NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
42.24 |
41.69 |
-0.55 |
-1.3% |
41.98 |
High |
42.30 |
41.70 |
-0.60 |
-1.4% |
42.62 |
Low |
39.94 |
40.92 |
0.98 |
2.5% |
39.94 |
Close |
41.19 |
41.49 |
0.30 |
0.7% |
41.49 |
Range |
2.36 |
0.78 |
-1.58 |
-66.9% |
2.68 |
ATR |
1.27 |
1.24 |
-0.04 |
-2.8% |
0.00 |
Volume |
19,976 |
15,125 |
-4,851 |
-24.3% |
90,011 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.71 |
43.38 |
41.92 |
|
R3 |
42.93 |
42.60 |
41.70 |
|
R2 |
42.15 |
42.15 |
41.63 |
|
R1 |
41.82 |
41.82 |
41.56 |
41.60 |
PP |
41.37 |
41.37 |
41.37 |
41.26 |
S1 |
41.04 |
41.04 |
41.42 |
40.82 |
S2 |
40.59 |
40.59 |
41.35 |
|
S3 |
39.81 |
40.26 |
41.28 |
|
S4 |
39.03 |
39.48 |
41.06 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.39 |
48.12 |
42.96 |
|
R3 |
46.71 |
45.44 |
42.23 |
|
R2 |
44.03 |
44.03 |
41.98 |
|
R1 |
42.76 |
42.76 |
41.74 |
42.06 |
PP |
41.35 |
41.35 |
41.35 |
41.00 |
S1 |
40.08 |
40.08 |
41.24 |
39.38 |
S2 |
38.67 |
38.67 |
41.00 |
|
S3 |
35.99 |
37.40 |
40.75 |
|
S4 |
33.31 |
34.72 |
40.02 |
|
|
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% |
1.16 |
2.8% |
58% |
False |
False |
18,002 |
10 |
42.95 |
39.94 |
3.01 |
7.3% |
1.12 |
2.7% |
51% |
False |
False |
16,673 |
20 |
42.95 |
39.69 |
3.26 |
7.9% |
1.08 |
2.6% |
55% |
False |
False |
14,774 |
40 |
42.95 |
35.94 |
7.01 |
16.9% |
1.45 |
3.5% |
79% |
False |
False |
14,233 |
60 |
42.95 |
30.34 |
12.61 |
30.4% |
1.49 |
3.6% |
88% |
False |
False |
12,971 |
80 |
42.95 |
26.22 |
16.73 |
40.3% |
1.69 |
4.1% |
91% |
False |
False |
12,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.02 |
2.618 |
43.74 |
1.618 |
42.96 |
1.000 |
42.48 |
0.618 |
42.18 |
HIGH |
41.70 |
0.618 |
41.40 |
0.500 |
41.31 |
0.382 |
41.22 |
LOW |
40.92 |
0.618 |
40.44 |
1.000 |
40.14 |
1.618 |
39.66 |
2.618 |
38.88 |
4.250 |
37.61 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
41.43 |
41.39 |
PP |
41.37 |
41.29 |
S1 |
41.31 |
41.19 |
|