NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 07-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.57 |
40.86 |
0.29 |
0.7% |
38.30 |
High |
41.34 |
41.16 |
-0.18 |
-0.4% |
40.99 |
Low |
40.10 |
40.17 |
0.07 |
0.2% |
37.89 |
Close |
40.88 |
40.84 |
-0.04 |
-0.1% |
40.91 |
Range |
1.24 |
0.99 |
-0.25 |
-20.2% |
3.10 |
ATR |
1.90 |
1.84 |
-0.07 |
-3.4% |
0.00 |
Volume |
85,094 |
43,945 |
-41,149 |
-48.4% |
335,621 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.69 |
43.26 |
41.38 |
|
R3 |
42.70 |
42.27 |
41.11 |
|
R2 |
41.71 |
41.71 |
41.02 |
|
R1 |
41.28 |
41.28 |
40.93 |
41.00 |
PP |
40.72 |
40.72 |
40.72 |
40.59 |
S1 |
40.29 |
40.29 |
40.75 |
40.01 |
S2 |
39.73 |
39.73 |
40.66 |
|
S3 |
38.74 |
39.30 |
40.57 |
|
S4 |
37.75 |
38.31 |
40.30 |
|
|
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 |
39.10 |
2.24 |
5.5% |
1.22 |
3.0% |
78% |
False |
False |
82,909 |
10 |
41.84 |
37.56 |
4.28 |
10.5% |
1.67 |
4.1% |
77% |
False |
False |
64,834 |
20 |
41.84 |
35.25 |
6.59 |
16.1% |
1.90 |
4.7% |
85% |
False |
False |
49,764 |
40 |
41.84 |
28.25 |
13.59 |
33.3% |
1.90 |
4.6% |
93% |
False |
False |
42,535 |
60 |
41.84 |
23.26 |
18.58 |
45.5% |
2.13 |
5.2% |
95% |
False |
False |
41,676 |
80 |
41.84 |
23.26 |
18.58 |
45.5% |
2.24 |
5.5% |
95% |
False |
False |
38,904 |
100 |
54.30 |
23.26 |
31.04 |
76.0% |
2.25 |
5.5% |
57% |
False |
False |
36,428 |
120 |
56.82 |
23.26 |
33.56 |
82.2% |
2.07 |
5.1% |
52% |
False |
False |
32,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.37 |
2.618 |
43.75 |
1.618 |
42.76 |
1.000 |
42.15 |
0.618 |
41.77 |
HIGH |
41.16 |
0.618 |
40.78 |
0.500 |
40.67 |
0.382 |
40.55 |
LOW |
40.17 |
0.618 |
39.56 |
1.000 |
39.18 |
1.618 |
38.57 |
2.618 |
37.58 |
4.250 |
35.96 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.78 |
40.74 |
PP |
40.72 |
40.64 |
S1 |
40.67 |
40.54 |
|