NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.20 |
41.18 |
0.98 |
2.4% |
40.74 |
High |
41.11 |
41.73 |
0.62 |
1.5% |
41.48 |
Low |
39.71 |
40.68 |
0.97 |
2.4% |
39.25 |
Close |
40.88 |
41.69 |
0.81 |
2.0% |
41.10 |
Range |
1.40 |
1.05 |
-0.35 |
-25.0% |
2.23 |
ATR |
1.63 |
1.59 |
-0.04 |
-2.5% |
0.00 |
Volume |
24,868 |
35,754 |
10,886 |
43.8% |
155,469 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.52 |
44.15 |
42.27 |
|
R3 |
43.47 |
43.10 |
41.98 |
|
R2 |
42.42 |
42.42 |
41.88 |
|
R1 |
42.05 |
42.05 |
41.79 |
42.24 |
PP |
41.37 |
41.37 |
41.37 |
41.46 |
S1 |
41.00 |
41.00 |
41.59 |
41.19 |
S2 |
40.32 |
40.32 |
41.50 |
|
S3 |
39.27 |
39.95 |
41.40 |
|
S4 |
38.22 |
38.90 |
41.11 |
|
|
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 |
41.73 |
39.25 |
2.48 |
5.9% |
1.40 |
3.4% |
98% |
True |
False |
31,958 |
10 |
41.73 |
39.25 |
2.48 |
5.9% |
1.26 |
3.0% |
98% |
True |
False |
37,410 |
20 |
41.91 |
37.82 |
4.09 |
9.8% |
1.50 |
3.6% |
95% |
False |
False |
31,951 |
40 |
41.91 |
32.79 |
9.12 |
21.9% |
1.75 |
4.2% |
98% |
False |
False |
25,634 |
60 |
41.91 |
24.43 |
17.48 |
41.9% |
1.96 |
4.7% |
99% |
False |
False |
25,913 |
80 |
41.91 |
24.43 |
17.48 |
41.9% |
1.96 |
4.7% |
99% |
False |
False |
24,219 |
100 |
52.03 |
24.43 |
27.60 |
66.2% |
2.17 |
5.2% |
63% |
False |
False |
23,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.19 |
2.618 |
44.48 |
1.618 |
43.43 |
1.000 |
42.78 |
0.618 |
42.38 |
HIGH |
41.73 |
0.618 |
41.33 |
0.500 |
41.21 |
0.382 |
41.08 |
LOW |
40.68 |
0.618 |
40.03 |
1.000 |
39.63 |
1.618 |
38.98 |
2.618 |
37.93 |
4.250 |
36.22 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.53 |
41.37 |
PP |
41.37 |
41.04 |
S1 |
41.21 |
40.72 |
|