NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.18 |
41.48 |
0.30 |
0.7% |
40.74 |
High |
41.73 |
41.60 |
-0.13 |
-0.3% |
41.48 |
Low |
40.68 |
41.01 |
0.33 |
0.8% |
39.25 |
Close |
41.69 |
41.24 |
-0.45 |
-1.1% |
41.10 |
Range |
1.05 |
0.59 |
-0.46 |
-43.8% |
2.23 |
ATR |
1.59 |
1.52 |
-0.06 |
-4.1% |
0.00 |
Volume |
35,754 |
17,390 |
-18,364 |
-51.4% |
155,469 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.05 |
42.74 |
41.56 |
|
R3 |
42.46 |
42.15 |
41.40 |
|
R2 |
41.87 |
41.87 |
41.35 |
|
R1 |
41.56 |
41.56 |
41.29 |
41.42 |
PP |
41.28 |
41.28 |
41.28 |
41.22 |
S1 |
40.97 |
40.97 |
41.19 |
40.83 |
S2 |
40.69 |
40.69 |
41.13 |
|
S3 |
40.10 |
40.38 |
41.08 |
|
S4 |
39.51 |
39.79 |
40.92 |
|
|
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 |
6.0% |
1.22 |
3.0% |
80% |
False |
False |
28,874 |
10 |
41.73 |
39.25 |
2.48 |
6.0% |
1.17 |
2.8% |
80% |
False |
False |
30,452 |
20 |
41.91 |
37.82 |
4.09 |
9.9% |
1.47 |
3.6% |
84% |
False |
False |
31,777 |
40 |
41.91 |
32.79 |
9.12 |
22.1% |
1.73 |
4.2% |
93% |
False |
False |
25,693 |
60 |
41.91 |
24.43 |
17.48 |
42.4% |
1.85 |
4.5% |
96% |
False |
False |
25,123 |
80 |
41.91 |
24.43 |
17.48 |
42.4% |
1.93 |
4.7% |
96% |
False |
False |
24,308 |
100 |
51.98 |
24.43 |
27.55 |
66.8% |
2.17 |
5.3% |
61% |
False |
False |
23,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.11 |
2.618 |
43.14 |
1.618 |
42.55 |
1.000 |
42.19 |
0.618 |
41.96 |
HIGH |
41.60 |
0.618 |
41.37 |
0.500 |
41.31 |
0.382 |
41.24 |
LOW |
41.01 |
0.618 |
40.65 |
1.000 |
40.42 |
1.618 |
40.06 |
2.618 |
39.47 |
4.250 |
38.50 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.31 |
41.07 |
PP |
41.28 |
40.89 |
S1 |
41.26 |
40.72 |
|