NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
34.20 |
35.33 |
1.13 |
3.3% |
31.30 |
| High |
35.89 |
35.40 |
-0.49 |
-1.4% |
35.62 |
| Low |
33.95 |
33.19 |
-0.76 |
-2.2% |
31.30 |
| Close |
35.56 |
34.04 |
-1.52 |
-4.3% |
34.49 |
| Range |
1.94 |
2.21 |
0.27 |
13.9% |
4.32 |
| ATR |
2.17 |
2.18 |
0.01 |
0.7% |
0.00 |
| Volume |
42,223 |
38,206 |
-4,017 |
-9.5% |
157,116 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.84 |
39.65 |
35.26 |
|
| R3 |
38.63 |
37.44 |
34.65 |
|
| R2 |
36.42 |
36.42 |
34.45 |
|
| R1 |
35.23 |
35.23 |
34.24 |
34.72 |
| PP |
34.21 |
34.21 |
34.21 |
33.96 |
| S1 |
33.02 |
33.02 |
33.84 |
32.51 |
| S2 |
32.00 |
32.00 |
33.63 |
|
| S3 |
29.79 |
30.81 |
33.43 |
|
| S4 |
27.58 |
28.60 |
32.82 |
|
|
| 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 |
35.89 |
32.33 |
3.56 |
10.5% |
2.00 |
5.9% |
48% |
False |
False |
33,176 |
| 10 |
35.89 |
28.25 |
7.64 |
22.4% |
1.92 |
5.6% |
76% |
False |
False |
35,552 |
| 20 |
35.89 |
25.00 |
10.89 |
32.0% |
2.05 |
6.0% |
83% |
False |
False |
39,876 |
| 40 |
36.46 |
23.26 |
13.20 |
38.8% |
2.32 |
6.8% |
82% |
False |
False |
37,607 |
| 60 |
49.00 |
23.26 |
25.74 |
75.6% |
2.52 |
7.4% |
42% |
False |
False |
36,441 |
| 80 |
54.30 |
23.26 |
31.04 |
91.2% |
2.26 |
6.6% |
35% |
False |
False |
31,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.79 |
|
2.618 |
41.19 |
|
1.618 |
38.98 |
|
1.000 |
37.61 |
|
0.618 |
36.77 |
|
HIGH |
35.40 |
|
0.618 |
34.56 |
|
0.500 |
34.30 |
|
0.382 |
34.03 |
|
LOW |
33.19 |
|
0.618 |
31.82 |
|
1.000 |
30.98 |
|
1.618 |
29.61 |
|
2.618 |
27.40 |
|
4.250 |
23.80 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
34.30 |
34.11 |
| PP |
34.21 |
34.09 |
| S1 |
34.13 |
34.06 |
|