NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
43.69 |
43.55 |
-0.14 |
-0.3% |
42.50 |
| High |
43.91 |
43.71 |
-0.20 |
-0.5% |
43.96 |
| Low |
43.30 |
42.98 |
-0.32 |
-0.7% |
42.50 |
| Close |
43.44 |
43.30 |
-0.14 |
-0.3% |
43.30 |
| Range |
0.61 |
0.73 |
0.12 |
19.7% |
1.46 |
| ATR |
1.20 |
1.17 |
-0.03 |
-2.8% |
0.00 |
| Volume |
29,618 |
21,390 |
-8,228 |
-27.8% |
129,191 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.52 |
45.14 |
43.70 |
|
| R3 |
44.79 |
44.41 |
43.50 |
|
| R2 |
44.06 |
44.06 |
43.43 |
|
| R1 |
43.68 |
43.68 |
43.37 |
43.51 |
| PP |
43.33 |
43.33 |
43.33 |
43.24 |
| S1 |
42.95 |
42.95 |
43.23 |
42.78 |
| S2 |
42.60 |
42.60 |
43.17 |
|
| S3 |
41.87 |
42.22 |
43.10 |
|
| S4 |
41.14 |
41.49 |
42.90 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.63 |
46.93 |
44.10 |
|
| R3 |
46.17 |
45.47 |
43.70 |
|
| R2 |
44.71 |
44.71 |
43.57 |
|
| R1 |
44.01 |
44.01 |
43.43 |
44.36 |
| PP |
43.25 |
43.25 |
43.25 |
43.43 |
| S1 |
42.55 |
42.55 |
43.17 |
42.90 |
| S2 |
41.79 |
41.79 |
43.03 |
|
| S3 |
40.33 |
41.09 |
42.90 |
|
| S4 |
38.87 |
39.63 |
42.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.96 |
42.50 |
1.46 |
3.4% |
0.94 |
2.2% |
55% |
False |
False |
25,838 |
| 10 |
44.32 |
40.91 |
3.41 |
7.9% |
1.16 |
2.7% |
70% |
False |
False |
27,032 |
| 20 |
44.32 |
39.94 |
4.38 |
10.1% |
1.14 |
2.6% |
77% |
False |
False |
21,852 |
| 40 |
44.32 |
38.20 |
6.12 |
14.1% |
1.24 |
2.9% |
83% |
False |
False |
18,010 |
| 60 |
44.32 |
33.62 |
10.70 |
24.7% |
1.43 |
3.3% |
90% |
False |
False |
15,866 |
| 80 |
44.32 |
27.77 |
16.55 |
38.2% |
1.52 |
3.5% |
94% |
False |
False |
14,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.81 |
|
2.618 |
45.62 |
|
1.618 |
44.89 |
|
1.000 |
44.44 |
|
0.618 |
44.16 |
|
HIGH |
43.71 |
|
0.618 |
43.43 |
|
0.500 |
43.35 |
|
0.382 |
43.26 |
|
LOW |
42.98 |
|
0.618 |
42.53 |
|
1.000 |
42.25 |
|
1.618 |
41.80 |
|
2.618 |
41.07 |
|
4.250 |
39.88 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.35 |
43.35 |
| PP |
43.33 |
43.33 |
| S1 |
43.32 |
43.32 |
|