NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
43.80 |
43.78 |
-0.02 |
0.0% |
42.50 |
| High |
44.08 |
43.81 |
-0.27 |
-0.6% |
43.96 |
| Low |
43.53 |
42.61 |
-0.92 |
-2.1% |
42.50 |
| Close |
43.98 |
43.70 |
-0.28 |
-0.6% |
43.30 |
| Range |
0.55 |
1.20 |
0.65 |
118.2% |
1.46 |
| ATR |
1.08 |
1.10 |
0.02 |
1.9% |
0.00 |
| Volume |
14,164 |
28,484 |
14,320 |
101.1% |
129,191 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.97 |
46.54 |
44.36 |
|
| R3 |
45.77 |
45.34 |
44.03 |
|
| R2 |
44.57 |
44.57 |
43.92 |
|
| R1 |
44.14 |
44.14 |
43.81 |
43.76 |
| PP |
43.37 |
43.37 |
43.37 |
43.18 |
| S1 |
42.94 |
42.94 |
43.59 |
42.56 |
| S2 |
42.17 |
42.17 |
43.48 |
|
| S3 |
40.97 |
41.74 |
43.37 |
|
| S4 |
39.77 |
40.54 |
43.04 |
|
|
| 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 |
44.18 |
42.61 |
1.57 |
3.6% |
0.84 |
1.9% |
69% |
False |
True |
22,696 |
| 10 |
44.18 |
42.34 |
1.84 |
4.2% |
0.92 |
2.1% |
74% |
False |
False |
24,184 |
| 20 |
44.32 |
39.94 |
4.38 |
10.0% |
1.08 |
2.5% |
86% |
False |
False |
23,766 |
| 40 |
44.32 |
38.20 |
6.12 |
14.0% |
1.13 |
2.6% |
90% |
False |
False |
19,081 |
| 60 |
44.32 |
33.95 |
10.37 |
23.7% |
1.37 |
3.1% |
94% |
False |
False |
16,561 |
| 80 |
44.32 |
28.01 |
16.31 |
37.3% |
1.48 |
3.4% |
96% |
False |
False |
15,186 |
| 100 |
44.32 |
26.22 |
18.10 |
41.4% |
1.62 |
3.7% |
97% |
False |
False |
14,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.91 |
|
2.618 |
46.95 |
|
1.618 |
45.75 |
|
1.000 |
45.01 |
|
0.618 |
44.55 |
|
HIGH |
43.81 |
|
0.618 |
43.35 |
|
0.500 |
43.21 |
|
0.382 |
43.07 |
|
LOW |
42.61 |
|
0.618 |
41.87 |
|
1.000 |
41.41 |
|
1.618 |
40.67 |
|
2.618 |
39.47 |
|
4.250 |
37.51 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
43.54 |
43.60 |
| PP |
43.37 |
43.50 |
| S1 |
43.21 |
43.40 |
|