NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
41.41 |
42.01 |
0.60 |
1.4% |
41.26 |
| High |
42.95 |
42.47 |
-0.48 |
-1.1% |
41.93 |
| Low |
41.39 |
41.74 |
0.35 |
0.8% |
40.10 |
| Close |
42.34 |
42.39 |
0.05 |
0.1% |
41.42 |
| Range |
1.56 |
0.73 |
-0.83 |
-53.2% |
1.83 |
| ATR |
1.34 |
1.30 |
-0.04 |
-3.3% |
0.00 |
| Volume |
17,884 |
9,912 |
-7,972 |
-44.6% |
57,145 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.39 |
44.12 |
42.79 |
|
| R3 |
43.66 |
43.39 |
42.59 |
|
| R2 |
42.93 |
42.93 |
42.52 |
|
| R1 |
42.66 |
42.66 |
42.46 |
42.80 |
| PP |
42.20 |
42.20 |
42.20 |
42.27 |
| S1 |
41.93 |
41.93 |
42.32 |
42.07 |
| S2 |
41.47 |
41.47 |
42.26 |
|
| S3 |
40.74 |
41.20 |
42.19 |
|
| S4 |
40.01 |
40.47 |
41.99 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.64 |
45.86 |
42.43 |
|
| R3 |
44.81 |
44.03 |
41.92 |
|
| R2 |
42.98 |
42.98 |
41.76 |
|
| R1 |
42.20 |
42.20 |
41.59 |
42.59 |
| PP |
41.15 |
41.15 |
41.15 |
41.35 |
| S1 |
40.37 |
40.37 |
41.25 |
40.76 |
| S2 |
39.32 |
39.32 |
41.08 |
|
| S3 |
37.49 |
38.54 |
40.92 |
|
| S4 |
35.66 |
36.71 |
40.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.95 |
40.74 |
2.21 |
5.2% |
0.86 |
2.0% |
75% |
False |
False |
10,798 |
| 10 |
42.95 |
39.69 |
3.26 |
7.7% |
1.07 |
2.5% |
83% |
False |
False |
12,088 |
| 20 |
42.95 |
38.20 |
4.75 |
11.2% |
1.25 |
2.9% |
88% |
False |
False |
14,243 |
| 40 |
42.95 |
33.95 |
9.00 |
21.2% |
1.53 |
3.6% |
94% |
False |
False |
12,833 |
| 60 |
42.95 |
27.77 |
15.18 |
35.8% |
1.61 |
3.8% |
96% |
False |
False |
12,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.57 |
|
2.618 |
44.38 |
|
1.618 |
43.65 |
|
1.000 |
43.20 |
|
0.618 |
42.92 |
|
HIGH |
42.47 |
|
0.618 |
42.19 |
|
0.500 |
42.11 |
|
0.382 |
42.02 |
|
LOW |
41.74 |
|
0.618 |
41.29 |
|
1.000 |
41.01 |
|
1.618 |
40.56 |
|
2.618 |
39.83 |
|
4.250 |
38.64 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
42.30 |
42.21 |
| PP |
42.20 |
42.03 |
| S1 |
42.11 |
41.85 |
|