NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
40.24 |
40.88 |
0.64 |
1.6% |
38.62 |
High |
41.18 |
41.61 |
0.43 |
1.0% |
41.18 |
Low |
39.99 |
40.33 |
0.34 |
0.9% |
38.27 |
Close |
41.11 |
41.10 |
-0.01 |
0.0% |
41.11 |
Range |
1.19 |
1.28 |
0.09 |
7.6% |
2.91 |
ATR |
1.86 |
1.82 |
-0.04 |
-2.2% |
0.00 |
Volume |
77,584 |
81,031 |
3,447 |
4.4% |
309,307 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.85 |
44.26 |
41.80 |
|
R3 |
43.57 |
42.98 |
41.45 |
|
R2 |
42.29 |
42.29 |
41.33 |
|
R1 |
41.70 |
41.70 |
41.22 |
42.00 |
PP |
41.01 |
41.01 |
41.01 |
41.16 |
S1 |
40.42 |
40.42 |
40.98 |
40.72 |
S2 |
39.73 |
39.73 |
40.87 |
|
S3 |
38.45 |
39.14 |
40.75 |
|
S4 |
37.17 |
37.86 |
40.40 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.92 |
47.92 |
42.71 |
|
R3 |
46.01 |
45.01 |
41.91 |
|
R2 |
43.10 |
43.10 |
41.64 |
|
R1 |
42.10 |
42.10 |
41.38 |
42.60 |
PP |
40.19 |
40.19 |
40.19 |
40.44 |
S1 |
39.19 |
39.19 |
40.84 |
39.69 |
S2 |
37.28 |
37.28 |
40.58 |
|
S3 |
34.37 |
36.28 |
40.31 |
|
S4 |
31.46 |
33.37 |
39.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.61 |
38.27 |
3.34 |
8.1% |
1.41 |
3.4% |
85% |
True |
False |
78,067 |
10 |
41.98 |
38.02 |
3.96 |
9.6% |
1.67 |
4.1% |
78% |
False |
False |
72,605 |
20 |
41.98 |
35.72 |
6.26 |
15.2% |
1.89 |
4.6% |
86% |
False |
False |
75,500 |
40 |
41.98 |
29.68 |
12.30 |
29.9% |
1.83 |
4.5% |
93% |
False |
False |
77,341 |
60 |
41.98 |
25.31 |
16.67 |
40.6% |
2.08 |
5.1% |
95% |
False |
False |
86,852 |
80 |
41.98 |
25.31 |
16.67 |
40.6% |
2.21 |
5.4% |
95% |
False |
False |
92,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.05 |
2.618 |
44.96 |
1.618 |
43.68 |
1.000 |
42.89 |
0.618 |
42.40 |
HIGH |
41.61 |
0.618 |
41.12 |
0.500 |
40.97 |
0.382 |
40.82 |
LOW |
40.33 |
0.618 |
39.54 |
1.000 |
39.05 |
1.618 |
38.26 |
2.618 |
36.98 |
4.250 |
34.89 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.06 |
40.90 |
PP |
41.01 |
40.70 |
S1 |
40.97 |
40.50 |
|