NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 29-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.88 |
38.80 |
-1.08 |
-2.7% |
39.55 |
High |
40.03 |
40.45 |
0.42 |
1.0% |
42.02 |
Low |
38.65 |
38.46 |
-0.19 |
-0.5% |
38.20 |
Close |
39.19 |
40.28 |
1.09 |
2.8% |
39.19 |
Range |
1.38 |
1.99 |
0.61 |
44.2% |
3.82 |
ATR |
1.86 |
1.87 |
0.01 |
0.5% |
0.00 |
Volume |
18,189 |
11,953 |
-6,236 |
-34.3% |
65,643 |
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.70 |
44.98 |
41.37 |
|
R3 |
43.71 |
42.99 |
40.83 |
|
R2 |
41.72 |
41.72 |
40.64 |
|
R1 |
41.00 |
41.00 |
40.46 |
41.36 |
PP |
39.73 |
39.73 |
39.73 |
39.91 |
S1 |
39.01 |
39.01 |
40.10 |
39.37 |
S2 |
37.74 |
37.74 |
39.92 |
|
S3 |
35.75 |
37.02 |
39.73 |
|
S4 |
33.76 |
35.03 |
39.19 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.26 |
49.05 |
41.29 |
|
R3 |
47.44 |
45.23 |
40.24 |
|
R2 |
43.62 |
43.62 |
39.89 |
|
R1 |
41.41 |
41.41 |
39.54 |
40.61 |
PP |
39.80 |
39.80 |
39.80 |
39.40 |
S1 |
37.59 |
37.59 |
38.84 |
36.79 |
S2 |
35.98 |
35.98 |
38.49 |
|
S3 |
32.16 |
33.77 |
38.14 |
|
S4 |
28.34 |
29.95 |
37.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.02 |
38.20 |
3.82 |
9.5% |
1.91 |
4.7% |
54% |
False |
False |
13,722 |
10 |
42.02 |
38.00 |
4.02 |
10.0% |
1.76 |
4.4% |
57% |
False |
False |
12,153 |
20 |
42.02 |
35.94 |
6.08 |
15.1% |
1.82 |
4.5% |
71% |
False |
False |
12,296 |
40 |
42.02 |
28.36 |
13.66 |
33.9% |
1.79 |
4.5% |
87% |
False |
False |
11,436 |
60 |
42.02 |
26.22 |
15.80 |
39.2% |
1.93 |
4.8% |
89% |
False |
False |
11,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.91 |
2.618 |
45.66 |
1.618 |
43.67 |
1.000 |
42.44 |
0.618 |
41.68 |
HIGH |
40.45 |
0.618 |
39.69 |
0.500 |
39.46 |
0.382 |
39.22 |
LOW |
38.46 |
0.618 |
37.23 |
1.000 |
36.47 |
1.618 |
35.24 |
2.618 |
33.25 |
4.250 |
30.00 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
40.01 |
39.96 |
PP |
39.73 |
39.64 |
S1 |
39.46 |
39.33 |
|