NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.42 |
41.41 |
-0.01 |
0.0% |
41.26 |
High |
41.60 |
42.95 |
1.35 |
3.2% |
41.93 |
Low |
40.74 |
41.39 |
0.65 |
1.6% |
40.10 |
Close |
41.54 |
42.34 |
0.80 |
1.9% |
41.42 |
Range |
0.86 |
1.56 |
0.70 |
81.4% |
1.83 |
ATR |
1.32 |
1.34 |
0.02 |
1.3% |
0.00 |
Volume |
7,436 |
17,884 |
10,448 |
140.5% |
57,145 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.91 |
46.18 |
43.20 |
|
R3 |
45.35 |
44.62 |
42.77 |
|
R2 |
43.79 |
43.79 |
42.63 |
|
R1 |
43.06 |
43.06 |
42.48 |
43.43 |
PP |
42.23 |
42.23 |
42.23 |
42.41 |
S1 |
41.50 |
41.50 |
42.20 |
41.87 |
S2 |
40.67 |
40.67 |
42.05 |
|
S3 |
39.11 |
39.94 |
41.91 |
|
S4 |
37.55 |
38.38 |
41.48 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.64 |
45.86 |
42.43 |
|
R3 |
44.81 |
44.03 |
41.92 |
|
R2 |
42.98 |
42.98 |
41.76 |
|
R1 |
42.20 |
42.20 |
41.59 |
42.59 |
PP |
41.15 |
41.15 |
41.15 |
41.35 |
S1 |
40.37 |
40.37 |
41.25 |
40.76 |
S2 |
39.32 |
39.32 |
41.08 |
|
S3 |
37.49 |
38.54 |
40.92 |
|
S4 |
35.66 |
36.71 |
40.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.95 |
40.74 |
2.21 |
5.2% |
0.92 |
2.2% |
72% |
True |
False |
10,852 |
10 |
42.95 |
39.69 |
3.26 |
7.7% |
1.07 |
2.5% |
81% |
True |
False |
12,634 |
20 |
42.95 |
38.20 |
4.75 |
11.2% |
1.29 |
3.1% |
87% |
True |
False |
14,067 |
40 |
42.95 |
33.95 |
9.00 |
21.3% |
1.56 |
3.7% |
93% |
True |
False |
12,923 |
60 |
42.95 |
27.77 |
15.18 |
35.9% |
1.62 |
3.8% |
96% |
True |
False |
12,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.58 |
2.618 |
47.03 |
1.618 |
45.47 |
1.000 |
44.51 |
0.618 |
43.91 |
HIGH |
42.95 |
0.618 |
42.35 |
0.500 |
42.17 |
0.382 |
41.99 |
LOW |
41.39 |
0.618 |
40.43 |
1.000 |
39.83 |
1.618 |
38.87 |
2.618 |
37.31 |
4.250 |
34.76 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.28 |
42.18 |
PP |
42.23 |
42.01 |
S1 |
42.17 |
41.85 |
|