.76 |
44.84 |
|
R3 |
46.05 |
45.69 |
44.54 |
|
R2 |
44.98 |
44.98 |
44.45 |
|
R1 |
44.62 |
44.62 |
44.35 |
44.80 |
PP |
43.91 |
43.91 |
43.91 |
44.01 |
S1 |
43.55 |
43.55 |
44.15 |
43.73 |
S2 |
42.84 |
42.84 |
44.05 |
|
S3 |
41.77 |
42.48 |
43.96 |
|
S4 |
40.70 |
41.41 |
43.66 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.55 |
46.95 |
44.53 |
|
R3 |
46.30 |
45.70 |
44.18 |
|
R2 |
45.05 |
45.05 |
44.07 |
|
R1 |
44.45 |
44.45 |
43.95 |
44.75 |
PP |
43.80 |
43.80 |
43.80 |
43.96 |
S1 |
43.20 |
43.20 |
43.73 |
43.50 |
S2 |
42.55 |
42.55 |
43.61 |
|
S3 |
41.30 |
41.95 |
43.50 |
|
S4 |
40.05 |
40.70 |
43.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.67 |
43.21 |
1.46 |
3.3% |
0.76 |
1.7% |
71% |
False |
True |
14,842 |
10 |
44.67 |
42.88 |
1.79 |
4.0% |
0.83 |
1.9% |
77% |
False |
False |
14,036 |
20 |
44.75 |
40.46 |
4.29 |
9.7% |
0.99 |
2.2% |
88% |
False |
False |
13,716 |
40 |
44.75 |
38.52 |
6.23 |
14.1% |
1.05 |
2.4% |
92% |
False |
False |
12,754 |
60 |
44.75 |
34.79 |
9.96 |
22.5% |
1.28 |
2.9% |
95% |
False |
False |
12,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.83 |
2.618 |
47.08 |
1.618 |
46.01 |
1.000 |
45.35 |
0.618 |
44.94 |
HIGH |
44.28 |
0.618 |
43.87 |
0.500 |
43.75 |
0.382 |
43.62 |
LOW |
43.21 |
0.618 |
42.55 |
1.000 |
42.14 |
1.618 |
41.48 |
2.618 |
40.41 |
4.250 |
38.66 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
44.08 |
44.15 |
PP |
43.91 |
44.04 |
S1 |
43.75 |
43.94 |
|