NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.61 |
41.98 |
0.37 |
0.9% |
41.42 |
High |
42.17 |
42.50 |
0.33 |
0.8% |
42.95 |
Low |
41.33 |
41.29 |
-0.04 |
-0.1% |
40.74 |
Close |
42.00 |
42.35 |
0.35 |
0.8% |
42.00 |
Range |
0.84 |
1.21 |
0.37 |
44.0% |
2.21 |
ATR |
1.27 |
1.27 |
0.00 |
-0.3% |
0.00 |
Volume |
22,892 |
20,001 |
-2,891 |
-12.6% |
76,719 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.68 |
45.22 |
43.02 |
|
R3 |
44.47 |
44.01 |
42.68 |
|
R2 |
43.26 |
43.26 |
42.57 |
|
R1 |
42.80 |
42.80 |
42.46 |
43.03 |
PP |
42.05 |
42.05 |
42.05 |
42.16 |
S1 |
41.59 |
41.59 |
42.24 |
41.82 |
S2 |
40.84 |
40.84 |
42.13 |
|
S3 |
39.63 |
40.38 |
42.02 |
|
S4 |
38.42 |
39.17 |
41.68 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.53 |
47.47 |
43.22 |
|
R3 |
46.32 |
45.26 |
42.61 |
|
R2 |
44.11 |
44.11 |
42.41 |
|
R1 |
43.05 |
43.05 |
42.20 |
43.58 |
PP |
41.90 |
41.90 |
41.90 |
42.16 |
S1 |
40.84 |
40.84 |
41.80 |
41.37 |
S2 |
39.69 |
39.69 |
41.59 |
|
S3 |
37.48 |
38.63 |
41.39 |
|
S4 |
35.27 |
36.42 |
40.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.95 |
41.29 |
1.66 |
3.9% |
1.15 |
2.7% |
64% |
False |
True |
17,856 |
10 |
42.95 |
40.10 |
2.85 |
6.7% |
1.00 |
2.4% |
79% |
False |
False |
13,922 |
20 |
42.95 |
38.46 |
4.49 |
10.6% |
1.12 |
2.7% |
87% |
False |
False |
14,804 |
40 |
42.95 |
35.94 |
7.01 |
16.6% |
1.45 |
3.4% |
91% |
False |
False |
13,614 |
60 |
42.95 |
28.36 |
14.59 |
34.5% |
1.58 |
3.7% |
96% |
False |
False |
12,567 |
80 |
42.95 |
26.22 |
16.73 |
39.5% |
1.74 |
4.1% |
96% |
False |
False |
12,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.64 |
2.618 |
45.67 |
1.618 |
44.46 |
1.000 |
43.71 |
0.618 |
43.25 |
HIGH |
42.50 |
0.618 |
42.04 |
0.500 |
41.90 |
0.382 |
41.75 |
LOW |
41.29 |
0.618 |
40.54 |
1.000 |
40.08 |
1.618 |
39.33 |
2.618 |
38.12 |
4.250 |
36.15 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.20 |
42.25 |
PP |
42.05 |
42.16 |
S1 |
41.90 |
42.06 |
|