NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.94 |
40.95 |
0.01 |
0.0% |
40.77 |
High |
41.18 |
42.64 |
1.46 |
3.5% |
41.61 |
Low |
40.17 |
40.93 |
0.76 |
1.9% |
39.51 |
Close |
41.09 |
42.06 |
0.97 |
2.4% |
40.94 |
Range |
1.01 |
1.71 |
0.70 |
69.3% |
2.10 |
ATR |
1.50 |
1.52 |
0.01 |
1.0% |
0.00 |
Volume |
52,876 |
97,340 |
44,464 |
84.1% |
326,700 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.01 |
46.24 |
43.00 |
|
R3 |
45.30 |
44.53 |
42.53 |
|
R2 |
43.59 |
43.59 |
42.37 |
|
R1 |
42.82 |
42.82 |
42.22 |
43.21 |
PP |
41.88 |
41.88 |
41.88 |
42.07 |
S1 |
41.11 |
41.11 |
41.90 |
41.50 |
S2 |
40.17 |
40.17 |
41.75 |
|
S3 |
38.46 |
39.40 |
41.59 |
|
S4 |
36.75 |
37.69 |
41.12 |
|
|
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 |
42.64 |
40.17 |
2.47 |
5.9% |
1.06 |
2.5% |
77% |
True |
False |
66,562 |
10 |
42.64 |
39.00 |
3.64 |
8.7% |
1.24 |
2.9% |
84% |
True |
False |
66,488 |
20 |
42.64 |
37.56 |
5.08 |
12.1% |
1.45 |
3.5% |
89% |
True |
False |
65,661 |
40 |
42.64 |
32.66 |
9.98 |
23.7% |
1.76 |
4.2% |
94% |
True |
False |
49,972 |
60 |
42.64 |
24.78 |
17.86 |
42.5% |
1.86 |
4.4% |
97% |
True |
False |
46,788 |
80 |
42.64 |
23.26 |
19.38 |
46.1% |
2.02 |
4.8% |
97% |
True |
False |
43,594 |
100 |
49.00 |
23.26 |
25.74 |
61.2% |
2.24 |
5.3% |
73% |
False |
False |
41,524 |
120 |
54.30 |
23.26 |
31.04 |
73.8% |
2.08 |
4.9% |
61% |
False |
False |
37,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.91 |
2.618 |
47.12 |
1.618 |
45.41 |
1.000 |
44.35 |
0.618 |
43.70 |
HIGH |
42.64 |
0.618 |
41.99 |
0.500 |
41.79 |
0.382 |
41.58 |
LOW |
40.93 |
0.618 |
39.87 |
1.000 |
39.22 |
1.618 |
38.16 |
2.618 |
36.45 |
4.250 |
33.66 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.97 |
41.84 |
PP |
41.88 |
41.62 |
S1 |
41.79 |
41.41 |
|