NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
33.76 |
33.13 |
-0.63 |
-1.9% |
30.09 |
| High |
34.17 |
34.90 |
0.73 |
2.1% |
31.38 |
| Low |
32.85 |
33.08 |
0.23 |
0.7% |
28.25 |
| Close |
33.38 |
34.65 |
1.27 |
3.8% |
31.11 |
| Range |
1.32 |
1.82 |
0.50 |
37.9% |
3.13 |
| ATR |
2.24 |
2.21 |
-0.03 |
-1.3% |
0.00 |
| Volume |
27,406 |
28,628 |
1,222 |
4.5% |
210,271 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.67 |
38.98 |
35.65 |
|
| R3 |
37.85 |
37.16 |
35.15 |
|
| R2 |
36.03 |
36.03 |
34.98 |
|
| R1 |
35.34 |
35.34 |
34.82 |
35.69 |
| PP |
34.21 |
34.21 |
34.21 |
34.38 |
| S1 |
33.52 |
33.52 |
34.48 |
33.87 |
| S2 |
32.39 |
32.39 |
34.32 |
|
| S3 |
30.57 |
31.70 |
34.15 |
|
| S4 |
28.75 |
29.88 |
33.65 |
|
|
| 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 |
34.90 |
28.30 |
6.60 |
19.0% |
1.94 |
5.6% |
96% |
True |
False |
34,439 |
| 10 |
34.90 |
28.20 |
6.70 |
19.3% |
1.80 |
5.2% |
96% |
True |
False |
38,449 |
| 20 |
34.90 |
24.78 |
10.12 |
29.2% |
2.04 |
5.9% |
98% |
True |
False |
40,479 |
| 40 |
36.46 |
23.26 |
13.20 |
38.1% |
2.25 |
6.5% |
86% |
False |
False |
37,004 |
| 60 |
50.44 |
23.26 |
27.18 |
78.4% |
2.56 |
7.4% |
42% |
False |
False |
35,742 |
| 80 |
54.30 |
23.26 |
31.04 |
89.6% |
2.21 |
6.4% |
37% |
False |
False |
30,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.64 |
|
2.618 |
39.66 |
|
1.618 |
37.84 |
|
1.000 |
36.72 |
|
0.618 |
36.02 |
|
HIGH |
34.90 |
|
0.618 |
34.20 |
|
0.500 |
33.99 |
|
0.382 |
33.78 |
|
LOW |
33.08 |
|
0.618 |
31.96 |
|
1.000 |
31.26 |
|
1.618 |
30.14 |
|
2.618 |
28.32 |
|
4.250 |
25.35 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
34.43 |
34.13 |
| PP |
34.21 |
33.62 |
| S1 |
33.99 |
33.10 |
|