NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.59 |
40.65 |
-0.94 |
-2.3% |
41.45 |
High |
41.64 |
40.86 |
-0.78 |
-1.9% |
42.12 |
Low |
39.00 |
39.96 |
0.96 |
2.5% |
39.00 |
Close |
40.24 |
40.57 |
0.33 |
0.8% |
40.57 |
Range |
2.64 |
0.90 |
-1.74 |
-65.9% |
3.12 |
ATR |
1.44 |
1.40 |
-0.04 |
-2.7% |
0.00 |
Volume |
162,719 |
102,565 |
-60,154 |
-37.0% |
568,720 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.16 |
42.77 |
41.07 |
|
R3 |
42.26 |
41.87 |
40.82 |
|
R2 |
41.36 |
41.36 |
40.74 |
|
R1 |
40.97 |
40.97 |
40.65 |
40.72 |
PP |
40.46 |
40.46 |
40.46 |
40.34 |
S1 |
40.07 |
40.07 |
40.49 |
39.82 |
S2 |
39.56 |
39.56 |
40.41 |
|
S3 |
38.66 |
39.17 |
40.32 |
|
S4 |
37.76 |
38.27 |
40.08 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.92 |
48.37 |
42.29 |
|
R3 |
46.80 |
45.25 |
41.43 |
|
R2 |
43.68 |
43.68 |
41.14 |
|
R1 |
42.13 |
42.13 |
40.86 |
41.35 |
PP |
40.56 |
40.56 |
40.56 |
40.17 |
S1 |
39.01 |
39.01 |
40.28 |
38.23 |
S2 |
37.44 |
37.44 |
40.00 |
|
S3 |
34.32 |
35.89 |
39.71 |
|
S4 |
31.20 |
32.77 |
38.85 |
|
|
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 |
7.7% |
1.30 |
3.2% |
50% |
False |
False |
113,744 |
10 |
42.64 |
39.00 |
3.64 |
9.0% |
1.26 |
3.1% |
43% |
False |
False |
100,062 |
20 |
42.64 |
39.00 |
3.64 |
9.0% |
1.22 |
3.0% |
43% |
False |
False |
82,216 |
40 |
42.64 |
35.25 |
7.39 |
18.2% |
1.62 |
4.0% |
72% |
False |
False |
64,831 |
60 |
42.64 |
28.20 |
14.44 |
35.6% |
1.71 |
4.2% |
86% |
False |
False |
54,843 |
80 |
42.64 |
23.26 |
19.38 |
47.8% |
1.93 |
4.8% |
89% |
False |
False |
50,891 |
100 |
42.64 |
23.26 |
19.38 |
47.8% |
2.07 |
5.1% |
89% |
False |
False |
47,610 |
120 |
54.30 |
23.26 |
31.04 |
76.5% |
2.07 |
5.1% |
56% |
False |
False |
43,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.69 |
2.618 |
43.22 |
1.618 |
42.32 |
1.000 |
41.76 |
0.618 |
41.42 |
HIGH |
40.86 |
0.618 |
40.52 |
0.500 |
40.41 |
0.382 |
40.30 |
LOW |
39.96 |
0.618 |
39.40 |
1.000 |
39.06 |
1.618 |
38.50 |
2.618 |
37.60 |
4.250 |
36.14 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.52 |
40.52 |
PP |
40.46 |
40.46 |
S1 |
40.41 |
40.41 |
|