NYMEX Light Sweet Crude Oil Future December 2020
| 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 |
42.81 |
42.52 |
-0.29 |
-0.7% |
41.27 |
| High |
43.70 |
43.72 |
0.02 |
0.0% |
44.11 |
| Low |
42.38 |
42.44 |
0.06 |
0.1% |
40.60 |
| Close |
42.51 |
43.52 |
1.01 |
2.4% |
42.19 |
| Range |
1.32 |
1.28 |
-0.04 |
-3.0% |
3.51 |
| ATR |
1.32 |
1.32 |
0.00 |
-0.2% |
0.00 |
| Volume |
78,724 |
106,074 |
27,350 |
34.7% |
498,724 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.07 |
46.57 |
44.22 |
|
| R3 |
45.79 |
45.29 |
43.87 |
|
| R2 |
44.51 |
44.51 |
43.75 |
|
| R1 |
44.01 |
44.01 |
43.64 |
44.26 |
| PP |
43.23 |
43.23 |
43.23 |
43.35 |
| S1 |
42.73 |
42.73 |
43.40 |
42.98 |
| S2 |
41.95 |
41.95 |
43.29 |
|
| S3 |
40.67 |
41.45 |
43.17 |
|
| S4 |
39.39 |
40.17 |
42.82 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.83 |
51.02 |
44.12 |
|
| R3 |
49.32 |
47.51 |
43.16 |
|
| R2 |
45.81 |
45.81 |
42.83 |
|
| R1 |
44.00 |
44.00 |
42.51 |
44.91 |
| PP |
42.30 |
42.30 |
42.30 |
42.75 |
| S1 |
40.49 |
40.49 |
41.87 |
41.40 |
| S2 |
38.79 |
38.79 |
41.55 |
|
| S3 |
35.28 |
36.98 |
41.22 |
|
| S4 |
31.77 |
33.47 |
40.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.72 |
42.03 |
1.69 |
3.9% |
1.12 |
2.6% |
88% |
True |
False |
80,504 |
| 10 |
44.11 |
39.63 |
4.48 |
10.3% |
1.41 |
3.2% |
87% |
False |
False |
89,867 |
| 20 |
44.11 |
39.63 |
4.48 |
10.3% |
1.20 |
2.7% |
87% |
False |
False |
75,666 |
| 40 |
44.11 |
38.02 |
6.09 |
14.0% |
1.34 |
3.1% |
90% |
False |
False |
74,308 |
| 60 |
44.11 |
33.12 |
10.99 |
25.3% |
1.56 |
3.6% |
95% |
False |
False |
75,491 |
| 80 |
44.11 |
25.31 |
18.80 |
43.2% |
1.78 |
4.1% |
97% |
False |
False |
82,844 |
| 100 |
44.11 |
25.31 |
18.80 |
43.2% |
1.84 |
4.2% |
97% |
False |
False |
85,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.16 |
|
2.618 |
47.07 |
|
1.618 |
45.79 |
|
1.000 |
45.00 |
|
0.618 |
44.51 |
|
HIGH |
43.72 |
|
0.618 |
43.23 |
|
0.500 |
43.08 |
|
0.382 |
42.93 |
|
LOW |
42.44 |
|
0.618 |
41.65 |
|
1.000 |
41.16 |
|
1.618 |
40.37 |
|
2.618 |
39.09 |
|
4.250 |
37.00 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.37 |
43.32 |
| PP |
43.23 |
43.12 |
| S1 |
43.08 |
42.92 |
|