NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 22-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.95 |
41.68 |
0.73 |
1.8% |
40.77 |
High |
42.64 |
42.16 |
-0.48 |
-1.1% |
41.61 |
Low |
40.93 |
41.31 |
0.38 |
0.9% |
39.51 |
Close |
42.06 |
42.04 |
-0.02 |
0.0% |
40.94 |
Range |
1.71 |
0.85 |
-0.86 |
-50.3% |
2.10 |
ATR |
1.52 |
1.47 |
-0.05 |
-3.1% |
0.00 |
Volume |
97,340 |
93,945 |
-3,395 |
-3.5% |
326,700 |
|
Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.39 |
44.06 |
42.51 |
|
R3 |
43.54 |
43.21 |
42.27 |
|
R2 |
42.69 |
42.69 |
42.20 |
|
R1 |
42.36 |
42.36 |
42.12 |
42.53 |
PP |
41.84 |
41.84 |
41.84 |
41.92 |
S1 |
41.51 |
41.51 |
41.96 |
41.68 |
S2 |
40.99 |
40.99 |
41.88 |
|
S3 |
40.14 |
40.66 |
41.81 |
|
S4 |
39.29 |
39.81 |
41.57 |
|
|
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% |
1.01 |
2.4% |
76% |
False |
False |
70,781 |
10 |
42.64 |
39.00 |
3.64 |
8.7% |
1.25 |
3.0% |
84% |
False |
False |
70,891 |
20 |
42.64 |
37.56 |
5.08 |
12.1% |
1.40 |
3.3% |
88% |
False |
False |
68,693 |
40 |
42.64 |
32.66 |
9.98 |
23.7% |
1.74 |
4.1% |
94% |
False |
False |
51,265 |
60 |
42.64 |
24.78 |
17.86 |
42.5% |
1.83 |
4.4% |
97% |
False |
False |
47,739 |
80 |
42.64 |
23.26 |
19.38 |
46.1% |
2.02 |
4.8% |
97% |
False |
False |
44,373 |
100 |
49.00 |
23.26 |
25.74 |
61.2% |
2.22 |
5.3% |
73% |
False |
False |
42,227 |
120 |
54.30 |
23.26 |
31.04 |
73.8% |
2.08 |
4.9% |
61% |
False |
False |
38,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.77 |
2.618 |
44.39 |
1.618 |
43.54 |
1.000 |
43.01 |
0.618 |
42.69 |
HIGH |
42.16 |
0.618 |
41.84 |
0.500 |
41.74 |
0.382 |
41.63 |
LOW |
41.31 |
0.618 |
40.78 |
1.000 |
40.46 |
1.618 |
39.93 |
2.618 |
39.08 |
4.250 |
37.70 |
|
|
Fisher Pivots for day following 22-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.94 |
41.83 |
PP |
41.84 |
41.62 |
S1 |
41.74 |
41.41 |
|