NYMEX Light Sweet Crude Oil Future December 2020
| 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 |
41.67 |
42.22 |
0.55 |
1.3% |
41.82 |
| High |
42.78 |
44.11 |
1.33 |
3.1% |
42.48 |
| Low |
41.12 |
42.15 |
1.03 |
2.5% |
39.63 |
| Close |
42.46 |
43.04 |
0.58 |
1.4% |
41.22 |
| Range |
1.66 |
1.96 |
0.30 |
18.1% |
2.85 |
| ATR |
1.36 |
1.40 |
0.04 |
3.2% |
0.00 |
| Volume |
94,078 |
171,968 |
77,890 |
82.8% |
340,969 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.98 |
47.97 |
44.12 |
|
| R3 |
47.02 |
46.01 |
43.58 |
|
| R2 |
45.06 |
45.06 |
43.40 |
|
| R1 |
44.05 |
44.05 |
43.22 |
44.56 |
| PP |
43.10 |
43.10 |
43.10 |
43.35 |
| S1 |
42.09 |
42.09 |
42.86 |
42.60 |
| S2 |
41.14 |
41.14 |
42.68 |
|
| S3 |
39.18 |
40.13 |
42.50 |
|
| S4 |
37.22 |
38.17 |
41.96 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.66 |
48.29 |
42.79 |
|
| R3 |
46.81 |
45.44 |
42.00 |
|
| R2 |
43.96 |
43.96 |
41.74 |
|
| R1 |
42.59 |
42.59 |
41.48 |
41.85 |
| PP |
41.11 |
41.11 |
41.11 |
40.74 |
| S1 |
39.74 |
39.74 |
40.96 |
39.00 |
| S2 |
38.26 |
38.26 |
40.70 |
|
| S3 |
35.41 |
36.89 |
40.44 |
|
| S4 |
32.56 |
34.04 |
39.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.11 |
39.63 |
4.48 |
10.4% |
1.70 |
3.9% |
76% |
True |
False |
99,229 |
| 10 |
44.11 |
39.63 |
4.48 |
10.4% |
1.36 |
3.2% |
76% |
True |
False |
82,829 |
| 20 |
44.11 |
39.46 |
4.65 |
10.8% |
1.25 |
2.9% |
77% |
True |
False |
74,008 |
| 40 |
44.11 |
35.72 |
8.39 |
19.5% |
1.52 |
3.5% |
87% |
True |
False |
74,537 |
| 60 |
44.11 |
29.68 |
14.43 |
33.5% |
1.61 |
3.7% |
93% |
True |
False |
75,717 |
| 80 |
44.11 |
25.31 |
18.80 |
43.7% |
1.83 |
4.3% |
94% |
True |
False |
82,421 |
| 100 |
44.11 |
25.31 |
18.80 |
43.7% |
1.99 |
4.6% |
94% |
True |
False |
87,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.44 |
|
2.618 |
49.24 |
|
1.618 |
47.28 |
|
1.000 |
46.07 |
|
0.618 |
45.32 |
|
HIGH |
44.11 |
|
0.618 |
43.36 |
|
0.500 |
43.13 |
|
0.382 |
42.90 |
|
LOW |
42.15 |
|
0.618 |
40.94 |
|
1.000 |
40.19 |
|
1.618 |
38.98 |
|
2.618 |
37.02 |
|
4.250 |
33.82 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.13 |
42.81 |
| PP |
43.10 |
42.58 |
| S1 |
43.07 |
42.36 |
|