NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
42.08 |
41.63 |
-0.45 |
-1.1% |
41.11 |
High |
42.31 |
42.04 |
-0.27 |
-0.6% |
42.75 |
Low |
41.31 |
41.43 |
0.12 |
0.3% |
40.37 |
Close |
41.52 |
41.81 |
0.29 |
0.7% |
41.64 |
Range |
1.00 |
0.61 |
-0.39 |
-39.0% |
2.38 |
ATR |
1.34 |
1.29 |
-0.05 |
-3.9% |
0.00 |
Volume |
40,066 |
55,603 |
15,537 |
38.8% |
198,456 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.59 |
43.31 |
42.15 |
|
R3 |
42.98 |
42.70 |
41.98 |
|
R2 |
42.37 |
42.37 |
41.92 |
|
R1 |
42.09 |
42.09 |
41.87 |
42.23 |
PP |
41.76 |
41.76 |
41.76 |
41.83 |
S1 |
41.48 |
41.48 |
41.75 |
41.62 |
S2 |
41.15 |
41.15 |
41.70 |
|
S3 |
40.54 |
40.87 |
41.64 |
|
S4 |
39.93 |
40.26 |
41.47 |
|
|
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% |
1.06 |
2.5% |
53% |
False |
False |
49,173 |
10 |
42.75 |
40.37 |
2.38 |
5.7% |
1.01 |
2.4% |
61% |
False |
False |
38,538 |
20 |
42.75 |
39.25 |
3.50 |
8.4% |
1.13 |
2.7% |
73% |
False |
False |
37,974 |
40 |
42.75 |
35.54 |
7.21 |
17.2% |
1.54 |
3.7% |
87% |
False |
False |
30,857 |
60 |
42.75 |
28.55 |
14.20 |
34.0% |
1.66 |
4.0% |
93% |
False |
False |
27,820 |
80 |
42.75 |
24.43 |
18.32 |
43.8% |
1.84 |
4.4% |
95% |
False |
False |
26,440 |
100 |
42.75 |
24.43 |
18.32 |
43.8% |
2.05 |
4.9% |
95% |
False |
False |
26,390 |
120 |
54.17 |
24.43 |
29.74 |
71.1% |
1.96 |
4.7% |
58% |
False |
False |
23,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.63 |
2.618 |
43.64 |
1.618 |
43.03 |
1.000 |
42.65 |
0.618 |
42.42 |
HIGH |
42.04 |
0.618 |
41.81 |
0.500 |
41.74 |
0.382 |
41.66 |
LOW |
41.43 |
0.618 |
41.05 |
1.000 |
40.82 |
1.618 |
40.44 |
2.618 |
39.83 |
4.250 |
38.84 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.79 |
41.74 |
PP |
41.76 |
41.67 |
S1 |
41.74 |
41.61 |
|