NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
42.22 |
43.02 |
0.80 |
1.9% |
41.82 |
| High |
44.11 |
43.47 |
-0.64 |
-1.5% |
42.48 |
| Low |
42.15 |
42.56 |
0.41 |
1.0% |
39.63 |
| Close |
43.04 |
42.89 |
-0.15 |
-0.3% |
41.22 |
| Range |
1.96 |
0.91 |
-1.05 |
-53.6% |
2.85 |
| ATR |
1.40 |
1.37 |
-0.04 |
-2.5% |
0.00 |
| Volume |
171,968 |
90,025 |
-81,943 |
-47.7% |
340,969 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.70 |
45.21 |
43.39 |
|
| R3 |
44.79 |
44.30 |
43.14 |
|
| R2 |
43.88 |
43.88 |
43.06 |
|
| R1 |
43.39 |
43.39 |
42.97 |
43.18 |
| PP |
42.97 |
42.97 |
42.97 |
42.87 |
| S1 |
42.48 |
42.48 |
42.81 |
42.27 |
| S2 |
42.06 |
42.06 |
42.72 |
|
| S3 |
41.15 |
41.57 |
42.64 |
|
| S4 |
40.24 |
40.66 |
42.39 |
|
|
| 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 |
40.60 |
3.51 |
8.2% |
1.38 |
3.2% |
65% |
False |
False |
98,038 |
| 10 |
44.11 |
39.63 |
4.48 |
10.4% |
1.31 |
3.1% |
73% |
False |
False |
83,964 |
| 20 |
44.11 |
39.46 |
4.65 |
10.8% |
1.23 |
2.9% |
74% |
False |
False |
74,980 |
| 40 |
44.11 |
35.72 |
8.39 |
19.6% |
1.49 |
3.5% |
85% |
False |
False |
75,142 |
| 60 |
44.11 |
29.68 |
14.43 |
33.6% |
1.60 |
3.7% |
92% |
False |
False |
75,942 |
| 80 |
44.11 |
25.31 |
18.80 |
43.8% |
1.82 |
4.3% |
94% |
False |
False |
82,518 |
| 100 |
44.11 |
25.31 |
18.80 |
43.8% |
1.96 |
4.6% |
94% |
False |
False |
86,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.34 |
|
2.618 |
45.85 |
|
1.618 |
44.94 |
|
1.000 |
44.38 |
|
0.618 |
44.03 |
|
HIGH |
43.47 |
|
0.618 |
43.12 |
|
0.500 |
43.02 |
|
0.382 |
42.91 |
|
LOW |
42.56 |
|
0.618 |
42.00 |
|
1.000 |
41.65 |
|
1.618 |
41.09 |
|
2.618 |
40.18 |
|
4.250 |
38.69 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.02 |
42.80 |
| PP |
42.97 |
42.71 |
| S1 |
42.93 |
42.62 |
|