NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
42.10 |
41.23 |
-0.87 |
-2.1% |
40.94 |
High |
42.51 |
41.81 |
-0.70 |
-1.6% |
42.64 |
Low |
40.99 |
40.83 |
-0.16 |
-0.4% |
40.17 |
Close |
41.21 |
41.45 |
0.24 |
0.6% |
41.45 |
Range |
1.52 |
0.98 |
-0.54 |
-35.5% |
2.47 |
ATR |
1.47 |
1.44 |
-0.04 |
-2.4% |
0.00 |
Volume |
104,703 |
83,041 |
-21,662 |
-20.7% |
431,905 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.30 |
43.86 |
41.99 |
|
R3 |
43.32 |
42.88 |
41.72 |
|
R2 |
42.34 |
42.34 |
41.63 |
|
R1 |
41.90 |
41.90 |
41.54 |
42.12 |
PP |
41.36 |
41.36 |
41.36 |
41.48 |
S1 |
40.92 |
40.92 |
41.36 |
41.14 |
S2 |
40.38 |
40.38 |
41.27 |
|
S3 |
39.40 |
39.94 |
41.18 |
|
S4 |
38.42 |
38.96 |
40.91 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.83 |
47.61 |
42.81 |
|
R3 |
46.36 |
45.14 |
42.13 |
|
R2 |
43.89 |
43.89 |
41.90 |
|
R1 |
42.67 |
42.67 |
41.68 |
43.28 |
PP |
41.42 |
41.42 |
41.42 |
41.73 |
S1 |
40.20 |
40.20 |
41.22 |
40.81 |
S2 |
38.95 |
38.95 |
41.00 |
|
S3 |
36.48 |
37.73 |
40.77 |
|
S4 |
34.01 |
35.26 |
40.09 |
|
|
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% |
1.21 |
2.9% |
52% |
False |
False |
86,381 |
10 |
42.64 |
39.51 |
3.13 |
7.6% |
1.13 |
2.7% |
62% |
False |
False |
75,860 |
20 |
42.64 |
37.89 |
4.75 |
11.5% |
1.28 |
3.1% |
75% |
False |
False |
72,532 |
40 |
42.64 |
33.65 |
8.99 |
21.7% |
1.68 |
4.0% |
87% |
False |
False |
54,246 |
60 |
42.64 |
25.68 |
16.96 |
40.9% |
1.82 |
4.4% |
93% |
False |
False |
49,055 |
80 |
42.64 |
23.26 |
19.38 |
46.8% |
2.01 |
4.9% |
94% |
False |
False |
46,096 |
100 |
48.81 |
23.26 |
25.55 |
61.6% |
2.19 |
5.3% |
71% |
False |
False |
43,749 |
120 |
54.30 |
23.26 |
31.04 |
74.9% |
2.07 |
5.0% |
59% |
False |
False |
39,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.98 |
2.618 |
44.38 |
1.618 |
43.40 |
1.000 |
42.79 |
0.618 |
42.42 |
HIGH |
41.81 |
0.618 |
41.44 |
0.500 |
41.32 |
0.382 |
41.20 |
LOW |
40.83 |
0.618 |
40.22 |
1.000 |
39.85 |
1.618 |
39.24 |
2.618 |
38.26 |
4.250 |
36.67 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.41 |
41.67 |
PP |
41.36 |
41.60 |
S1 |
41.32 |
41.52 |
|