NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
42.37 |
42.05 |
-0.32 |
-0.8% |
41.42 |
High |
42.62 |
42.43 |
-0.19 |
-0.4% |
42.95 |
Low |
41.74 |
41.88 |
0.14 |
0.3% |
40.74 |
Close |
41.95 |
42.25 |
0.30 |
0.7% |
42.00 |
Range |
0.88 |
0.55 |
-0.33 |
-37.5% |
2.21 |
ATR |
1.24 |
1.19 |
-0.05 |
-4.0% |
0.00 |
Volume |
16,336 |
18,573 |
2,237 |
13.7% |
76,719 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.84 |
43.59 |
42.55 |
|
R3 |
43.29 |
43.04 |
42.40 |
|
R2 |
42.74 |
42.74 |
42.35 |
|
R1 |
42.49 |
42.49 |
42.30 |
42.62 |
PP |
42.19 |
42.19 |
42.19 |
42.25 |
S1 |
41.94 |
41.94 |
42.20 |
42.07 |
S2 |
41.64 |
41.64 |
42.15 |
|
S3 |
41.09 |
41.39 |
42.10 |
|
S4 |
40.54 |
40.84 |
41.95 |
|
|
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 |
3.6% |
0.98 |
2.3% |
62% |
False |
False |
19,279 |
10 |
42.95 |
40.74 |
2.21 |
5.2% |
0.92 |
2.2% |
68% |
False |
False |
15,038 |
20 |
42.95 |
39.50 |
3.45 |
8.2% |
1.05 |
2.5% |
80% |
False |
False |
15,158 |
40 |
42.95 |
35.94 |
7.01 |
16.6% |
1.43 |
3.4% |
90% |
False |
False |
13,850 |
60 |
42.95 |
30.00 |
12.95 |
30.7% |
1.53 |
3.6% |
95% |
False |
False |
12,807 |
80 |
42.95 |
26.22 |
16.73 |
39.6% |
1.69 |
4.0% |
96% |
False |
False |
12,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.77 |
2.618 |
43.87 |
1.618 |
43.32 |
1.000 |
42.98 |
0.618 |
42.77 |
HIGH |
42.43 |
0.618 |
42.22 |
0.500 |
42.16 |
0.382 |
42.09 |
LOW |
41.88 |
0.618 |
41.54 |
1.000 |
41.33 |
1.618 |
40.99 |
2.618 |
40.44 |
4.250 |
39.54 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.22 |
42.15 |
PP |
42.19 |
42.05 |
S1 |
42.16 |
41.96 |
|