NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.88 |
41.29 |
-0.59 |
-1.4% |
40.94 |
High |
42.12 |
41.81 |
-0.31 |
-0.7% |
42.64 |
Low |
41.08 |
41.19 |
0.11 |
0.3% |
40.17 |
Close |
41.28 |
41.54 |
0.26 |
0.6% |
41.45 |
Range |
1.04 |
0.62 |
-0.42 |
-40.4% |
2.47 |
ATR |
1.40 |
1.35 |
-0.06 |
-4.0% |
0.00 |
Volume |
73,995 |
109,960 |
35,965 |
48.6% |
431,905 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.37 |
43.08 |
41.88 |
|
R3 |
42.75 |
42.46 |
41.71 |
|
R2 |
42.13 |
42.13 |
41.65 |
|
R1 |
41.84 |
41.84 |
41.60 |
41.99 |
PP |
41.51 |
41.51 |
41.51 |
41.59 |
S1 |
41.22 |
41.22 |
41.48 |
41.37 |
S2 |
40.89 |
40.89 |
41.43 |
|
S3 |
40.27 |
40.60 |
41.37 |
|
S4 |
39.65 |
39.98 |
41.20 |
|
|
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 |
42.51 |
40.69 |
1.82 |
4.4% |
1.09 |
2.6% |
47% |
False |
False |
98,236 |
10 |
42.64 |
40.17 |
2.47 |
5.9% |
1.05 |
2.5% |
55% |
False |
False |
84,508 |
20 |
42.64 |
39.00 |
3.64 |
8.8% |
1.18 |
2.8% |
70% |
False |
False |
76,676 |
40 |
42.64 |
35.25 |
7.39 |
17.8% |
1.61 |
3.9% |
85% |
False |
False |
59,709 |
60 |
42.64 |
27.67 |
14.97 |
36.0% |
1.75 |
4.2% |
93% |
False |
False |
51,829 |
80 |
42.64 |
23.26 |
19.38 |
46.7% |
1.94 |
4.7% |
94% |
False |
False |
48,138 |
100 |
42.64 |
23.26 |
19.38 |
46.7% |
2.15 |
5.2% |
94% |
False |
False |
46,071 |
120 |
54.30 |
23.26 |
31.04 |
74.7% |
2.06 |
5.0% |
59% |
False |
False |
41,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.45 |
2.618 |
43.43 |
1.618 |
42.81 |
1.000 |
42.43 |
0.618 |
42.19 |
HIGH |
41.81 |
0.618 |
41.57 |
0.500 |
41.50 |
0.382 |
41.43 |
LOW |
41.19 |
0.618 |
40.81 |
1.000 |
40.57 |
1.618 |
40.19 |
2.618 |
39.57 |
4.250 |
38.56 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.53 |
41.50 |
PP |
41.51 |
41.45 |
S1 |
41.50 |
41.41 |
|