NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 08-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.86 |
40.71 |
-0.15 |
-0.4% |
38.30 |
High |
41.16 |
41.28 |
0.12 |
0.3% |
40.99 |
Low |
40.17 |
40.54 |
0.37 |
0.9% |
37.89 |
Close |
40.84 |
41.18 |
0.34 |
0.8% |
40.91 |
Range |
0.99 |
0.74 |
-0.25 |
-25.3% |
3.10 |
ATR |
1.84 |
1.76 |
-0.08 |
-4.3% |
0.00 |
Volume |
43,945 |
49,914 |
5,969 |
13.6% |
335,621 |
|
Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.22 |
42.94 |
41.59 |
|
R3 |
42.48 |
42.20 |
41.38 |
|
R2 |
41.74 |
41.74 |
41.32 |
|
R1 |
41.46 |
41.46 |
41.25 |
41.60 |
PP |
41.00 |
41.00 |
41.00 |
41.07 |
S1 |
40.72 |
40.72 |
41.11 |
40.86 |
S2 |
40.26 |
40.26 |
41.04 |
|
S3 |
39.52 |
39.98 |
40.98 |
|
S4 |
38.78 |
39.24 |
40.77 |
|
|
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 |
39.21 |
2.13 |
5.2% |
1.14 |
2.8% |
92% |
False |
False |
66,687 |
10 |
41.34 |
37.56 |
3.78 |
9.2% |
1.56 |
3.8% |
96% |
False |
False |
66,496 |
20 |
41.84 |
35.25 |
6.59 |
16.0% |
1.85 |
4.5% |
90% |
False |
False |
50,553 |
40 |
41.84 |
28.25 |
13.59 |
33.0% |
1.88 |
4.6% |
95% |
False |
False |
42,559 |
60 |
41.84 |
23.26 |
18.58 |
45.1% |
2.11 |
5.1% |
96% |
False |
False |
42,113 |
80 |
41.84 |
23.26 |
18.58 |
45.1% |
2.22 |
5.4% |
96% |
False |
False |
39,129 |
100 |
54.30 |
23.26 |
31.04 |
75.4% |
2.24 |
5.5% |
58% |
False |
False |
36,719 |
120 |
56.82 |
23.26 |
33.56 |
81.5% |
2.07 |
5.0% |
53% |
False |
False |
32,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.43 |
2.618 |
43.22 |
1.618 |
42.48 |
1.000 |
42.02 |
0.618 |
41.74 |
HIGH |
41.28 |
0.618 |
41.00 |
0.500 |
40.91 |
0.382 |
40.82 |
LOW |
40.54 |
0.618 |
40.08 |
1.000 |
39.80 |
1.618 |
39.34 |
2.618 |
38.60 |
4.250 |
37.40 |
|
|
Fisher Pivots for day following 08-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.09 |
41.03 |
PP |
41.00 |
40.87 |
S1 |
40.91 |
40.72 |
|