NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.47 |
41.82 |
0.35 |
0.8% |
41.20 |
High |
42.05 |
42.33 |
0.28 |
0.7% |
42.85 |
Low |
41.15 |
41.10 |
-0.05 |
-0.1% |
40.55 |
Close |
41.82 |
42.18 |
0.36 |
0.9% |
41.82 |
Range |
0.90 |
1.23 |
0.33 |
36.7% |
2.30 |
ATR |
1.35 |
1.35 |
-0.01 |
-0.7% |
0.00 |
Volume |
70,842 |
70,143 |
-699 |
-1.0% |
344,653 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.56 |
45.10 |
42.86 |
|
R3 |
44.33 |
43.87 |
42.52 |
|
R2 |
43.10 |
43.10 |
42.41 |
|
R1 |
42.64 |
42.64 |
42.29 |
42.87 |
PP |
41.87 |
41.87 |
41.87 |
41.99 |
S1 |
41.41 |
41.41 |
42.07 |
41.64 |
S2 |
40.64 |
40.64 |
41.95 |
|
S3 |
39.41 |
40.18 |
41.84 |
|
S4 |
38.18 |
38.95 |
41.50 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.64 |
47.53 |
43.09 |
|
R3 |
46.34 |
45.23 |
42.45 |
|
R2 |
44.04 |
44.04 |
42.24 |
|
R1 |
42.93 |
42.93 |
42.03 |
43.49 |
PP |
41.74 |
41.74 |
41.74 |
42.02 |
S1 |
40.63 |
40.63 |
41.61 |
41.19 |
S2 |
39.44 |
39.44 |
41.40 |
|
S3 |
37.14 |
38.33 |
41.19 |
|
S4 |
34.84 |
36.03 |
40.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.85 |
41.10 |
1.75 |
4.1% |
1.20 |
2.8% |
62% |
False |
True |
73,067 |
10 |
42.85 |
39.87 |
2.98 |
7.1% |
1.06 |
2.5% |
78% |
False |
False |
64,610 |
20 |
42.85 |
38.27 |
4.58 |
10.9% |
1.19 |
2.8% |
85% |
False |
False |
69,669 |
40 |
42.85 |
35.72 |
7.13 |
16.9% |
1.56 |
3.7% |
91% |
False |
False |
73,289 |
60 |
42.85 |
27.57 |
15.28 |
36.2% |
1.72 |
4.1% |
96% |
False |
False |
77,476 |
80 |
42.85 |
25.31 |
17.54 |
41.6% |
1.93 |
4.6% |
96% |
False |
False |
85,354 |
100 |
48.33 |
25.31 |
23.02 |
54.6% |
2.13 |
5.0% |
73% |
False |
False |
91,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.56 |
2.618 |
45.55 |
1.618 |
44.32 |
1.000 |
43.56 |
0.618 |
43.09 |
HIGH |
42.33 |
0.618 |
41.86 |
0.500 |
41.72 |
0.382 |
41.57 |
LOW |
41.10 |
0.618 |
40.34 |
1.000 |
39.87 |
1.618 |
39.11 |
2.618 |
37.88 |
4.250 |
35.87 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.03 |
42.09 |
PP |
41.87 |
42.00 |
S1 |
41.72 |
41.92 |
|