NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.29 |
41.59 |
0.30 |
0.7% |
40.94 |
High |
41.81 |
41.64 |
-0.17 |
-0.4% |
42.64 |
Low |
41.19 |
39.00 |
-2.19 |
-5.3% |
40.17 |
Close |
41.54 |
40.24 |
-1.30 |
-3.1% |
41.45 |
Range |
0.62 |
2.64 |
2.02 |
325.8% |
2.47 |
ATR |
1.35 |
1.44 |
0.09 |
6.9% |
0.00 |
Volume |
109,960 |
162,719 |
52,759 |
48.0% |
431,905 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.21 |
46.87 |
41.69 |
|
R3 |
45.57 |
44.23 |
40.97 |
|
R2 |
42.93 |
42.93 |
40.72 |
|
R1 |
41.59 |
41.59 |
40.48 |
40.94 |
PP |
40.29 |
40.29 |
40.29 |
39.97 |
S1 |
38.95 |
38.95 |
40.00 |
38.30 |
S2 |
37.65 |
37.65 |
39.76 |
|
S3 |
35.01 |
36.31 |
39.51 |
|
S4 |
32.37 |
33.67 |
38.79 |
|
|
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 |
42.12 |
39.00 |
3.12 |
7.8% |
1.32 |
3.3% |
40% |
False |
True |
109,839 |
10 |
42.64 |
39.00 |
3.64 |
9.0% |
1.25 |
3.1% |
34% |
False |
True |
95,682 |
20 |
42.64 |
39.00 |
3.64 |
9.0% |
1.24 |
3.1% |
34% |
False |
True |
80,509 |
40 |
42.64 |
35.25 |
7.39 |
18.4% |
1.63 |
4.0% |
68% |
False |
False |
62,840 |
60 |
42.64 |
28.20 |
14.44 |
35.9% |
1.74 |
4.3% |
83% |
False |
False |
53,701 |
80 |
42.64 |
23.26 |
19.38 |
48.2% |
1.93 |
4.8% |
88% |
False |
False |
49,801 |
100 |
42.64 |
23.26 |
19.38 |
48.2% |
2.10 |
5.2% |
88% |
False |
False |
46,913 |
120 |
54.30 |
23.26 |
31.04 |
77.1% |
2.07 |
5.2% |
55% |
False |
False |
42,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.86 |
2.618 |
48.55 |
1.618 |
45.91 |
1.000 |
44.28 |
0.618 |
43.27 |
HIGH |
41.64 |
0.618 |
40.63 |
0.500 |
40.32 |
0.382 |
40.01 |
LOW |
39.00 |
0.618 |
37.37 |
1.000 |
36.36 |
1.618 |
34.73 |
2.618 |
32.09 |
4.250 |
27.78 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.32 |
40.56 |
PP |
40.29 |
40.45 |
S1 |
40.27 |
40.35 |
|