NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
41.82 |
42.18 |
0.36 |
0.9% |
40.96 |
| High |
42.28 |
42.62 |
0.34 |
0.8% |
41.73 |
| Low |
41.47 |
41.14 |
-0.33 |
-0.8% |
39.71 |
| Close |
42.17 |
41.37 |
-0.80 |
-1.9% |
41.11 |
| Range |
0.81 |
1.48 |
0.67 |
82.7% |
2.02 |
| ATR |
1.40 |
1.41 |
0.01 |
0.4% |
0.00 |
| Volume |
30,441 |
50,707 |
20,266 |
66.6% |
127,802 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.15 |
45.24 |
42.18 |
|
| R3 |
44.67 |
43.76 |
41.78 |
|
| R2 |
43.19 |
43.19 |
41.64 |
|
| R1 |
42.28 |
42.28 |
41.51 |
42.00 |
| PP |
41.71 |
41.71 |
41.71 |
41.57 |
| S1 |
40.80 |
40.80 |
41.23 |
40.52 |
| S2 |
40.23 |
40.23 |
41.10 |
|
| S3 |
38.75 |
39.32 |
40.96 |
|
| S4 |
37.27 |
37.84 |
40.56 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.91 |
46.03 |
42.22 |
|
| R3 |
44.89 |
44.01 |
41.67 |
|
| R2 |
42.87 |
42.87 |
41.48 |
|
| R1 |
41.99 |
41.99 |
41.30 |
42.43 |
| PP |
40.85 |
40.85 |
40.85 |
41.07 |
| S1 |
39.97 |
39.97 |
40.92 |
40.41 |
| S2 |
38.83 |
38.83 |
40.74 |
|
| S3 |
36.81 |
37.95 |
40.55 |
|
| S4 |
34.79 |
35.93 |
40.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.75 |
40.37 |
2.38 |
5.8% |
1.14 |
2.7% |
42% |
False |
False |
34,566 |
| 10 |
42.75 |
39.25 |
3.50 |
8.5% |
1.18 |
2.8% |
61% |
False |
False |
31,720 |
| 20 |
42.75 |
37.82 |
4.93 |
11.9% |
1.27 |
3.1% |
72% |
False |
False |
34,992 |
| 40 |
42.75 |
33.09 |
9.66 |
23.4% |
1.64 |
4.0% |
86% |
False |
False |
27,808 |
| 60 |
42.75 |
26.29 |
16.46 |
39.8% |
1.74 |
4.2% |
92% |
False |
False |
26,387 |
| 80 |
42.75 |
24.43 |
18.32 |
44.3% |
1.91 |
4.6% |
92% |
False |
False |
25,445 |
| 100 |
48.99 |
24.43 |
24.56 |
59.4% |
2.10 |
5.1% |
69% |
False |
False |
24,822 |
| 120 |
54.17 |
24.43 |
29.74 |
71.9% |
1.98 |
4.8% |
57% |
False |
False |
22,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.91 |
|
2.618 |
46.49 |
|
1.618 |
45.01 |
|
1.000 |
44.10 |
|
0.618 |
43.53 |
|
HIGH |
42.62 |
|
0.618 |
42.05 |
|
0.500 |
41.88 |
|
0.382 |
41.71 |
|
LOW |
41.14 |
|
0.618 |
40.23 |
|
1.000 |
39.66 |
|
1.618 |
38.75 |
|
2.618 |
37.27 |
|
4.250 |
34.85 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.88 |
41.92 |
| PP |
41.71 |
41.74 |
| S1 |
41.54 |
41.55 |
|