NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
34.73 |
36.00 |
1.27 |
3.7% |
34.20 |
| High |
36.67 |
36.70 |
0.03 |
0.1% |
36.67 |
| Low |
33.65 |
35.34 |
1.69 |
5.0% |
32.66 |
| Close |
36.43 |
36.40 |
-0.03 |
-0.1% |
36.43 |
| Range |
3.02 |
1.36 |
-1.66 |
-55.0% |
4.01 |
| ATR |
2.27 |
2.21 |
-0.07 |
-2.9% |
0.00 |
| Volume |
27,245 |
26,281 |
-964 |
-3.5% |
137,985 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.23 |
39.67 |
37.15 |
|
| R3 |
38.87 |
38.31 |
36.77 |
|
| R2 |
37.51 |
37.51 |
36.65 |
|
| R1 |
36.95 |
36.95 |
36.52 |
37.23 |
| PP |
36.15 |
36.15 |
36.15 |
36.29 |
| S1 |
35.59 |
35.59 |
36.28 |
35.87 |
| S2 |
34.79 |
34.79 |
36.15 |
|
| S3 |
33.43 |
34.23 |
36.03 |
|
| S4 |
32.07 |
32.87 |
35.65 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.28 |
45.87 |
38.64 |
|
| R3 |
43.27 |
41.86 |
37.53 |
|
| R2 |
39.26 |
39.26 |
37.17 |
|
| R1 |
37.85 |
37.85 |
36.80 |
38.56 |
| PP |
35.25 |
35.25 |
35.25 |
35.61 |
| S1 |
33.84 |
33.84 |
36.06 |
34.55 |
| S2 |
31.24 |
31.24 |
35.69 |
|
| S3 |
27.23 |
29.83 |
35.33 |
|
| S4 |
23.22 |
25.82 |
34.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.70 |
32.66 |
4.04 |
11.1% |
2.23 |
6.1% |
93% |
True |
False |
32,853 |
| 10 |
36.70 |
31.30 |
5.40 |
14.8% |
2.12 |
5.8% |
94% |
True |
False |
32,138 |
| 20 |
36.70 |
25.73 |
10.97 |
30.1% |
2.07 |
5.7% |
97% |
True |
False |
36,576 |
| 40 |
36.70 |
23.26 |
13.44 |
36.9% |
2.32 |
6.4% |
98% |
True |
False |
36,764 |
| 60 |
46.84 |
23.26 |
23.58 |
64.8% |
2.56 |
7.0% |
56% |
False |
False |
37,213 |
| 80 |
54.30 |
23.26 |
31.04 |
85.3% |
2.28 |
6.3% |
42% |
False |
False |
32,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.48 |
|
2.618 |
40.26 |
|
1.618 |
38.90 |
|
1.000 |
38.06 |
|
0.618 |
37.54 |
|
HIGH |
36.70 |
|
0.618 |
36.18 |
|
0.500 |
36.02 |
|
0.382 |
35.86 |
|
LOW |
35.34 |
|
0.618 |
34.50 |
|
1.000 |
33.98 |
|
1.618 |
33.14 |
|
2.618 |
31.78 |
|
4.250 |
29.56 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
36.27 |
35.83 |
| PP |
36.15 |
35.25 |
| S1 |
36.02 |
34.68 |
|