NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
34.63 |
35.00 |
0.37 |
1.1% |
31.30 |
| High |
35.62 |
35.26 |
-0.36 |
-1.0% |
35.62 |
| Low |
34.52 |
32.33 |
-2.19 |
-6.3% |
31.30 |
| Close |
35.12 |
34.49 |
-0.63 |
-1.8% |
34.49 |
| Range |
1.10 |
2.93 |
1.83 |
166.4% |
4.32 |
| ATR |
2.13 |
2.19 |
0.06 |
2.7% |
0.00 |
| Volume |
38,135 |
18,692 |
-19,443 |
-51.0% |
157,116 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.82 |
41.58 |
36.10 |
|
| R3 |
39.89 |
38.65 |
35.30 |
|
| R2 |
36.96 |
36.96 |
35.03 |
|
| R1 |
35.72 |
35.72 |
34.76 |
34.88 |
| PP |
34.03 |
34.03 |
34.03 |
33.60 |
| S1 |
32.79 |
32.79 |
34.22 |
31.95 |
| S2 |
31.10 |
31.10 |
33.95 |
|
| S3 |
28.17 |
29.86 |
33.68 |
|
| S4 |
25.24 |
26.93 |
32.88 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.76 |
44.95 |
36.87 |
|
| R3 |
42.44 |
40.63 |
35.68 |
|
| R2 |
38.12 |
38.12 |
35.28 |
|
| R1 |
36.31 |
36.31 |
34.89 |
37.22 |
| PP |
33.80 |
33.80 |
33.80 |
34.26 |
| S1 |
31.99 |
31.99 |
34.09 |
32.90 |
| S2 |
29.48 |
29.48 |
33.70 |
|
| S3 |
25.16 |
27.67 |
33.30 |
|
| S4 |
20.84 |
23.35 |
32.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.62 |
31.30 |
4.32 |
12.5% |
2.00 |
5.8% |
74% |
False |
False |
31,423 |
| 10 |
35.62 |
28.25 |
7.37 |
21.4% |
1.77 |
5.1% |
85% |
False |
False |
36,738 |
| 20 |
35.62 |
24.78 |
10.84 |
31.4% |
2.04 |
5.9% |
90% |
False |
False |
40,418 |
| 40 |
36.46 |
23.26 |
13.20 |
38.3% |
2.28 |
6.6% |
85% |
False |
False |
37,217 |
| 60 |
49.00 |
23.26 |
25.74 |
74.6% |
2.56 |
7.4% |
44% |
False |
False |
35,892 |
| 80 |
54.30 |
23.26 |
31.04 |
90.0% |
2.24 |
6.5% |
36% |
False |
False |
31,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.71 |
|
2.618 |
42.93 |
|
1.618 |
40.00 |
|
1.000 |
38.19 |
|
0.618 |
37.07 |
|
HIGH |
35.26 |
|
0.618 |
34.14 |
|
0.500 |
33.80 |
|
0.382 |
33.45 |
|
LOW |
32.33 |
|
0.618 |
30.52 |
|
1.000 |
29.40 |
|
1.618 |
27.59 |
|
2.618 |
24.66 |
|
4.250 |
19.88 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
34.26 |
34.32 |
| PP |
34.03 |
34.15 |
| S1 |
33.80 |
33.98 |
|