NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
33.13 |
34.63 |
1.50 |
4.5% |
30.09 |
| High |
34.90 |
35.62 |
0.72 |
2.1% |
31.38 |
| Low |
33.08 |
34.52 |
1.44 |
4.4% |
28.25 |
| Close |
34.65 |
35.12 |
0.47 |
1.4% |
31.11 |
| Range |
1.82 |
1.10 |
-0.72 |
-39.6% |
3.13 |
| ATR |
2.21 |
2.13 |
-0.08 |
-3.6% |
0.00 |
| Volume |
28,628 |
38,135 |
9,507 |
33.2% |
210,271 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.39 |
37.85 |
35.73 |
|
| R3 |
37.29 |
36.75 |
35.42 |
|
| R2 |
36.19 |
36.19 |
35.32 |
|
| R1 |
35.65 |
35.65 |
35.22 |
35.92 |
| PP |
35.09 |
35.09 |
35.09 |
35.22 |
| S1 |
34.55 |
34.55 |
35.02 |
34.82 |
| S2 |
33.99 |
33.99 |
34.92 |
|
| S3 |
32.89 |
33.45 |
34.82 |
|
| S4 |
31.79 |
32.35 |
34.52 |
|
|
| 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 |
35.62 |
29.67 |
5.95 |
16.9% |
1.76 |
5.0% |
92% |
True |
False |
34,482 |
| 10 |
35.62 |
28.25 |
7.37 |
21.0% |
1.66 |
4.7% |
93% |
True |
False |
38,115 |
| 20 |
35.62 |
24.78 |
10.84 |
30.9% |
1.98 |
5.6% |
95% |
True |
False |
40,926 |
| 40 |
36.46 |
23.26 |
13.20 |
37.6% |
2.23 |
6.4% |
90% |
False |
False |
37,390 |
| 60 |
49.00 |
23.26 |
25.74 |
73.3% |
2.54 |
7.2% |
46% |
False |
False |
36,121 |
| 80 |
54.30 |
23.26 |
31.04 |
88.4% |
2.22 |
6.3% |
38% |
False |
False |
31,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.30 |
|
2.618 |
38.50 |
|
1.618 |
37.40 |
|
1.000 |
36.72 |
|
0.618 |
36.30 |
|
HIGH |
35.62 |
|
0.618 |
35.20 |
|
0.500 |
35.07 |
|
0.382 |
34.94 |
|
LOW |
34.52 |
|
0.618 |
33.84 |
|
1.000 |
33.42 |
|
1.618 |
32.74 |
|
2.618 |
31.64 |
|
4.250 |
29.85 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
35.10 |
34.83 |
| PP |
35.09 |
34.53 |
| S1 |
35.07 |
34.24 |
|