NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.09 |
40.24 |
0.15 |
0.4% |
39.59 |
High |
40.82 |
41.18 |
0.36 |
0.9% |
41.98 |
Low |
39.38 |
39.99 |
0.61 |
1.5% |
38.02 |
Close |
40.34 |
41.11 |
0.77 |
1.9% |
39.07 |
Range |
1.44 |
1.19 |
-0.25 |
-17.4% |
3.96 |
ATR |
1.91 |
1.86 |
-0.05 |
-2.7% |
0.00 |
Volume |
93,807 |
77,584 |
-16,223 |
-17.3% |
335,715 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.33 |
43.91 |
41.76 |
|
R3 |
43.14 |
42.72 |
41.44 |
|
R2 |
41.95 |
41.95 |
41.33 |
|
R1 |
41.53 |
41.53 |
41.22 |
41.74 |
PP |
40.76 |
40.76 |
40.76 |
40.87 |
S1 |
40.34 |
40.34 |
41.00 |
40.55 |
S2 |
39.57 |
39.57 |
40.89 |
|
S3 |
38.38 |
39.15 |
40.78 |
|
S4 |
37.19 |
37.96 |
40.46 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.57 |
49.28 |
41.25 |
|
R3 |
47.61 |
45.32 |
40.16 |
|
R2 |
43.65 |
43.65 |
39.80 |
|
R1 |
41.36 |
41.36 |
39.43 |
40.53 |
PP |
39.69 |
39.69 |
39.69 |
39.27 |
S1 |
37.40 |
37.40 |
38.71 |
36.57 |
S2 |
35.73 |
35.73 |
38.34 |
|
S3 |
31.77 |
33.44 |
37.98 |
|
S4 |
27.81 |
29.48 |
36.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.18 |
38.27 |
2.91 |
7.1% |
1.44 |
3.5% |
98% |
True |
False |
74,501 |
10 |
41.98 |
38.02 |
3.96 |
9.6% |
1.72 |
4.2% |
78% |
False |
False |
74,244 |
20 |
41.98 |
35.72 |
6.26 |
15.2% |
1.94 |
4.7% |
86% |
False |
False |
76,861 |
40 |
41.98 |
29.63 |
12.35 |
30.0% |
1.86 |
4.5% |
93% |
False |
False |
77,793 |
60 |
41.98 |
25.31 |
16.67 |
40.5% |
2.08 |
5.1% |
95% |
False |
False |
87,200 |
80 |
41.98 |
25.31 |
16.67 |
40.5% |
2.24 |
5.4% |
95% |
False |
False |
93,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.24 |
2.618 |
44.30 |
1.618 |
43.11 |
1.000 |
42.37 |
0.618 |
41.92 |
HIGH |
41.18 |
0.618 |
40.73 |
0.500 |
40.59 |
0.382 |
40.44 |
LOW |
39.99 |
0.618 |
39.25 |
1.000 |
38.80 |
1.618 |
38.06 |
2.618 |
36.87 |
4.250 |
34.93 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.94 |
40.83 |
PP |
40.76 |
40.55 |
S1 |
40.59 |
40.28 |
|