NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 22-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.10 |
41.82 |
0.72 |
1.8% |
40.96 |
High |
42.75 |
42.28 |
-0.47 |
-1.1% |
41.73 |
Low |
41.09 |
41.47 |
0.38 |
0.9% |
39.71 |
Close |
42.17 |
42.17 |
0.00 |
0.0% |
41.11 |
Range |
1.66 |
0.81 |
-0.85 |
-51.2% |
2.02 |
ATR |
1.45 |
1.40 |
-0.05 |
-3.1% |
0.00 |
Volume |
44,851 |
30,441 |
-14,410 |
-32.1% |
127,802 |
|
Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.40 |
44.10 |
42.62 |
|
R3 |
43.59 |
43.29 |
42.39 |
|
R2 |
42.78 |
42.78 |
42.32 |
|
R1 |
42.48 |
42.48 |
42.24 |
42.63 |
PP |
41.97 |
41.97 |
41.97 |
42.05 |
S1 |
41.67 |
41.67 |
42.10 |
41.82 |
S2 |
41.16 |
41.16 |
42.02 |
|
S3 |
40.35 |
40.86 |
41.95 |
|
S4 |
39.54 |
40.05 |
41.72 |
|
|
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% |
0.96 |
2.3% |
76% |
False |
False |
27,903 |
10 |
42.75 |
39.25 |
3.50 |
8.3% |
1.18 |
2.8% |
83% |
False |
False |
29,930 |
20 |
42.75 |
37.82 |
4.93 |
11.7% |
1.34 |
3.2% |
88% |
False |
False |
34,020 |
40 |
42.75 |
33.09 |
9.66 |
22.9% |
1.65 |
3.9% |
94% |
False |
False |
27,084 |
60 |
42.75 |
25.99 |
16.76 |
39.7% |
1.74 |
4.1% |
97% |
False |
False |
25,857 |
80 |
42.75 |
24.43 |
18.32 |
43.4% |
1.91 |
4.5% |
97% |
False |
False |
25,113 |
100 |
48.99 |
24.43 |
24.56 |
58.2% |
2.12 |
5.0% |
72% |
False |
False |
24,438 |
120 |
54.17 |
24.43 |
29.74 |
70.5% |
1.98 |
4.7% |
60% |
False |
False |
22,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.72 |
2.618 |
44.40 |
1.618 |
43.59 |
1.000 |
43.09 |
0.618 |
42.78 |
HIGH |
42.28 |
0.618 |
41.97 |
0.500 |
41.88 |
0.382 |
41.78 |
LOW |
41.47 |
0.618 |
40.97 |
1.000 |
40.66 |
1.618 |
40.16 |
2.618 |
39.35 |
4.250 |
38.03 |
|
|
Fisher Pivots for day following 22-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.07 |
41.97 |
PP |
41.97 |
41.76 |
S1 |
41.88 |
41.56 |
|