NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.80 |
40.09 |
1.29 |
3.3% |
39.55 |
High |
40.45 |
40.50 |
0.05 |
0.1% |
42.02 |
Low |
38.46 |
39.53 |
1.07 |
2.8% |
38.20 |
Close |
40.28 |
39.78 |
-0.50 |
-1.2% |
39.19 |
Range |
1.99 |
0.97 |
-1.02 |
-51.3% |
3.82 |
ATR |
1.87 |
1.81 |
-0.06 |
-3.4% |
0.00 |
Volume |
11,953 |
15,890 |
3,937 |
32.9% |
65,643 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.85 |
42.28 |
40.31 |
|
R3 |
41.88 |
41.31 |
40.05 |
|
R2 |
40.91 |
40.91 |
39.96 |
|
R1 |
40.34 |
40.34 |
39.87 |
40.14 |
PP |
39.94 |
39.94 |
39.94 |
39.84 |
S1 |
39.37 |
39.37 |
39.69 |
39.17 |
S2 |
38.97 |
38.97 |
39.60 |
|
S3 |
38.00 |
38.40 |
39.51 |
|
S4 |
37.03 |
37.43 |
39.25 |
|
|
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 |
41.04 |
38.20 |
2.84 |
7.1% |
1.78 |
4.5% |
56% |
False |
False |
15,620 |
10 |
42.02 |
38.20 |
3.82 |
9.6% |
1.63 |
4.1% |
41% |
False |
False |
13,146 |
20 |
42.02 |
35.94 |
6.08 |
15.3% |
1.81 |
4.6% |
63% |
False |
False |
12,542 |
40 |
42.02 |
30.00 |
12.02 |
30.2% |
1.77 |
4.4% |
81% |
False |
False |
11,632 |
60 |
42.02 |
26.22 |
15.80 |
39.7% |
1.90 |
4.8% |
86% |
False |
False |
11,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.62 |
2.618 |
43.04 |
1.618 |
42.07 |
1.000 |
41.47 |
0.618 |
41.10 |
HIGH |
40.50 |
0.618 |
40.13 |
0.500 |
40.02 |
0.382 |
39.90 |
LOW |
39.53 |
0.618 |
38.93 |
1.000 |
38.56 |
1.618 |
37.96 |
2.618 |
36.99 |
4.250 |
35.41 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
40.02 |
39.68 |
PP |
39.94 |
39.58 |
S1 |
39.86 |
39.48 |
|