NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.05 |
40.57 |
0.52 |
1.3% |
38.30 |
High |
40.99 |
41.34 |
0.35 |
0.9% |
40.99 |
Low |
39.74 |
40.10 |
0.36 |
0.9% |
37.89 |
Close |
40.91 |
40.88 |
-0.03 |
-0.1% |
40.91 |
Range |
1.25 |
1.24 |
-0.01 |
-0.8% |
3.10 |
ATR |
1.95 |
1.90 |
-0.05 |
-2.6% |
0.00 |
Volume |
68,425 |
85,094 |
16,669 |
24.4% |
335,621 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.49 |
43.93 |
41.56 |
|
R3 |
43.25 |
42.69 |
41.22 |
|
R2 |
42.01 |
42.01 |
41.11 |
|
R1 |
41.45 |
41.45 |
40.99 |
41.73 |
PP |
40.77 |
40.77 |
40.77 |
40.92 |
S1 |
40.21 |
40.21 |
40.77 |
40.49 |
S2 |
39.53 |
39.53 |
40.65 |
|
S3 |
38.29 |
38.97 |
40.54 |
|
S4 |
37.05 |
37.73 |
40.20 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.23 |
48.17 |
42.62 |
|
R3 |
46.13 |
45.07 |
41.76 |
|
R2 |
43.03 |
43.03 |
41.48 |
|
R1 |
41.97 |
41.97 |
41.19 |
42.50 |
PP |
39.93 |
39.93 |
39.93 |
40.20 |
S1 |
38.87 |
38.87 |
40.63 |
39.40 |
S2 |
36.83 |
36.83 |
40.34 |
|
S3 |
33.73 |
35.77 |
40.06 |
|
S4 |
30.63 |
32.67 |
39.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.34 |
37.89 |
3.45 |
8.4% |
1.47 |
3.6% |
87% |
True |
False |
84,143 |
10 |
41.84 |
37.56 |
4.28 |
10.5% |
1.74 |
4.3% |
78% |
False |
False |
64,279 |
20 |
41.84 |
35.25 |
6.59 |
16.1% |
1.97 |
4.8% |
85% |
False |
False |
49,565 |
40 |
41.84 |
28.25 |
13.59 |
33.2% |
1.92 |
4.7% |
93% |
False |
False |
42,248 |
60 |
41.84 |
23.26 |
18.58 |
45.5% |
2.16 |
5.3% |
95% |
False |
False |
41,393 |
80 |
41.84 |
23.26 |
18.58 |
45.5% |
2.26 |
5.5% |
95% |
False |
False |
39,581 |
100 |
54.30 |
23.26 |
31.04 |
75.9% |
2.25 |
5.5% |
57% |
False |
False |
36,174 |
120 |
56.82 |
23.26 |
33.56 |
82.1% |
2.07 |
5.1% |
53% |
False |
False |
32,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.61 |
2.618 |
44.59 |
1.618 |
43.35 |
1.000 |
42.58 |
0.618 |
42.11 |
HIGH |
41.34 |
0.618 |
40.87 |
0.500 |
40.72 |
0.382 |
40.57 |
LOW |
40.10 |
0.618 |
39.33 |
1.000 |
38.86 |
1.618 |
38.09 |
2.618 |
36.85 |
4.250 |
34.83 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.83 |
40.68 |
PP |
40.77 |
40.48 |
S1 |
40.72 |
40.28 |
|