NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
42.18 |
41.34 |
-0.84 |
-2.0% |
41.11 |
High |
42.62 |
41.93 |
-0.69 |
-1.6% |
42.75 |
Low |
41.14 |
41.01 |
-0.13 |
-0.3% |
40.37 |
Close |
41.37 |
41.64 |
0.27 |
0.7% |
41.64 |
Range |
1.48 |
0.92 |
-0.56 |
-37.8% |
2.38 |
ATR |
1.41 |
1.37 |
-0.03 |
-2.5% |
0.00 |
Volume |
50,707 |
41,690 |
-9,017 |
-17.8% |
198,456 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.29 |
43.88 |
42.15 |
|
R3 |
43.37 |
42.96 |
41.89 |
|
R2 |
42.45 |
42.45 |
41.81 |
|
R1 |
42.04 |
42.04 |
41.72 |
42.25 |
PP |
41.53 |
41.53 |
41.53 |
41.63 |
S1 |
41.12 |
41.12 |
41.56 |
41.33 |
S2 |
40.61 |
40.61 |
41.47 |
|
S3 |
39.69 |
40.20 |
41.39 |
|
S4 |
38.77 |
39.28 |
41.13 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.73 |
47.56 |
42.95 |
|
R3 |
46.35 |
45.18 |
42.29 |
|
R2 |
43.97 |
43.97 |
42.08 |
|
R1 |
42.80 |
42.80 |
41.86 |
43.39 |
PP |
41.59 |
41.59 |
41.59 |
41.88 |
S1 |
40.42 |
40.42 |
41.42 |
41.01 |
S2 |
39.21 |
39.21 |
41.20 |
|
S3 |
36.83 |
38.04 |
40.99 |
|
S4 |
34.45 |
35.66 |
40.33 |
|
|
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 |
5.7% |
1.17 |
2.8% |
53% |
False |
False |
39,691 |
10 |
42.75 |
39.71 |
3.04 |
7.3% |
1.08 |
2.6% |
63% |
False |
False |
32,625 |
20 |
42.75 |
38.09 |
4.66 |
11.2% |
1.22 |
2.9% |
76% |
False |
False |
35,666 |
40 |
42.75 |
34.07 |
8.68 |
20.8% |
1.60 |
3.8% |
87% |
False |
False |
28,468 |
60 |
42.75 |
26.73 |
16.02 |
38.5% |
1.73 |
4.2% |
93% |
False |
False |
26,743 |
80 |
42.75 |
24.43 |
18.32 |
44.0% |
1.90 |
4.6% |
94% |
False |
False |
25,799 |
100 |
48.80 |
24.43 |
24.37 |
58.5% |
2.09 |
5.0% |
71% |
False |
False |
25,151 |
120 |
54.17 |
24.43 |
29.74 |
71.4% |
1.98 |
4.8% |
58% |
False |
False |
22,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.84 |
2.618 |
44.34 |
1.618 |
43.42 |
1.000 |
42.85 |
0.618 |
42.50 |
HIGH |
41.93 |
0.618 |
41.58 |
0.500 |
41.47 |
0.382 |
41.36 |
LOW |
41.01 |
0.618 |
40.44 |
1.000 |
40.09 |
1.618 |
39.52 |
2.618 |
38.60 |
4.250 |
37.10 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.58 |
41.82 |
PP |
41.53 |
41.76 |
S1 |
41.47 |
41.70 |
|