NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.63 |
42.08 |
0.45 |
1.1% |
41.11 |
High |
42.17 |
42.31 |
0.14 |
0.3% |
42.75 |
Low |
40.90 |
41.31 |
0.41 |
1.0% |
40.37 |
Close |
42.00 |
41.52 |
-0.48 |
-1.1% |
41.64 |
Range |
1.27 |
1.00 |
-0.27 |
-21.3% |
2.38 |
ATR |
1.37 |
1.34 |
-0.03 |
-1.9% |
0.00 |
Volume |
57,802 |
40,066 |
-17,736 |
-30.7% |
198,456 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.71 |
44.12 |
42.07 |
|
R3 |
43.71 |
43.12 |
41.80 |
|
R2 |
42.71 |
42.71 |
41.70 |
|
R1 |
42.12 |
42.12 |
41.61 |
41.92 |
PP |
41.71 |
41.71 |
41.71 |
41.61 |
S1 |
41.12 |
41.12 |
41.43 |
40.92 |
S2 |
40.71 |
40.71 |
41.34 |
|
S3 |
39.71 |
40.12 |
41.25 |
|
S4 |
38.71 |
39.12 |
40.97 |
|
|
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 |
42.62 |
40.90 |
1.72 |
4.1% |
1.10 |
2.6% |
36% |
False |
False |
44,141 |
10 |
42.75 |
40.37 |
2.38 |
5.7% |
1.05 |
2.5% |
48% |
False |
False |
36,553 |
20 |
42.75 |
39.24 |
3.51 |
8.5% |
1.16 |
2.8% |
65% |
False |
False |
38,184 |
40 |
42.75 |
35.54 |
7.21 |
17.4% |
1.55 |
3.7% |
83% |
False |
False |
29,964 |
60 |
42.75 |
26.73 |
16.02 |
38.6% |
1.69 |
4.1% |
92% |
False |
False |
27,378 |
80 |
42.75 |
24.43 |
18.32 |
44.1% |
1.86 |
4.5% |
93% |
False |
False |
26,101 |
100 |
47.14 |
24.43 |
22.71 |
54.7% |
2.09 |
5.0% |
75% |
False |
False |
26,011 |
120 |
54.17 |
24.43 |
29.74 |
71.6% |
1.97 |
4.7% |
57% |
False |
False |
23,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.56 |
2.618 |
44.93 |
1.618 |
43.93 |
1.000 |
43.31 |
0.618 |
42.93 |
HIGH |
42.31 |
0.618 |
41.93 |
0.500 |
41.81 |
0.382 |
41.69 |
LOW |
41.31 |
0.618 |
40.69 |
1.000 |
40.31 |
1.618 |
39.69 |
2.618 |
38.69 |
4.250 |
37.06 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.81 |
41.61 |
PP |
41.71 |
41.58 |
S1 |
41.62 |
41.55 |
|