NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.16 |
40.02 |
-1.14 |
-2.8% |
40.57 |
High |
41.25 |
41.07 |
-0.18 |
-0.4% |
41.34 |
Low |
39.64 |
39.00 |
-0.64 |
-1.6% |
39.00 |
Close |
40.02 |
40.94 |
0.92 |
2.3% |
40.94 |
Range |
1.61 |
2.07 |
0.46 |
28.6% |
2.34 |
ATR |
1.75 |
1.77 |
0.02 |
1.3% |
0.00 |
Volume |
68,894 |
69,157 |
263 |
0.4% |
317,004 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.55 |
45.81 |
42.08 |
|
R3 |
44.48 |
43.74 |
41.51 |
|
R2 |
42.41 |
42.41 |
41.32 |
|
R1 |
41.67 |
41.67 |
41.13 |
42.04 |
PP |
40.34 |
40.34 |
40.34 |
40.52 |
S1 |
39.60 |
39.60 |
40.75 |
39.97 |
S2 |
38.27 |
38.27 |
40.56 |
|
S3 |
36.20 |
37.53 |
40.37 |
|
S4 |
34.13 |
35.46 |
39.80 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.45 |
46.53 |
42.23 |
|
R3 |
45.11 |
44.19 |
41.58 |
|
R2 |
42.77 |
42.77 |
41.37 |
|
R1 |
41.85 |
41.85 |
41.15 |
42.31 |
PP |
40.43 |
40.43 |
40.43 |
40.66 |
S1 |
39.51 |
39.51 |
40.73 |
39.97 |
S2 |
38.09 |
38.09 |
40.51 |
|
S3 |
35.75 |
37.17 |
40.30 |
|
S4 |
33.41 |
34.83 |
39.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.34 |
39.00 |
2.34 |
5.7% |
1.33 |
3.2% |
83% |
False |
True |
63,400 |
10 |
41.34 |
37.89 |
3.45 |
8.4% |
1.42 |
3.5% |
88% |
False |
False |
69,203 |
20 |
41.84 |
35.25 |
6.59 |
16.1% |
1.78 |
4.3% |
86% |
False |
False |
53,785 |
40 |
41.84 |
28.30 |
13.54 |
33.1% |
1.91 |
4.7% |
93% |
False |
False |
43,775 |
60 |
41.84 |
23.26 |
18.58 |
45.4% |
2.10 |
5.1% |
95% |
False |
False |
43,617 |
80 |
41.84 |
23.26 |
18.58 |
45.4% |
2.20 |
5.4% |
95% |
False |
False |
40,257 |
100 |
54.30 |
23.26 |
31.04 |
75.8% |
2.27 |
5.5% |
57% |
False |
False |
37,946 |
120 |
56.82 |
23.26 |
33.56 |
82.0% |
2.09 |
5.1% |
53% |
False |
False |
34,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.87 |
2.618 |
46.49 |
1.618 |
44.42 |
1.000 |
43.14 |
0.618 |
42.35 |
HIGH |
41.07 |
0.618 |
40.28 |
0.500 |
40.04 |
0.382 |
39.79 |
LOW |
39.00 |
0.618 |
37.72 |
1.000 |
36.93 |
1.618 |
35.65 |
2.618 |
33.58 |
4.250 |
30.20 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.64 |
40.67 |
PP |
40.34 |
40.41 |
S1 |
40.04 |
40.14 |
|