NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.96 |
40.20 |
-0.76 |
-1.9% |
40.74 |
High |
41.19 |
41.11 |
-0.08 |
-0.2% |
41.48 |
Low |
40.08 |
39.71 |
-0.37 |
-0.9% |
39.25 |
Close |
40.64 |
40.88 |
0.24 |
0.6% |
41.10 |
Range |
1.11 |
1.40 |
0.29 |
26.1% |
2.23 |
ATR |
1.64 |
1.63 |
-0.02 |
-1.1% |
0.00 |
Volume |
33,723 |
24,868 |
-8,855 |
-26.3% |
155,469 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.77 |
44.22 |
41.65 |
|
R3 |
43.37 |
42.82 |
41.27 |
|
R2 |
41.97 |
41.97 |
41.14 |
|
R1 |
41.42 |
41.42 |
41.01 |
41.70 |
PP |
40.57 |
40.57 |
40.57 |
40.70 |
S1 |
40.02 |
40.02 |
40.75 |
40.30 |
S2 |
39.17 |
39.17 |
40.62 |
|
S3 |
37.77 |
38.62 |
40.50 |
|
S4 |
36.37 |
37.22 |
40.11 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.30 |
46.43 |
42.33 |
|
R3 |
45.07 |
44.20 |
41.71 |
|
R2 |
42.84 |
42.84 |
41.51 |
|
R1 |
41.97 |
41.97 |
41.30 |
42.41 |
PP |
40.61 |
40.61 |
40.61 |
40.83 |
S1 |
39.74 |
39.74 |
40.90 |
40.18 |
S2 |
38.38 |
38.38 |
40.69 |
|
S3 |
36.15 |
37.51 |
40.49 |
|
S4 |
33.92 |
35.28 |
39.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.38 |
39.25 |
2.13 |
5.2% |
1.33 |
3.3% |
77% |
False |
False |
31,066 |
10 |
41.48 |
39.24 |
2.24 |
5.5% |
1.26 |
3.1% |
73% |
False |
False |
39,815 |
20 |
41.91 |
37.56 |
4.35 |
10.6% |
1.57 |
3.8% |
76% |
False |
False |
31,118 |
40 |
41.91 |
31.75 |
10.16 |
24.9% |
1.79 |
4.4% |
90% |
False |
False |
25,398 |
60 |
41.91 |
24.43 |
17.48 |
42.8% |
1.98 |
4.8% |
94% |
False |
False |
25,749 |
80 |
41.91 |
24.43 |
17.48 |
42.8% |
2.00 |
4.9% |
94% |
False |
False |
23,971 |
100 |
53.26 |
24.43 |
28.83 |
70.5% |
2.17 |
5.3% |
57% |
False |
False |
23,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.06 |
2.618 |
44.78 |
1.618 |
43.38 |
1.000 |
42.51 |
0.618 |
41.98 |
HIGH |
41.11 |
0.618 |
40.58 |
0.500 |
40.41 |
0.382 |
40.24 |
LOW |
39.71 |
0.618 |
38.84 |
1.000 |
38.31 |
1.618 |
37.44 |
2.618 |
36.04 |
4.250 |
33.76 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.72 |
40.66 |
PP |
40.57 |
40.44 |
S1 |
40.41 |
40.23 |
|