NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.34 |
41.63 |
0.29 |
0.7% |
41.11 |
High |
41.93 |
42.17 |
0.24 |
0.6% |
42.75 |
Low |
41.01 |
40.90 |
-0.11 |
-0.3% |
40.37 |
Close |
41.64 |
42.00 |
0.36 |
0.9% |
41.64 |
Range |
0.92 |
1.27 |
0.35 |
38.0% |
2.38 |
ATR |
1.37 |
1.37 |
-0.01 |
-0.5% |
0.00 |
Volume |
41,690 |
57,802 |
16,112 |
38.6% |
198,456 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.50 |
45.02 |
42.70 |
|
R3 |
44.23 |
43.75 |
42.35 |
|
R2 |
42.96 |
42.96 |
42.23 |
|
R1 |
42.48 |
42.48 |
42.12 |
42.72 |
PP |
41.69 |
41.69 |
41.69 |
41.81 |
S1 |
41.21 |
41.21 |
41.88 |
41.45 |
S2 |
40.42 |
40.42 |
41.77 |
|
S3 |
39.15 |
39.94 |
41.65 |
|
S4 |
37.88 |
38.67 |
41.30 |
|
|
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 |
40.90 |
1.85 |
4.4% |
1.23 |
2.9% |
59% |
False |
True |
45,098 |
10 |
42.75 |
39.71 |
3.04 |
7.2% |
1.09 |
2.6% |
75% |
False |
False |
35,033 |
20 |
42.75 |
38.09 |
4.66 |
11.1% |
1.21 |
2.9% |
84% |
False |
False |
37,551 |
40 |
42.75 |
35.54 |
7.21 |
17.2% |
1.56 |
3.7% |
90% |
False |
False |
29,499 |
60 |
42.75 |
26.73 |
16.02 |
38.1% |
1.71 |
4.1% |
95% |
False |
False |
27,248 |
80 |
42.75 |
24.43 |
18.32 |
43.6% |
1.90 |
4.5% |
96% |
False |
False |
26,164 |
100 |
48.23 |
24.43 |
23.80 |
56.7% |
2.09 |
5.0% |
74% |
False |
False |
25,673 |
120 |
54.17 |
24.43 |
29.74 |
70.8% |
1.98 |
4.7% |
59% |
False |
False |
23,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.57 |
2.618 |
45.49 |
1.618 |
44.22 |
1.000 |
43.44 |
0.618 |
42.95 |
HIGH |
42.17 |
0.618 |
41.68 |
0.500 |
41.54 |
0.382 |
41.39 |
LOW |
40.90 |
0.618 |
40.12 |
1.000 |
39.63 |
1.618 |
38.85 |
2.618 |
37.58 |
4.250 |
35.50 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.85 |
41.92 |
PP |
41.69 |
41.84 |
S1 |
41.54 |
41.76 |
|