NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.22 |
41.07 |
-0.15 |
-0.4% |
40.77 |
High |
41.52 |
41.21 |
-0.31 |
-0.7% |
41.61 |
Low |
40.86 |
40.38 |
-0.48 |
-1.2% |
39.51 |
Close |
41.10 |
40.94 |
-0.16 |
-0.4% |
40.94 |
Range |
0.66 |
0.83 |
0.17 |
25.8% |
2.10 |
ATR |
1.60 |
1.54 |
-0.05 |
-3.4% |
0.00 |
Volume |
50,984 |
58,761 |
7,777 |
15.3% |
326,700 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.33 |
42.97 |
41.40 |
|
R3 |
42.50 |
42.14 |
41.17 |
|
R2 |
41.67 |
41.67 |
41.09 |
|
R1 |
41.31 |
41.31 |
41.02 |
41.08 |
PP |
40.84 |
40.84 |
40.84 |
40.73 |
S1 |
40.48 |
40.48 |
40.86 |
40.25 |
S2 |
40.01 |
40.01 |
40.79 |
|
S3 |
39.18 |
39.65 |
40.71 |
|
S4 |
38.35 |
38.82 |
40.48 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.99 |
46.06 |
42.10 |
|
R3 |
44.89 |
43.96 |
41.52 |
|
R2 |
42.79 |
42.79 |
41.33 |
|
R1 |
41.86 |
41.86 |
41.13 |
42.33 |
PP |
40.69 |
40.69 |
40.69 |
40.92 |
S1 |
39.76 |
39.76 |
40.75 |
40.23 |
S2 |
38.59 |
38.59 |
40.56 |
|
S3 |
36.49 |
37.66 |
40.36 |
|
S4 |
34.39 |
35.56 |
39.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.61 |
39.51 |
2.10 |
5.1% |
1.04 |
2.5% |
68% |
False |
False |
65,340 |
10 |
41.61 |
39.00 |
2.61 |
6.4% |
1.19 |
2.9% |
74% |
False |
False |
64,370 |
20 |
41.84 |
37.56 |
4.28 |
10.5% |
1.50 |
3.7% |
79% |
False |
False |
62,571 |
40 |
41.84 |
32.33 |
9.51 |
23.2% |
1.80 |
4.4% |
91% |
False |
False |
47,637 |
60 |
41.84 |
24.78 |
17.06 |
41.7% |
1.88 |
4.6% |
95% |
False |
False |
45,251 |
80 |
41.84 |
23.26 |
18.58 |
45.4% |
2.02 |
4.9% |
95% |
False |
False |
42,321 |
100 |
50.44 |
23.26 |
27.18 |
66.4% |
2.25 |
5.5% |
65% |
False |
False |
40,500 |
120 |
54.30 |
23.26 |
31.04 |
75.8% |
2.08 |
5.1% |
57% |
False |
False |
36,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.74 |
2.618 |
43.38 |
1.618 |
42.55 |
1.000 |
42.04 |
0.618 |
41.72 |
HIGH |
41.21 |
0.618 |
40.89 |
0.500 |
40.80 |
0.382 |
40.70 |
LOW |
40.38 |
0.618 |
39.87 |
1.000 |
39.55 |
1.618 |
39.04 |
2.618 |
38.21 |
4.250 |
36.85 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.89 |
41.00 |
PP |
40.84 |
40.98 |
S1 |
40.80 |
40.96 |
|