NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.09 |
40.10 |
0.01 |
0.0% |
39.58 |
High |
40.32 |
40.75 |
0.43 |
1.1% |
41.91 |
Low |
39.24 |
39.29 |
0.05 |
0.1% |
37.82 |
Close |
39.58 |
40.23 |
0.65 |
1.6% |
38.94 |
Range |
1.08 |
1.46 |
0.38 |
35.2% |
4.09 |
ATR |
1.94 |
1.91 |
-0.03 |
-1.8% |
0.00 |
Volume |
59,807 |
86,964 |
27,157 |
45.4% |
111,357 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.47 |
43.81 |
41.03 |
|
R3 |
43.01 |
42.35 |
40.63 |
|
R2 |
41.55 |
41.55 |
40.50 |
|
R1 |
40.89 |
40.89 |
40.36 |
41.22 |
PP |
40.09 |
40.09 |
40.09 |
40.26 |
S1 |
39.43 |
39.43 |
40.10 |
39.76 |
S2 |
38.63 |
38.63 |
39.96 |
|
S3 |
37.17 |
37.97 |
39.83 |
|
S4 |
35.71 |
36.51 |
39.43 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.83 |
49.47 |
41.19 |
|
R3 |
47.74 |
45.38 |
40.06 |
|
R2 |
43.65 |
43.65 |
39.69 |
|
R1 |
41.29 |
41.29 |
39.31 |
40.43 |
PP |
39.56 |
39.56 |
39.56 |
39.12 |
S1 |
37.20 |
37.20 |
38.57 |
36.34 |
S2 |
35.47 |
35.47 |
38.19 |
|
S3 |
31.38 |
33.11 |
37.82 |
|
S4 |
27.29 |
29.02 |
36.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.75 |
37.82 |
2.93 |
7.3% |
1.59 |
4.0% |
82% |
True |
False |
44,497 |
10 |
41.91 |
37.82 |
4.09 |
10.2% |
1.76 |
4.4% |
59% |
False |
False |
33,102 |
20 |
41.91 |
35.54 |
6.37 |
15.8% |
1.93 |
4.8% |
74% |
False |
False |
26,938 |
40 |
41.91 |
29.00 |
12.91 |
32.1% |
1.89 |
4.7% |
87% |
False |
False |
23,956 |
60 |
41.91 |
24.43 |
17.48 |
43.5% |
2.05 |
5.1% |
90% |
False |
False |
23,712 |
80 |
41.91 |
24.43 |
17.48 |
43.5% |
2.21 |
5.5% |
90% |
False |
False |
23,810 |
100 |
54.17 |
24.43 |
29.74 |
73.9% |
2.14 |
5.3% |
53% |
False |
False |
21,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.96 |
2.618 |
44.57 |
1.618 |
43.11 |
1.000 |
42.21 |
0.618 |
41.65 |
HIGH |
40.75 |
0.618 |
40.19 |
0.500 |
40.02 |
0.382 |
39.85 |
LOW |
39.29 |
0.618 |
38.39 |
1.000 |
37.83 |
1.618 |
36.93 |
2.618 |
35.47 |
4.250 |
33.09 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.16 |
39.96 |
PP |
40.09 |
39.69 |
S1 |
40.02 |
39.42 |
|