NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 23-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.68 |
42.10 |
0.42 |
1.0% |
40.77 |
High |
42.16 |
42.51 |
0.35 |
0.8% |
41.61 |
Low |
41.31 |
40.99 |
-0.32 |
-0.8% |
39.51 |
Close |
42.04 |
41.21 |
-0.83 |
-2.0% |
40.94 |
Range |
0.85 |
1.52 |
0.67 |
78.8% |
2.10 |
ATR |
1.47 |
1.47 |
0.00 |
0.2% |
0.00 |
Volume |
93,945 |
104,703 |
10,758 |
11.5% |
326,700 |
|
Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.13 |
45.19 |
42.05 |
|
R3 |
44.61 |
43.67 |
41.63 |
|
R2 |
43.09 |
43.09 |
41.49 |
|
R1 |
42.15 |
42.15 |
41.35 |
41.86 |
PP |
41.57 |
41.57 |
41.57 |
41.43 |
S1 |
40.63 |
40.63 |
41.07 |
40.34 |
S2 |
40.05 |
40.05 |
40.93 |
|
S3 |
38.53 |
39.11 |
40.79 |
|
S4 |
37.01 |
37.59 |
40.37 |
|
|
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 |
6.0% |
1.18 |
2.9% |
42% |
False |
False |
81,525 |
10 |
42.64 |
39.00 |
3.64 |
8.8% |
1.24 |
3.0% |
61% |
False |
False |
74,472 |
20 |
42.64 |
37.56 |
5.08 |
12.3% |
1.33 |
3.2% |
72% |
False |
False |
71,243 |
40 |
42.64 |
32.66 |
9.98 |
24.2% |
1.72 |
4.2% |
86% |
False |
False |
52,928 |
60 |
42.64 |
25.00 |
17.64 |
42.8% |
1.83 |
4.4% |
92% |
False |
False |
48,577 |
80 |
42.64 |
23.26 |
19.38 |
47.0% |
2.02 |
4.9% |
93% |
False |
False |
45,267 |
100 |
49.00 |
23.26 |
25.74 |
62.5% |
2.20 |
5.3% |
70% |
False |
False |
43,036 |
120 |
54.30 |
23.26 |
31.04 |
75.3% |
2.08 |
5.0% |
58% |
False |
False |
38,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.97 |
2.618 |
46.49 |
1.618 |
44.97 |
1.000 |
44.03 |
0.618 |
43.45 |
HIGH |
42.51 |
0.618 |
41.93 |
0.500 |
41.75 |
0.382 |
41.57 |
LOW |
40.99 |
0.618 |
40.05 |
1.000 |
39.47 |
1.618 |
38.53 |
2.618 |
37.01 |
4.250 |
34.53 |
|
|
Fisher Pivots for day following 23-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.75 |
41.79 |
PP |
41.57 |
41.59 |
S1 |
41.39 |
41.40 |
|