NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.11 |
41.10 |
-0.01 |
0.0% |
40.96 |
High |
41.33 |
42.75 |
1.42 |
3.4% |
41.73 |
Low |
40.37 |
41.09 |
0.72 |
1.8% |
39.71 |
Close |
41.24 |
42.17 |
0.93 |
2.3% |
41.11 |
Range |
0.96 |
1.66 |
0.70 |
72.9% |
2.02 |
ATR |
1.43 |
1.45 |
0.02 |
1.1% |
0.00 |
Volume |
30,767 |
44,851 |
14,084 |
45.8% |
127,802 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.98 |
46.24 |
43.08 |
|
R3 |
45.32 |
44.58 |
42.63 |
|
R2 |
43.66 |
43.66 |
42.47 |
|
R1 |
42.92 |
42.92 |
42.32 |
43.29 |
PP |
42.00 |
42.00 |
42.00 |
42.19 |
S1 |
41.26 |
41.26 |
42.02 |
41.63 |
S2 |
40.34 |
40.34 |
41.87 |
|
S3 |
38.68 |
39.60 |
41.71 |
|
S4 |
37.02 |
37.94 |
41.26 |
|
|
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 |
42.75 |
40.37 |
2.38 |
5.6% |
1.01 |
2.4% |
76% |
True |
False |
28,965 |
10 |
42.75 |
39.25 |
3.50 |
8.3% |
1.17 |
2.8% |
83% |
True |
False |
30,016 |
20 |
42.75 |
37.82 |
4.93 |
11.7% |
1.39 |
3.3% |
88% |
True |
False |
33,303 |
40 |
42.75 |
33.09 |
9.66 |
22.9% |
1.68 |
4.0% |
94% |
True |
False |
26,784 |
60 |
42.75 |
25.99 |
16.76 |
39.7% |
1.76 |
4.2% |
97% |
True |
False |
25,615 |
80 |
42.75 |
24.43 |
18.32 |
43.4% |
1.92 |
4.5% |
97% |
True |
False |
24,983 |
100 |
48.99 |
24.43 |
24.56 |
58.2% |
2.14 |
5.1% |
72% |
False |
False |
24,243 |
120 |
54.17 |
24.43 |
29.74 |
70.5% |
1.98 |
4.7% |
60% |
False |
False |
22,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.81 |
2.618 |
47.10 |
1.618 |
45.44 |
1.000 |
44.41 |
0.618 |
43.78 |
HIGH |
42.75 |
0.618 |
42.12 |
0.500 |
41.92 |
0.382 |
41.72 |
LOW |
41.09 |
0.618 |
40.06 |
1.000 |
39.43 |
1.618 |
38.40 |
2.618 |
36.74 |
4.250 |
34.04 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.09 |
41.97 |
PP |
42.00 |
41.76 |
S1 |
41.92 |
41.56 |
|