NYMEX Light Sweet Crude Oil Future February 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 |
41.78 |
42.23 |
0.45 |
1.1% |
41.34 |
High |
42.28 |
42.66 |
0.38 |
0.9% |
43.03 |
Low |
41.48 |
41.53 |
0.05 |
0.1% |
40.94 |
Close |
42.18 |
42.53 |
0.35 |
0.8% |
42.18 |
Range |
0.80 |
1.13 |
0.33 |
41.3% |
2.09 |
ATR |
1.18 |
1.18 |
0.00 |
-0.3% |
0.00 |
Volume |
7,652 |
7,468 |
-184 |
-2.4% |
31,263 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.63 |
45.21 |
43.15 |
|
R3 |
44.50 |
44.08 |
42.84 |
|
R2 |
43.37 |
43.37 |
42.74 |
|
R1 |
42.95 |
42.95 |
42.63 |
43.16 |
PP |
42.24 |
42.24 |
42.24 |
42.35 |
S1 |
41.82 |
41.82 |
42.43 |
42.03 |
S2 |
41.11 |
41.11 |
42.32 |
|
S3 |
39.98 |
40.69 |
42.22 |
|
S4 |
38.85 |
39.56 |
41.91 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.32 |
47.34 |
43.33 |
|
R3 |
46.23 |
45.25 |
42.75 |
|
R2 |
44.14 |
44.14 |
42.56 |
|
R1 |
43.16 |
43.16 |
42.37 |
43.65 |
PP |
42.05 |
42.05 |
42.05 |
42.30 |
S1 |
41.07 |
41.07 |
41.99 |
41.56 |
S2 |
39.96 |
39.96 |
41.80 |
|
S3 |
37.87 |
38.98 |
41.61 |
|
S4 |
35.78 |
36.89 |
41.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.03 |
41.48 |
1.55 |
3.6% |
1.09 |
2.6% |
68% |
False |
False |
7,185 |
10 |
43.03 |
40.27 |
2.76 |
6.5% |
0.95 |
2.2% |
82% |
False |
False |
6,406 |
20 |
43.03 |
38.63 |
4.40 |
10.3% |
1.05 |
2.5% |
89% |
False |
False |
6,671 |
40 |
43.03 |
36.26 |
6.77 |
15.9% |
1.35 |
3.2% |
93% |
False |
False |
6,547 |
60 |
43.03 |
29.00 |
14.03 |
33.0% |
1.47 |
3.5% |
96% |
False |
False |
6,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.46 |
2.618 |
45.62 |
1.618 |
44.49 |
1.000 |
43.79 |
0.618 |
43.36 |
HIGH |
42.66 |
0.618 |
42.23 |
0.500 |
42.10 |
0.382 |
41.96 |
LOW |
41.53 |
0.618 |
40.83 |
1.000 |
40.40 |
1.618 |
39.70 |
2.618 |
38.57 |
4.250 |
36.73 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
42.39 |
42.42 |
PP |
42.24 |
42.31 |
S1 |
42.10 |
42.21 |
|