NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.11 |
40.74 |
0.63 |
1.6% |
38.40 |
High |
41.09 |
41.48 |
0.39 |
0.9% |
41.09 |
Low |
39.88 |
40.22 |
0.34 |
0.9% |
38.09 |
Close |
41.02 |
40.99 |
-0.03 |
-0.1% |
41.02 |
Range |
1.21 |
1.26 |
0.05 |
4.1% |
3.00 |
ATR |
1.86 |
1.82 |
-0.04 |
-2.3% |
0.00 |
Volume |
37,323 |
35,528 |
-1,795 |
-4.8% |
211,494 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.68 |
44.09 |
41.68 |
|
R3 |
43.42 |
42.83 |
41.34 |
|
R2 |
42.16 |
42.16 |
41.22 |
|
R1 |
41.57 |
41.57 |
41.11 |
41.87 |
PP |
40.90 |
40.90 |
40.90 |
41.04 |
S1 |
40.31 |
40.31 |
40.87 |
40.61 |
S2 |
39.64 |
39.64 |
40.76 |
|
S3 |
38.38 |
39.05 |
40.64 |
|
S4 |
37.12 |
37.79 |
40.30 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.07 |
48.04 |
42.67 |
|
R3 |
46.07 |
45.04 |
41.85 |
|
R2 |
43.07 |
43.07 |
41.57 |
|
R1 |
42.04 |
42.04 |
41.30 |
42.56 |
PP |
40.07 |
40.07 |
40.07 |
40.32 |
S1 |
39.04 |
39.04 |
40.75 |
39.56 |
S2 |
37.07 |
37.07 |
40.47 |
|
S3 |
34.07 |
36.04 |
40.20 |
|
S4 |
31.07 |
33.04 |
39.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.48 |
38.09 |
3.39 |
8.3% |
1.42 |
3.5% |
86% |
True |
False |
49,404 |
10 |
41.91 |
37.82 |
4.09 |
10.0% |
1.67 |
4.1% |
78% |
False |
False |
35,837 |
20 |
41.91 |
35.54 |
6.37 |
15.5% |
1.90 |
4.6% |
86% |
False |
False |
28,643 |
40 |
41.91 |
29.00 |
12.91 |
31.5% |
1.82 |
4.4% |
93% |
False |
False |
24,183 |
60 |
41.91 |
24.43 |
17.48 |
42.6% |
2.05 |
5.0% |
95% |
False |
False |
24,363 |
80 |
41.91 |
24.43 |
17.48 |
42.6% |
2.15 |
5.3% |
95% |
False |
False |
24,113 |
100 |
54.17 |
24.43 |
29.74 |
72.6% |
2.15 |
5.2% |
56% |
False |
False |
22,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.84 |
2.618 |
44.78 |
1.618 |
43.52 |
1.000 |
42.74 |
0.618 |
42.26 |
HIGH |
41.48 |
0.618 |
41.00 |
0.500 |
40.85 |
0.382 |
40.70 |
LOW |
40.22 |
0.618 |
39.44 |
1.000 |
38.96 |
1.618 |
38.18 |
2.618 |
36.92 |
4.250 |
34.87 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.94 |
40.79 |
PP |
40.90 |
40.59 |
S1 |
40.85 |
40.39 |
|