NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
28.85 |
30.09 |
1.24 |
4.3% |
30.09 |
| High |
30.33 |
31.38 |
1.05 |
3.5% |
31.38 |
| Low |
28.30 |
29.67 |
1.37 |
4.8% |
28.25 |
| Close |
30.00 |
31.11 |
1.11 |
3.7% |
31.11 |
| Range |
2.03 |
1.71 |
-0.32 |
-15.8% |
3.13 |
| ATR |
2.30 |
2.25 |
-0.04 |
-1.8% |
0.00 |
| Volume |
37,922 |
33,988 |
-3,934 |
-10.4% |
210,271 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.85 |
35.19 |
32.05 |
|
| R3 |
34.14 |
33.48 |
31.58 |
|
| R2 |
32.43 |
32.43 |
31.42 |
|
| R1 |
31.77 |
31.77 |
31.27 |
32.10 |
| PP |
30.72 |
30.72 |
30.72 |
30.89 |
| S1 |
30.06 |
30.06 |
30.95 |
30.39 |
| S2 |
29.01 |
29.01 |
30.80 |
|
| S3 |
27.30 |
28.35 |
30.64 |
|
| S4 |
25.59 |
26.64 |
30.17 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.64 |
38.50 |
32.83 |
|
| R3 |
36.51 |
35.37 |
31.97 |
|
| R2 |
33.38 |
33.38 |
31.68 |
|
| R1 |
32.24 |
32.24 |
31.40 |
32.81 |
| PP |
30.25 |
30.25 |
30.25 |
30.53 |
| S1 |
29.11 |
29.11 |
30.82 |
29.68 |
| S2 |
27.12 |
27.12 |
30.54 |
|
| S3 |
23.99 |
25.98 |
30.25 |
|
| S4 |
20.86 |
22.85 |
29.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31.38 |
28.25 |
3.13 |
10.1% |
1.53 |
4.9% |
91% |
True |
False |
42,054 |
| 10 |
31.38 |
25.73 |
5.65 |
18.2% |
2.02 |
6.5% |
95% |
True |
False |
41,015 |
| 20 |
32.80 |
23.26 |
9.54 |
30.7% |
2.50 |
8.0% |
82% |
False |
False |
45,193 |
| 40 |
36.46 |
23.26 |
13.20 |
42.4% |
2.32 |
7.5% |
59% |
False |
False |
36,379 |
| 60 |
53.32 |
23.26 |
30.06 |
96.6% |
2.53 |
8.1% |
26% |
False |
False |
34,914 |
| 80 |
54.51 |
23.26 |
31.25 |
100.5% |
2.19 |
7.1% |
25% |
False |
False |
29,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.65 |
|
2.618 |
35.86 |
|
1.618 |
34.15 |
|
1.000 |
33.09 |
|
0.618 |
32.44 |
|
HIGH |
31.38 |
|
0.618 |
30.73 |
|
0.500 |
30.53 |
|
0.382 |
30.32 |
|
LOW |
29.67 |
|
0.618 |
28.61 |
|
1.000 |
27.96 |
|
1.618 |
26.90 |
|
2.618 |
25.19 |
|
4.250 |
22.40 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
30.92 |
30.68 |
| PP |
30.72 |
30.25 |
| S1 |
30.53 |
29.82 |
|