NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
39.86 |
40.01 |
0.15 |
0.4% |
39.32 |
High |
40.23 |
40.71 |
0.48 |
1.2% |
41.84 |
Low |
39.10 |
39.21 |
0.11 |
0.3% |
37.56 |
Close |
39.48 |
40.09 |
0.61 |
1.5% |
38.80 |
Range |
1.13 |
1.50 |
0.37 |
32.7% |
4.28 |
ATR |
2.05 |
2.01 |
-0.04 |
-1.9% |
0.00 |
Volume |
131,020 |
86,061 |
-44,959 |
-34.3% |
222,075 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.50 |
43.80 |
40.92 |
|
R3 |
43.00 |
42.30 |
40.50 |
|
R2 |
41.50 |
41.50 |
40.37 |
|
R1 |
40.80 |
40.80 |
40.23 |
41.15 |
PP |
40.00 |
40.00 |
40.00 |
40.18 |
S1 |
39.30 |
39.30 |
39.95 |
39.65 |
S2 |
38.50 |
38.50 |
39.82 |
|
S3 |
37.00 |
37.80 |
39.68 |
|
S4 |
35.50 |
36.30 |
39.27 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.24 |
49.80 |
41.15 |
|
R3 |
47.96 |
45.52 |
39.98 |
|
R2 |
43.68 |
43.68 |
39.58 |
|
R1 |
41.24 |
41.24 |
39.19 |
40.32 |
PP |
39.40 |
39.40 |
39.40 |
38.94 |
S1 |
36.96 |
36.96 |
38.41 |
36.04 |
S2 |
35.12 |
35.12 |
38.02 |
|
S3 |
30.84 |
32.68 |
37.62 |
|
S4 |
26.56 |
28.40 |
36.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.71 |
37.56 |
3.15 |
7.9% |
1.66 |
4.1% |
80% |
True |
False |
72,774 |
10 |
41.84 |
37.56 |
4.28 |
10.7% |
1.85 |
4.6% |
59% |
False |
False |
57,381 |
20 |
41.84 |
35.25 |
6.59 |
16.4% |
2.01 |
5.0% |
73% |
False |
False |
45,172 |
40 |
41.84 |
28.20 |
13.64 |
34.0% |
1.99 |
5.0% |
87% |
False |
False |
40,297 |
60 |
41.84 |
23.26 |
18.58 |
46.3% |
2.17 |
5.4% |
91% |
False |
False |
39,565 |
80 |
41.84 |
23.26 |
18.58 |
46.3% |
2.32 |
5.8% |
91% |
False |
False |
38,514 |
100 |
54.30 |
23.26 |
31.04 |
77.4% |
2.24 |
5.6% |
54% |
False |
False |
35,059 |
120 |
56.88 |
23.26 |
33.62 |
83.9% |
2.06 |
5.1% |
50% |
False |
False |
31,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.09 |
2.618 |
44.64 |
1.618 |
43.14 |
1.000 |
42.21 |
0.618 |
41.64 |
HIGH |
40.71 |
0.618 |
40.14 |
0.500 |
39.96 |
0.382 |
39.78 |
LOW |
39.21 |
0.618 |
38.28 |
1.000 |
37.71 |
1.618 |
36.78 |
2.618 |
35.28 |
4.250 |
32.84 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.05 |
39.83 |
PP |
40.00 |
39.56 |
S1 |
39.96 |
39.30 |
|