NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
43.32 |
43.46 |
0.14 |
0.3% |
43.40 |
| High |
43.71 |
44.44 |
0.73 |
1.7% |
44.18 |
| Low |
43.14 |
43.46 |
0.32 |
0.7% |
42.38 |
| Close |
43.60 |
44.24 |
0.64 |
1.5% |
43.23 |
| Range |
0.57 |
0.98 |
0.41 |
71.9% |
1.80 |
| ATR |
1.08 |
1.08 |
-0.01 |
-0.7% |
0.00 |
| Volume |
23,822 |
37,253 |
13,431 |
56.4% |
121,379 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.99 |
46.59 |
44.78 |
|
| R3 |
46.01 |
45.61 |
44.51 |
|
| R2 |
45.03 |
45.03 |
44.42 |
|
| R1 |
44.63 |
44.63 |
44.33 |
44.83 |
| PP |
44.05 |
44.05 |
44.05 |
44.15 |
| S1 |
43.65 |
43.65 |
44.15 |
43.85 |
| S2 |
43.07 |
43.07 |
44.06 |
|
| S3 |
42.09 |
42.67 |
43.97 |
|
| S4 |
41.11 |
41.69 |
43.70 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.66 |
47.75 |
44.22 |
|
| R3 |
46.86 |
45.95 |
43.73 |
|
| R2 |
45.06 |
45.06 |
43.56 |
|
| R1 |
44.15 |
44.15 |
43.40 |
43.71 |
| PP |
43.26 |
43.26 |
43.26 |
43.04 |
| S1 |
42.35 |
42.35 |
43.07 |
41.91 |
| S2 |
41.46 |
41.46 |
42.90 |
|
| S3 |
39.66 |
40.55 |
42.74 |
|
| S4 |
37.86 |
38.75 |
42.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.44 |
42.38 |
2.06 |
4.7% |
0.94 |
2.1% |
90% |
True |
False |
26,601 |
| 10 |
44.44 |
42.38 |
2.06 |
4.7% |
0.90 |
2.0% |
90% |
True |
False |
26,352 |
| 20 |
44.44 |
39.94 |
4.50 |
10.2% |
1.09 |
2.5% |
96% |
True |
False |
25,322 |
| 40 |
44.44 |
39.50 |
4.94 |
11.2% |
1.08 |
2.4% |
96% |
True |
False |
20,173 |
| 60 |
44.44 |
35.94 |
8.50 |
19.2% |
1.33 |
3.0% |
98% |
True |
False |
17,547 |
| 80 |
44.44 |
28.36 |
16.08 |
36.3% |
1.44 |
3.2% |
99% |
True |
False |
15,804 |
| 100 |
44.44 |
26.22 |
18.22 |
41.2% |
1.59 |
3.6% |
99% |
True |
False |
14,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.61 |
|
2.618 |
47.01 |
|
1.618 |
46.03 |
|
1.000 |
45.42 |
|
0.618 |
45.05 |
|
HIGH |
44.44 |
|
0.618 |
44.07 |
|
0.500 |
43.95 |
|
0.382 |
43.83 |
|
LOW |
43.46 |
|
0.618 |
42.85 |
|
1.000 |
42.48 |
|
1.618 |
41.87 |
|
2.618 |
40.89 |
|
4.250 |
39.30 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
44.14 |
43.96 |
| PP |
44.05 |
43.69 |
| S1 |
43.95 |
43.41 |
|