NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.20 |
41.26 |
0.06 |
0.1% |
41.10 |
High |
41.48 |
42.85 |
1.37 |
3.3% |
41.83 |
Low |
40.55 |
41.22 |
0.67 |
1.7% |
39.87 |
Close |
41.39 |
42.26 |
0.87 |
2.1% |
41.27 |
Range |
0.93 |
1.63 |
0.70 |
75.3% |
1.96 |
ATR |
1.42 |
1.43 |
0.02 |
1.1% |
0.00 |
Volume |
49,458 |
96,593 |
47,135 |
95.3% |
301,948 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.00 |
46.26 |
43.16 |
|
R3 |
45.37 |
44.63 |
42.71 |
|
R2 |
43.74 |
43.74 |
42.56 |
|
R1 |
43.00 |
43.00 |
42.41 |
43.37 |
PP |
42.11 |
42.11 |
42.11 |
42.30 |
S1 |
41.37 |
41.37 |
42.11 |
41.74 |
S2 |
40.48 |
40.48 |
41.96 |
|
S3 |
38.85 |
39.74 |
41.81 |
|
S4 |
37.22 |
38.11 |
41.36 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.87 |
46.03 |
42.35 |
|
R3 |
44.91 |
44.07 |
41.81 |
|
R2 |
42.95 |
42.95 |
41.63 |
|
R1 |
42.11 |
42.11 |
41.45 |
42.53 |
PP |
40.99 |
40.99 |
40.99 |
41.20 |
S1 |
40.15 |
40.15 |
41.09 |
40.57 |
S2 |
39.03 |
39.03 |
40.91 |
|
S3 |
37.07 |
38.19 |
40.73 |
|
S4 |
35.11 |
36.23 |
40.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.85 |
40.55 |
2.30 |
5.4% |
0.98 |
2.3% |
74% |
True |
False |
61,807 |
10 |
42.85 |
39.46 |
3.39 |
8.0% |
1.14 |
2.7% |
83% |
True |
False |
67,314 |
20 |
42.85 |
38.02 |
4.83 |
11.4% |
1.36 |
3.2% |
88% |
True |
False |
70,516 |
40 |
42.85 |
33.53 |
9.32 |
22.1% |
1.68 |
4.0% |
94% |
True |
False |
74,026 |
60 |
42.85 |
26.91 |
15.94 |
37.7% |
1.77 |
4.2% |
96% |
True |
False |
80,102 |
80 |
42.85 |
25.31 |
17.54 |
41.5% |
1.96 |
4.6% |
97% |
True |
False |
86,836 |
100 |
49.09 |
25.31 |
23.78 |
56.3% |
2.18 |
5.2% |
71% |
False |
False |
92,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.78 |
2.618 |
47.12 |
1.618 |
45.49 |
1.000 |
44.48 |
0.618 |
43.86 |
HIGH |
42.85 |
0.618 |
42.23 |
0.500 |
42.04 |
0.382 |
41.84 |
LOW |
41.22 |
0.618 |
40.21 |
1.000 |
39.59 |
1.618 |
38.58 |
2.618 |
36.95 |
4.250 |
34.29 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.19 |
42.07 |
PP |
42.11 |
41.89 |
S1 |
42.04 |
41.70 |
|