NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.10 |
40.11 |
0.01 |
0.0% |
39.58 |
High |
40.75 |
41.09 |
0.34 |
0.8% |
41.91 |
Low |
39.29 |
39.88 |
0.59 |
1.5% |
37.82 |
Close |
40.23 |
41.02 |
0.79 |
2.0% |
38.94 |
Range |
1.46 |
1.21 |
-0.25 |
-17.1% |
4.09 |
ATR |
1.91 |
1.86 |
-0.05 |
-2.6% |
0.00 |
Volume |
86,964 |
37,323 |
-49,641 |
-57.1% |
111,357 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.29 |
43.87 |
41.69 |
|
R3 |
43.08 |
42.66 |
41.35 |
|
R2 |
41.87 |
41.87 |
41.24 |
|
R1 |
41.45 |
41.45 |
41.13 |
41.66 |
PP |
40.66 |
40.66 |
40.66 |
40.77 |
S1 |
40.24 |
40.24 |
40.91 |
40.45 |
S2 |
39.45 |
39.45 |
40.80 |
|
S3 |
38.24 |
39.03 |
40.69 |
|
S4 |
37.03 |
37.82 |
40.35 |
|
|
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 |
41.09 |
38.09 |
3.00 |
7.3% |
1.46 |
3.6% |
98% |
True |
False |
46,320 |
10 |
41.91 |
37.82 |
4.09 |
10.0% |
1.73 |
4.2% |
78% |
False |
False |
34,987 |
20 |
41.91 |
35.54 |
6.37 |
15.5% |
1.94 |
4.7% |
86% |
False |
False |
28,117 |
40 |
41.91 |
29.00 |
12.91 |
31.5% |
1.85 |
4.5% |
93% |
False |
False |
24,061 |
60 |
41.91 |
24.43 |
17.48 |
42.6% |
2.05 |
5.0% |
95% |
False |
False |
24,155 |
80 |
41.91 |
24.43 |
17.48 |
42.6% |
2.18 |
5.3% |
95% |
False |
False |
23,995 |
100 |
54.17 |
24.43 |
29.74 |
72.5% |
2.14 |
5.2% |
56% |
False |
False |
21,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.23 |
2.618 |
44.26 |
1.618 |
43.05 |
1.000 |
42.30 |
0.618 |
41.84 |
HIGH |
41.09 |
0.618 |
40.63 |
0.500 |
40.49 |
0.382 |
40.34 |
LOW |
39.88 |
0.618 |
39.13 |
1.000 |
38.67 |
1.618 |
37.92 |
2.618 |
36.71 |
4.250 |
34.74 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.84 |
40.74 |
PP |
40.66 |
40.45 |
S1 |
40.49 |
40.17 |
|