NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.23 |
41.45 |
0.22 |
0.5% |
40.94 |
High |
41.81 |
41.99 |
0.18 |
0.4% |
42.64 |
Low |
40.83 |
40.69 |
-0.14 |
-0.3% |
40.17 |
Close |
41.45 |
41.80 |
0.35 |
0.8% |
41.45 |
Range |
0.98 |
1.30 |
0.32 |
32.7% |
2.47 |
ATR |
1.44 |
1.43 |
-0.01 |
-0.7% |
0.00 |
Volume |
83,041 |
119,481 |
36,440 |
43.9% |
431,905 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.39 |
44.90 |
42.52 |
|
R3 |
44.09 |
43.60 |
42.16 |
|
R2 |
42.79 |
42.79 |
42.04 |
|
R1 |
42.30 |
42.30 |
41.92 |
42.55 |
PP |
41.49 |
41.49 |
41.49 |
41.62 |
S1 |
41.00 |
41.00 |
41.68 |
41.25 |
S2 |
40.19 |
40.19 |
41.56 |
|
S3 |
38.89 |
39.70 |
41.44 |
|
S4 |
37.59 |
38.40 |
41.09 |
|
|
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 |
40.69 |
1.95 |
4.7% |
1.27 |
3.0% |
57% |
False |
True |
99,702 |
10 |
42.64 |
39.51 |
3.13 |
7.5% |
1.14 |
2.7% |
73% |
False |
False |
80,020 |
20 |
42.64 |
37.89 |
4.75 |
11.4% |
1.27 |
3.0% |
82% |
False |
False |
76,535 |
40 |
42.64 |
35.25 |
7.39 |
17.7% |
1.64 |
3.9% |
89% |
False |
False |
56,552 |
60 |
42.64 |
25.73 |
16.91 |
40.5% |
1.80 |
4.3% |
95% |
False |
False |
50,188 |
80 |
42.64 |
23.26 |
19.38 |
46.4% |
2.01 |
4.8% |
96% |
False |
False |
47,077 |
100 |
48.15 |
23.26 |
24.89 |
59.5% |
2.19 |
5.2% |
74% |
False |
False |
44,815 |
120 |
54.30 |
23.26 |
31.04 |
74.3% |
2.07 |
5.0% |
60% |
False |
False |
40,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.52 |
2.618 |
45.39 |
1.618 |
44.09 |
1.000 |
43.29 |
0.618 |
42.79 |
HIGH |
41.99 |
0.618 |
41.49 |
0.500 |
41.34 |
0.382 |
41.19 |
LOW |
40.69 |
0.618 |
39.89 |
1.000 |
39.39 |
1.618 |
38.59 |
2.618 |
37.29 |
4.250 |
35.17 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.65 |
41.73 |
PP |
41.49 |
41.67 |
S1 |
41.34 |
41.60 |
|