NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.83 |
42.07 |
0.24 |
0.6% |
41.20 |
High |
42.24 |
42.12 |
-0.12 |
-0.3% |
42.85 |
Low |
41.65 |
39.63 |
-2.02 |
-4.8% |
40.55 |
Close |
42.04 |
40.92 |
-1.12 |
-2.7% |
41.82 |
Range |
0.59 |
2.49 |
1.90 |
322.0% |
2.30 |
ATR |
1.27 |
1.35 |
0.09 |
6.9% |
0.00 |
Volume |
62,456 |
95,982 |
33,526 |
53.7% |
344,653 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.36 |
47.13 |
42.29 |
|
R3 |
45.87 |
44.64 |
41.60 |
|
R2 |
43.38 |
43.38 |
41.38 |
|
R1 |
42.15 |
42.15 |
41.15 |
41.52 |
PP |
40.89 |
40.89 |
40.89 |
40.58 |
S1 |
39.66 |
39.66 |
40.69 |
39.03 |
S2 |
38.40 |
38.40 |
40.46 |
|
S3 |
35.91 |
37.17 |
40.24 |
|
S4 |
33.42 |
34.68 |
39.55 |
|
|
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 |
42.48 |
39.63 |
2.85 |
7.0% |
1.23 |
3.0% |
45% |
False |
True |
69,891 |
10 |
42.85 |
39.63 |
3.22 |
7.9% |
1.17 |
2.9% |
40% |
False |
True |
66,522 |
20 |
42.85 |
39.46 |
3.39 |
8.3% |
1.16 |
2.8% |
43% |
False |
False |
68,507 |
40 |
42.85 |
35.72 |
7.13 |
17.4% |
1.55 |
3.8% |
73% |
False |
False |
72,136 |
60 |
42.85 |
29.63 |
13.22 |
32.3% |
1.65 |
4.0% |
85% |
False |
False |
75,064 |
80 |
42.85 |
25.31 |
17.54 |
42.9% |
1.85 |
4.5% |
89% |
False |
False |
82,663 |
100 |
42.85 |
25.31 |
17.54 |
42.9% |
2.05 |
5.0% |
89% |
False |
False |
89,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.70 |
2.618 |
48.64 |
1.618 |
46.15 |
1.000 |
44.61 |
0.618 |
43.66 |
HIGH |
42.12 |
0.618 |
41.17 |
0.500 |
40.88 |
0.382 |
40.58 |
LOW |
39.63 |
0.618 |
38.09 |
1.000 |
37.14 |
1.618 |
35.60 |
2.618 |
33.11 |
4.250 |
29.05 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.91 |
41.06 |
PP |
40.89 |
41.01 |
S1 |
40.88 |
40.97 |
|