NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.51 |
40.54 |
-0.97 |
-2.3% |
40.96 |
High |
41.54 |
41.47 |
-0.07 |
-0.2% |
41.70 |
Low |
40.20 |
39.69 |
-0.51 |
-1.3% |
39.69 |
Close |
40.57 |
41.40 |
0.83 |
2.0% |
41.40 |
Range |
1.34 |
1.78 |
0.44 |
32.8% |
2.01 |
ATR |
1.55 |
1.57 |
0.02 |
1.0% |
0.00 |
Volume |
13,715 |
14,789 |
1,074 |
7.8% |
71,611 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.19 |
45.58 |
42.38 |
|
R3 |
44.41 |
43.80 |
41.89 |
|
R2 |
42.63 |
42.63 |
41.73 |
|
R1 |
42.02 |
42.02 |
41.56 |
42.33 |
PP |
40.85 |
40.85 |
40.85 |
41.01 |
S1 |
40.24 |
40.24 |
41.24 |
40.55 |
S2 |
39.07 |
39.07 |
41.07 |
|
S3 |
37.29 |
38.46 |
40.91 |
|
S4 |
35.51 |
36.68 |
40.42 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.96 |
46.19 |
42.51 |
|
R3 |
44.95 |
44.18 |
41.95 |
|
R2 |
42.94 |
42.94 |
41.77 |
|
R1 |
42.17 |
42.17 |
41.58 |
42.56 |
PP |
40.93 |
40.93 |
40.93 |
41.12 |
S1 |
40.16 |
40.16 |
41.22 |
40.55 |
S2 |
38.92 |
38.92 |
41.03 |
|
S3 |
36.91 |
38.15 |
40.85 |
|
S4 |
34.90 |
36.14 |
40.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.70 |
39.69 |
2.01 |
4.9% |
1.19 |
2.9% |
85% |
False |
True |
14,322 |
10 |
41.70 |
38.46 |
3.24 |
7.8% |
1.28 |
3.1% |
91% |
False |
False |
16,042 |
20 |
42.02 |
35.94 |
6.08 |
14.7% |
1.59 |
3.9% |
90% |
False |
False |
13,567 |
40 |
42.02 |
30.35 |
11.67 |
28.2% |
1.66 |
4.0% |
95% |
False |
False |
12,676 |
60 |
42.02 |
26.22 |
15.80 |
38.2% |
1.83 |
4.4% |
96% |
False |
False |
11,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.04 |
2.618 |
46.13 |
1.618 |
44.35 |
1.000 |
43.25 |
0.618 |
42.57 |
HIGH |
41.47 |
0.618 |
40.79 |
0.500 |
40.58 |
0.382 |
40.37 |
LOW |
39.69 |
0.618 |
38.59 |
1.000 |
37.91 |
1.618 |
36.81 |
2.618 |
35.03 |
4.250 |
32.13 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.13 |
41.15 |
PP |
40.85 |
40.90 |
S1 |
40.58 |
40.65 |
|