NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
30.94 |
29.70 |
-1.24 |
-4.0% |
26.90 |
| High |
31.28 |
30.73 |
-0.55 |
-1.8% |
28.77 |
| Low |
28.38 |
28.20 |
-0.18 |
-0.6% |
24.78 |
| Close |
29.03 |
28.68 |
-0.35 |
-1.2% |
26.79 |
| Range |
2.90 |
2.53 |
-0.37 |
-12.8% |
3.99 |
| ATR |
2.63 |
2.63 |
-0.01 |
-0.3% |
0.00 |
| Volume |
34,037 |
41,476 |
7,439 |
21.9% |
241,107 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.79 |
35.27 |
30.07 |
|
| R3 |
34.26 |
32.74 |
29.38 |
|
| R2 |
31.73 |
31.73 |
29.14 |
|
| R1 |
30.21 |
30.21 |
28.91 |
29.71 |
| PP |
29.20 |
29.20 |
29.20 |
28.95 |
| S1 |
27.68 |
27.68 |
28.45 |
27.18 |
| S2 |
26.67 |
26.67 |
28.22 |
|
| S3 |
24.14 |
25.15 |
27.98 |
|
| S4 |
21.61 |
22.62 |
27.29 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.75 |
36.76 |
28.98 |
|
| R3 |
34.76 |
32.77 |
27.89 |
|
| R2 |
30.77 |
30.77 |
27.52 |
|
| R1 |
28.78 |
28.78 |
27.16 |
27.78 |
| PP |
26.78 |
26.78 |
26.78 |
26.28 |
| S1 |
24.79 |
24.79 |
26.42 |
23.79 |
| S2 |
22.79 |
22.79 |
26.06 |
|
| S3 |
18.80 |
20.80 |
25.69 |
|
| S4 |
14.81 |
16.81 |
24.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31.28 |
25.73 |
5.55 |
19.4% |
2.64 |
9.2% |
53% |
False |
False |
42,283 |
| 10 |
31.28 |
24.78 |
6.50 |
22.7% |
2.30 |
8.0% |
60% |
False |
False |
43,738 |
| 20 |
36.46 |
23.26 |
13.20 |
46.0% |
2.65 |
9.3% |
41% |
False |
False |
39,683 |
| 40 |
37.05 |
23.26 |
13.79 |
48.1% |
2.59 |
9.0% |
39% |
False |
False |
36,914 |
| 60 |
54.30 |
23.26 |
31.04 |
108.2% |
2.47 |
8.6% |
17% |
False |
False |
32,126 |
| 80 |
56.82 |
23.26 |
33.56 |
117.0% |
2.14 |
7.5% |
16% |
False |
False |
27,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41.48 |
|
2.618 |
37.35 |
|
1.618 |
34.82 |
|
1.000 |
33.26 |
|
0.618 |
32.29 |
|
HIGH |
30.73 |
|
0.618 |
29.76 |
|
0.500 |
29.47 |
|
0.382 |
29.17 |
|
LOW |
28.20 |
|
0.618 |
26.64 |
|
1.000 |
25.67 |
|
1.618 |
24.11 |
|
2.618 |
21.58 |
|
4.250 |
17.45 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
29.47 |
29.48 |
| PP |
29.20 |
29.21 |
| S1 |
28.94 |
28.95 |
|