NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.02 |
40.77 |
0.75 |
1.9% |
40.57 |
High |
41.07 |
41.06 |
-0.01 |
0.0% |
41.34 |
Low |
39.00 |
39.90 |
0.90 |
2.3% |
39.00 |
Close |
40.94 |
40.49 |
-0.45 |
-1.1% |
40.94 |
Range |
2.07 |
1.16 |
-0.91 |
-44.0% |
2.34 |
ATR |
1.77 |
1.73 |
-0.04 |
-2.5% |
0.00 |
Volume |
69,157 |
77,886 |
8,729 |
12.6% |
317,004 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.96 |
43.39 |
41.13 |
|
R3 |
42.80 |
42.23 |
40.81 |
|
R2 |
41.64 |
41.64 |
40.70 |
|
R1 |
41.07 |
41.07 |
40.60 |
40.78 |
PP |
40.48 |
40.48 |
40.48 |
40.34 |
S1 |
39.91 |
39.91 |
40.38 |
39.62 |
S2 |
39.32 |
39.32 |
40.28 |
|
S3 |
38.16 |
38.75 |
40.17 |
|
S4 |
37.00 |
37.59 |
39.85 |
|
|
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 |
41.28 |
39.00 |
2.28 |
5.6% |
1.31 |
3.2% |
65% |
False |
False |
61,959 |
10 |
41.34 |
37.89 |
3.45 |
8.5% |
1.39 |
3.4% |
75% |
False |
False |
73,051 |
20 |
41.84 |
35.28 |
6.56 |
16.2% |
1.72 |
4.2% |
79% |
False |
False |
56,112 |
40 |
41.84 |
29.67 |
12.17 |
30.1% |
1.89 |
4.7% |
89% |
False |
False |
44,774 |
60 |
41.84 |
23.26 |
18.58 |
45.9% |
2.08 |
5.1% |
93% |
False |
False |
44,621 |
80 |
41.84 |
23.26 |
18.58 |
45.9% |
2.14 |
5.3% |
93% |
False |
False |
40,721 |
100 |
54.30 |
23.26 |
31.04 |
76.7% |
2.27 |
5.6% |
56% |
False |
False |
38,617 |
120 |
56.11 |
23.26 |
32.85 |
81.1% |
2.09 |
5.2% |
52% |
False |
False |
34,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.99 |
2.618 |
44.10 |
1.618 |
42.94 |
1.000 |
42.22 |
0.618 |
41.78 |
HIGH |
41.06 |
0.618 |
40.62 |
0.500 |
40.48 |
0.382 |
40.34 |
LOW |
39.90 |
0.618 |
39.18 |
1.000 |
38.74 |
1.618 |
38.02 |
2.618 |
36.86 |
4.250 |
34.97 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.49 |
40.37 |
PP |
40.48 |
40.25 |
S1 |
40.48 |
40.13 |
|