NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 03-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
36.52 |
37.54 |
1.02 |
2.8% |
34.20 |
High |
37.69 |
38.69 |
1.00 |
2.7% |
36.67 |
Low |
36.24 |
36.85 |
0.61 |
1.7% |
32.66 |
Close |
37.53 |
38.05 |
0.52 |
1.4% |
36.43 |
Range |
1.45 |
1.84 |
0.39 |
26.9% |
4.01 |
ATR |
2.15 |
2.13 |
-0.02 |
-1.0% |
0.00 |
Volume |
31,364 |
37,482 |
6,118 |
19.5% |
137,985 |
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.38 |
42.56 |
39.06 |
|
R3 |
41.54 |
40.72 |
38.56 |
|
R2 |
39.70 |
39.70 |
38.39 |
|
R1 |
38.88 |
38.88 |
38.22 |
39.29 |
PP |
37.86 |
37.86 |
37.86 |
38.07 |
S1 |
37.04 |
37.04 |
37.88 |
37.45 |
S2 |
36.02 |
36.02 |
37.71 |
|
S3 |
34.18 |
35.20 |
37.54 |
|
S4 |
32.34 |
33.36 |
37.04 |
|
|
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 |
38.69 |
32.66 |
6.03 |
15.8% |
2.06 |
5.4% |
89% |
True |
False |
30,536 |
10 |
38.69 |
32.33 |
6.36 |
16.7% |
2.03 |
5.3% |
90% |
True |
False |
31,856 |
20 |
38.69 |
28.20 |
10.49 |
27.6% |
1.97 |
5.2% |
94% |
True |
False |
35,423 |
40 |
38.69 |
23.26 |
15.43 |
40.6% |
2.24 |
5.9% |
96% |
True |
False |
36,762 |
60 |
39.00 |
23.26 |
15.74 |
41.4% |
2.42 |
6.3% |
94% |
False |
False |
36,295 |
80 |
54.30 |
23.26 |
31.04 |
81.6% |
2.30 |
6.0% |
48% |
False |
False |
32,531 |
100 |
56.88 |
23.26 |
33.62 |
88.4% |
2.07 |
5.4% |
44% |
False |
False |
28,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.51 |
2.618 |
43.51 |
1.618 |
41.67 |
1.000 |
40.53 |
0.618 |
39.83 |
HIGH |
38.69 |
0.618 |
37.99 |
0.500 |
37.77 |
0.382 |
37.55 |
LOW |
36.85 |
0.618 |
35.71 |
1.000 |
35.01 |
1.618 |
33.87 |
2.618 |
32.03 |
4.250 |
29.03 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
37.96 |
37.71 |
PP |
37.86 |
37.36 |
S1 |
37.77 |
37.02 |
|