NYMEX Light Sweet Crude Oil Future December 2020
            
            
                
    
    
        | 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 | 42.29 | 41.83 | -0.46 | -1.1% | 41.20 |  
                        | High | 42.48 | 42.24 | -0.24 | -0.6% | 42.85 |  
                        | Low | 41.52 | 41.65 | 0.13 | 0.3% | 40.55 |  
                        | Close | 41.74 | 42.04 | 0.30 | 0.7% | 41.82 |  
                        | Range | 0.96 | 0.59 | -0.37 | -38.5% | 2.30 |  
                        | ATR | 1.32 | 1.27 | -0.05 | -3.9% | 0.00 |  
                        | Volume | 50,033 | 62,456 | 12,423 | 24.8% | 344,653 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 43.75 | 43.48 | 42.36 |  |  
                | R3 | 43.16 | 42.89 | 42.20 |  |  
                | R2 | 42.57 | 42.57 | 42.15 |  |  
                | R1 | 42.30 | 42.30 | 42.09 | 42.44 |  
                | PP | 41.98 | 41.98 | 41.98 | 42.04 |  
                | S1 | 41.71 | 41.71 | 41.99 | 41.85 |  
                | S2 | 41.39 | 41.39 | 41.93 |  |  
                | S3 | 40.80 | 41.12 | 41.88 |  |  
                | S4 | 40.21 | 40.53 | 41.72 |  |  | 
        
            | Weekly Pivots for week ending 24-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 48.64 | 47.53 | 43.09 |  |  
                | R3 | 46.34 | 45.23 | 42.45 |  |  
                | R2 | 44.04 | 44.04 | 42.24 |  |  
                | R1 | 42.93 | 42.93 | 42.03 | 43.49 |  
                | PP | 41.74 | 41.74 | 41.74 | 42.02 |  
                | S1 | 40.63 | 40.63 | 41.61 | 41.19 |  
                | S2 | 39.44 | 39.44 | 41.40 |  |  
                | S3 | 37.14 | 38.33 | 41.19 |  |  
                | S4 | 34.84 | 36.03 | 40.56 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 42.73 | 41.10 | 1.63 | 3.9% | 1.03 | 2.4% | 58% | False | False | 66,429 |  
                | 10 | 42.85 | 40.55 | 2.30 | 5.5% | 0.98 | 2.3% | 65% | False | False | 61,466 |  
                | 20 | 42.85 | 39.38 | 3.47 | 8.3% | 1.11 | 2.6% | 77% | False | False | 68,398 |  
                | 40 | 42.85 | 35.72 | 7.13 | 17.0% | 1.53 | 3.6% | 89% | False | False | 71,901 |  
                | 60 | 42.85 | 29.30 | 13.55 | 32.2% | 1.66 | 4.0% | 94% | False | False | 75,550 |  
                | 80 | 42.85 | 25.31 | 17.54 | 41.7% | 1.85 | 4.4% | 95% | False | False | 82,689 |  
                | 100 | 42.85 | 25.31 | 17.54 | 41.7% | 2.09 | 5.0% | 95% | False | False | 90,569 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 44.75 |  
            | 2.618 | 43.78 |  
            | 1.618 | 43.19 |  
            | 1.000 | 42.83 |  
            | 0.618 | 42.60 |  
            | HIGH | 42.24 |  
            | 0.618 | 42.01 |  
            | 0.500 | 41.95 |  
            | 0.382 | 41.88 |  
            | LOW | 41.65 |  
            | 0.618 | 41.29 |  
            | 1.000 | 41.06 |  
            | 1.618 | 40.70 |  
            | 2.618 | 40.11 |  
            | 4.250 | 39.14 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 42.01 | 41.96 |  
                                | PP | 41.98 | 41.87 |  
                                | S1 | 41.95 | 41.79 |  |