NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.07 |
40.94 |
-0.13 |
-0.3% |
40.77 |
High |
41.21 |
41.18 |
-0.03 |
-0.1% |
41.61 |
Low |
40.38 |
40.17 |
-0.21 |
-0.5% |
39.51 |
Close |
40.94 |
41.09 |
0.15 |
0.4% |
40.94 |
Range |
0.83 |
1.01 |
0.18 |
21.7% |
2.10 |
ATR |
1.54 |
1.50 |
-0.04 |
-2.5% |
0.00 |
Volume |
58,761 |
52,876 |
-5,885 |
-10.0% |
326,700 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.84 |
43.48 |
41.65 |
|
R3 |
42.83 |
42.47 |
41.37 |
|
R2 |
41.82 |
41.82 |
41.28 |
|
R1 |
41.46 |
41.46 |
41.18 |
41.64 |
PP |
40.81 |
40.81 |
40.81 |
40.91 |
S1 |
40.45 |
40.45 |
41.00 |
40.63 |
S2 |
39.80 |
39.80 |
40.90 |
|
S3 |
38.79 |
39.44 |
40.81 |
|
S4 |
37.78 |
38.43 |
40.53 |
|
|
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% |
1.01 |
2.5% |
75% |
False |
False |
60,338 |
10 |
41.61 |
39.00 |
2.61 |
6.4% |
1.16 |
2.8% |
80% |
False |
False |
61,148 |
20 |
41.84 |
37.56 |
4.28 |
10.4% |
1.45 |
3.5% |
82% |
False |
False |
62,713 |
40 |
41.84 |
32.33 |
9.51 |
23.1% |
1.79 |
4.4% |
92% |
False |
False |
48,006 |
60 |
41.84 |
24.78 |
17.06 |
41.5% |
1.86 |
4.5% |
96% |
False |
False |
45,646 |
80 |
41.84 |
23.26 |
18.58 |
45.2% |
2.01 |
4.9% |
96% |
False |
False |
42,698 |
100 |
49.00 |
23.26 |
25.74 |
62.6% |
2.24 |
5.5% |
69% |
False |
False |
40,875 |
120 |
54.30 |
23.26 |
31.04 |
75.5% |
2.08 |
5.1% |
57% |
False |
False |
36,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.47 |
2.618 |
43.82 |
1.618 |
42.81 |
1.000 |
42.19 |
0.618 |
41.80 |
HIGH |
41.18 |
0.618 |
40.79 |
0.500 |
40.68 |
0.382 |
40.56 |
LOW |
40.17 |
0.618 |
39.55 |
1.000 |
39.16 |
1.618 |
38.54 |
2.618 |
37.53 |
4.250 |
35.88 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.95 |
41.01 |
PP |
40.81 |
40.93 |
S1 |
40.68 |
40.85 |
|