NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
31.30 |
33.76 |
2.46 |
7.9% |
30.09 |
| High |
34.13 |
34.17 |
0.04 |
0.1% |
31.38 |
| Low |
31.30 |
32.85 |
1.55 |
5.0% |
28.25 |
| Close |
33.25 |
33.38 |
0.13 |
0.4% |
31.11 |
| Range |
2.83 |
1.32 |
-1.51 |
-53.4% |
3.13 |
| ATR |
2.31 |
2.24 |
-0.07 |
-3.1% |
0.00 |
| Volume |
44,255 |
27,406 |
-16,849 |
-38.1% |
210,271 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.43 |
36.72 |
34.11 |
|
| R3 |
36.11 |
35.40 |
33.74 |
|
| R2 |
34.79 |
34.79 |
33.62 |
|
| R1 |
34.08 |
34.08 |
33.50 |
33.78 |
| PP |
33.47 |
33.47 |
33.47 |
33.31 |
| S1 |
32.76 |
32.76 |
33.26 |
32.46 |
| S2 |
32.15 |
32.15 |
33.14 |
|
| S3 |
30.83 |
31.44 |
33.02 |
|
| S4 |
29.51 |
30.12 |
32.65 |
|
|
| 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 |
34.17 |
28.25 |
5.92 |
17.7% |
1.84 |
5.5% |
87% |
True |
False |
37,928 |
| 10 |
34.17 |
28.20 |
5.97 |
17.9% |
1.91 |
5.7% |
87% |
True |
False |
38,990 |
| 20 |
34.17 |
23.26 |
10.91 |
32.7% |
2.20 |
6.6% |
93% |
True |
False |
41,233 |
| 40 |
36.46 |
23.26 |
13.20 |
39.5% |
2.24 |
6.7% |
77% |
False |
False |
36,685 |
| 60 |
52.02 |
23.26 |
28.76 |
86.2% |
2.56 |
7.7% |
35% |
False |
False |
35,428 |
| 80 |
54.30 |
23.26 |
31.04 |
93.0% |
2.21 |
6.6% |
33% |
False |
False |
30,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.78 |
|
2.618 |
37.63 |
|
1.618 |
36.31 |
|
1.000 |
35.49 |
|
0.618 |
34.99 |
|
HIGH |
34.17 |
|
0.618 |
33.67 |
|
0.500 |
33.51 |
|
0.382 |
33.35 |
|
LOW |
32.85 |
|
0.618 |
32.03 |
|
1.000 |
31.53 |
|
1.618 |
30.71 |
|
2.618 |
29.39 |
|
4.250 |
27.24 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
33.51 |
32.89 |
| PP |
33.47 |
32.41 |
| S1 |
33.42 |
31.92 |
|