NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.98 |
42.37 |
0.39 |
0.9% |
41.42 |
High |
42.50 |
42.62 |
0.12 |
0.3% |
42.95 |
Low |
41.29 |
41.74 |
0.45 |
1.1% |
40.74 |
Close |
42.35 |
41.95 |
-0.40 |
-0.9% |
42.00 |
Range |
1.21 |
0.88 |
-0.33 |
-27.3% |
2.21 |
ATR |
1.27 |
1.24 |
-0.03 |
-2.2% |
0.00 |
Volume |
20,001 |
16,336 |
-3,665 |
-18.3% |
76,719 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.74 |
44.23 |
42.43 |
|
R3 |
43.86 |
43.35 |
42.19 |
|
R2 |
42.98 |
42.98 |
42.11 |
|
R1 |
42.47 |
42.47 |
42.03 |
42.29 |
PP |
42.10 |
42.10 |
42.10 |
42.01 |
S1 |
41.59 |
41.59 |
41.87 |
41.41 |
S2 |
41.22 |
41.22 |
41.79 |
|
S3 |
40.34 |
40.71 |
41.71 |
|
S4 |
39.46 |
39.83 |
41.47 |
|
|
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 |
42.83 |
41.29 |
1.54 |
3.7% |
1.01 |
2.4% |
43% |
False |
False |
17,547 |
10 |
42.95 |
40.74 |
2.21 |
5.3% |
0.97 |
2.3% |
55% |
False |
False |
14,199 |
20 |
42.95 |
39.50 |
3.45 |
8.2% |
1.07 |
2.5% |
71% |
False |
False |
15,023 |
40 |
42.95 |
35.94 |
7.01 |
16.7% |
1.45 |
3.4% |
86% |
False |
False |
13,660 |
60 |
42.95 |
28.36 |
14.59 |
34.8% |
1.55 |
3.7% |
93% |
False |
False |
12,632 |
80 |
42.95 |
26.22 |
16.73 |
39.9% |
1.71 |
4.1% |
94% |
False |
False |
12,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.36 |
2.618 |
44.92 |
1.618 |
44.04 |
1.000 |
43.50 |
0.618 |
43.16 |
HIGH |
42.62 |
0.618 |
42.28 |
0.500 |
42.18 |
0.382 |
42.08 |
LOW |
41.74 |
0.618 |
41.20 |
1.000 |
40.86 |
1.618 |
40.32 |
2.618 |
39.44 |
4.250 |
38.00 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.18 |
41.96 |
PP |
42.10 |
41.95 |
S1 |
42.03 |
41.95 |
|