NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
43.55 |
43.40 |
-0.15 |
-0.3% |
42.50 |
| High |
43.71 |
44.14 |
0.43 |
1.0% |
43.96 |
| Low |
42.98 |
43.18 |
0.20 |
0.5% |
42.50 |
| Close |
43.30 |
44.08 |
0.78 |
1.8% |
43.30 |
| Range |
0.73 |
0.96 |
0.23 |
31.5% |
1.46 |
| ATR |
1.17 |
1.15 |
-0.01 |
-1.3% |
0.00 |
| Volume |
21,390 |
29,062 |
7,672 |
35.9% |
129,191 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.68 |
46.34 |
44.61 |
|
| R3 |
45.72 |
45.38 |
44.34 |
|
| R2 |
44.76 |
44.76 |
44.26 |
|
| R1 |
44.42 |
44.42 |
44.17 |
44.59 |
| PP |
43.80 |
43.80 |
43.80 |
43.89 |
| S1 |
43.46 |
43.46 |
43.99 |
43.63 |
| S2 |
42.84 |
42.84 |
43.90 |
|
| S3 |
41.88 |
42.50 |
43.82 |
|
| S4 |
40.92 |
41.54 |
43.55 |
|
|
| 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 |
44.14 |
42.67 |
1.47 |
3.3% |
0.96 |
2.2% |
96% |
True |
False |
27,560 |
| 10 |
44.32 |
41.42 |
2.90 |
6.6% |
1.11 |
2.5% |
92% |
False |
False |
27,663 |
| 20 |
44.32 |
39.94 |
4.38 |
9.9% |
1.14 |
2.6% |
95% |
False |
False |
22,934 |
| 40 |
44.32 |
38.20 |
6.12 |
13.9% |
1.22 |
2.8% |
96% |
False |
False |
18,278 |
| 60 |
44.32 |
33.62 |
10.70 |
24.3% |
1.43 |
3.3% |
98% |
False |
False |
16,104 |
| 80 |
44.32 |
27.77 |
16.55 |
37.5% |
1.51 |
3.4% |
99% |
False |
False |
14,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.22 |
|
2.618 |
46.65 |
|
1.618 |
45.69 |
|
1.000 |
45.10 |
|
0.618 |
44.73 |
|
HIGH |
44.14 |
|
0.618 |
43.77 |
|
0.500 |
43.66 |
|
0.382 |
43.55 |
|
LOW |
43.18 |
|
0.618 |
42.59 |
|
1.000 |
42.22 |
|
1.618 |
41.63 |
|
2.618 |
40.67 |
|
4.250 |
39.10 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.94 |
43.91 |
| PP |
43.80 |
43.73 |
| S1 |
43.66 |
43.56 |
|