NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.20 |
41.11 |
-0.09 |
-0.2% |
40.96 |
High |
41.33 |
41.33 |
0.00 |
0.0% |
41.73 |
Low |
40.56 |
40.37 |
-0.19 |
-0.5% |
39.71 |
Close |
41.11 |
41.24 |
0.13 |
0.3% |
41.11 |
Range |
0.77 |
0.96 |
0.19 |
24.7% |
2.02 |
ATR |
1.47 |
1.43 |
-0.04 |
-2.5% |
0.00 |
Volume |
16,067 |
30,767 |
14,700 |
91.5% |
127,802 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.86 |
43.51 |
41.77 |
|
R3 |
42.90 |
42.55 |
41.50 |
|
R2 |
41.94 |
41.94 |
41.42 |
|
R1 |
41.59 |
41.59 |
41.33 |
41.77 |
PP |
40.98 |
40.98 |
40.98 |
41.07 |
S1 |
40.63 |
40.63 |
41.15 |
40.81 |
S2 |
40.02 |
40.02 |
41.06 |
|
S3 |
39.06 |
39.67 |
40.98 |
|
S4 |
38.10 |
38.71 |
40.71 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.91 |
46.03 |
42.22 |
|
R3 |
44.89 |
44.01 |
41.67 |
|
R2 |
42.87 |
42.87 |
41.48 |
|
R1 |
41.99 |
41.99 |
41.30 |
42.43 |
PP |
40.85 |
40.85 |
40.85 |
41.07 |
S1 |
39.97 |
39.97 |
40.92 |
40.41 |
S2 |
38.83 |
38.83 |
40.74 |
|
S3 |
36.81 |
37.95 |
40.55 |
|
S4 |
34.79 |
35.93 |
40.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.73 |
39.71 |
2.02 |
4.9% |
0.95 |
2.3% |
76% |
False |
False |
24,969 |
10 |
41.73 |
39.25 |
2.48 |
6.0% |
1.10 |
2.7% |
80% |
False |
False |
27,851 |
20 |
41.91 |
37.82 |
4.09 |
9.9% |
1.39 |
3.4% |
84% |
False |
False |
31,844 |
40 |
41.91 |
32.79 |
9.12 |
22.1% |
1.71 |
4.1% |
93% |
False |
False |
25,937 |
60 |
41.91 |
25.99 |
15.92 |
38.6% |
1.76 |
4.3% |
96% |
False |
False |
25,152 |
80 |
41.91 |
24.43 |
17.48 |
42.4% |
1.91 |
4.6% |
96% |
False |
False |
24,621 |
100 |
48.99 |
24.43 |
24.56 |
59.6% |
2.14 |
5.2% |
68% |
False |
False |
23,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.41 |
2.618 |
43.84 |
1.618 |
42.88 |
1.000 |
42.29 |
0.618 |
41.92 |
HIGH |
41.33 |
0.618 |
40.96 |
0.500 |
40.85 |
0.382 |
40.74 |
LOW |
40.37 |
0.618 |
39.78 |
1.000 |
39.41 |
1.618 |
38.82 |
2.618 |
37.86 |
4.250 |
36.29 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.11 |
41.16 |
PP |
40.98 |
41.07 |
S1 |
40.85 |
40.99 |
|