NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
42.05 |
42.24 |
0.19 |
0.5% |
41.42 |
High |
42.43 |
42.30 |
-0.13 |
-0.3% |
42.95 |
Low |
41.88 |
39.94 |
-1.94 |
-4.6% |
40.74 |
Close |
42.25 |
41.19 |
-1.06 |
-2.5% |
42.00 |
Range |
0.55 |
2.36 |
1.81 |
329.1% |
2.21 |
ATR |
1.19 |
1.27 |
0.08 |
7.0% |
0.00 |
Volume |
18,573 |
19,976 |
1,403 |
7.6% |
76,719 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.22 |
47.07 |
42.49 |
|
R3 |
45.86 |
44.71 |
41.84 |
|
R2 |
43.50 |
43.50 |
41.62 |
|
R1 |
42.35 |
42.35 |
41.41 |
41.75 |
PP |
41.14 |
41.14 |
41.14 |
40.84 |
S1 |
39.99 |
39.99 |
40.97 |
39.39 |
S2 |
38.78 |
38.78 |
40.76 |
|
S3 |
36.42 |
37.63 |
40.54 |
|
S4 |
34.06 |
35.27 |
39.89 |
|
|
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 |
42.62 |
39.94 |
2.68 |
6.5% |
1.17 |
2.8% |
47% |
False |
True |
19,555 |
10 |
42.95 |
39.94 |
3.01 |
7.3% |
1.10 |
2.7% |
42% |
False |
True |
16,002 |
20 |
42.95 |
39.69 |
3.26 |
7.9% |
1.10 |
2.7% |
46% |
False |
False |
14,881 |
40 |
42.95 |
35.94 |
7.01 |
17.0% |
1.45 |
3.5% |
75% |
False |
False |
14,056 |
60 |
42.95 |
30.34 |
12.61 |
30.6% |
1.52 |
3.7% |
86% |
False |
False |
12,886 |
80 |
42.95 |
26.22 |
16.73 |
40.6% |
1.70 |
4.1% |
89% |
False |
False |
12,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.33 |
2.618 |
48.48 |
1.618 |
46.12 |
1.000 |
44.66 |
0.618 |
43.76 |
HIGH |
42.30 |
0.618 |
41.40 |
0.500 |
41.12 |
0.382 |
40.84 |
LOW |
39.94 |
0.618 |
38.48 |
1.000 |
37.58 |
1.618 |
36.12 |
2.618 |
33.76 |
4.250 |
29.91 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.17 |
41.28 |
PP |
41.14 |
41.25 |
S1 |
41.12 |
41.22 |
|