NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.85 |
41.04 |
-0.81 |
-1.9% |
41.63 |
High |
41.90 |
41.20 |
-0.70 |
-1.7% |
42.31 |
Low |
39.33 |
40.31 |
0.98 |
2.5% |
39.33 |
Close |
40.60 |
40.91 |
0.31 |
0.8% |
40.91 |
Range |
2.57 |
0.89 |
-1.68 |
-65.4% |
2.98 |
ATR |
1.38 |
1.34 |
-0.03 |
-2.5% |
0.00 |
Volume |
70,689 |
46,423 |
-24,266 |
-34.3% |
270,583 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.48 |
43.08 |
41.40 |
|
R3 |
42.59 |
42.19 |
41.15 |
|
R2 |
41.70 |
41.70 |
41.07 |
|
R1 |
41.30 |
41.30 |
40.99 |
41.06 |
PP |
40.81 |
40.81 |
40.81 |
40.68 |
S1 |
40.41 |
40.41 |
40.83 |
40.17 |
S2 |
39.92 |
39.92 |
40.75 |
|
S3 |
39.03 |
39.52 |
40.67 |
|
S4 |
38.14 |
38.63 |
40.42 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.79 |
48.33 |
42.55 |
|
R3 |
46.81 |
45.35 |
41.73 |
|
R2 |
43.83 |
43.83 |
41.46 |
|
R1 |
42.37 |
42.37 |
41.18 |
41.61 |
PP |
40.85 |
40.85 |
40.85 |
40.47 |
S1 |
39.39 |
39.39 |
40.64 |
38.63 |
S2 |
37.87 |
37.87 |
40.36 |
|
S3 |
34.89 |
36.41 |
40.09 |
|
S4 |
31.91 |
33.43 |
39.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.31 |
39.33 |
2.98 |
7.3% |
1.27 |
3.1% |
53% |
False |
False |
54,116 |
10 |
42.75 |
39.33 |
3.42 |
8.4% |
1.22 |
3.0% |
46% |
False |
False |
46,903 |
20 |
42.75 |
39.25 |
3.50 |
8.6% |
1.17 |
2.9% |
47% |
False |
False |
37,615 |
40 |
42.75 |
35.54 |
7.21 |
17.6% |
1.56 |
3.8% |
74% |
False |
False |
32,866 |
60 |
42.75 |
29.00 |
13.75 |
33.6% |
1.62 |
4.0% |
87% |
False |
False |
28,579 |
80 |
42.75 |
24.43 |
18.32 |
44.8% |
1.83 |
4.5% |
90% |
False |
False |
27,520 |
100 |
42.75 |
24.43 |
18.32 |
44.8% |
1.98 |
4.8% |
90% |
False |
False |
26,719 |
120 |
54.17 |
24.43 |
29.74 |
72.7% |
1.98 |
4.8% |
55% |
False |
False |
24,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.98 |
2.618 |
43.53 |
1.618 |
42.64 |
1.000 |
42.09 |
0.618 |
41.75 |
HIGH |
41.20 |
0.618 |
40.86 |
0.500 |
40.76 |
0.382 |
40.65 |
LOW |
40.31 |
0.618 |
39.76 |
1.000 |
39.42 |
1.618 |
38.87 |
2.618 |
37.98 |
4.250 |
36.53 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.86 |
40.84 |
PP |
40.81 |
40.76 |
S1 |
40.76 |
40.69 |
|