NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
39.31 |
36.98 |
-2.33 |
-5.9% |
40.10 |
| High |
39.35 |
37.64 |
-1.71 |
-4.3% |
40.97 |
| Low |
36.21 |
35.25 |
-0.96 |
-2.7% |
35.25 |
| Close |
37.00 |
37.00 |
0.00 |
0.0% |
37.00 |
| Range |
3.14 |
2.39 |
-0.75 |
-23.9% |
5.72 |
| ATR |
2.20 |
2.21 |
0.01 |
0.6% |
0.00 |
| Volume |
47,893 |
31,364 |
-16,529 |
-34.5% |
178,856 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.80 |
42.79 |
38.31 |
|
| R3 |
41.41 |
40.40 |
37.66 |
|
| R2 |
39.02 |
39.02 |
37.44 |
|
| R1 |
38.01 |
38.01 |
37.22 |
38.52 |
| PP |
36.63 |
36.63 |
36.63 |
36.88 |
| S1 |
35.62 |
35.62 |
36.78 |
36.13 |
| S2 |
34.24 |
34.24 |
36.56 |
|
| S3 |
31.85 |
33.23 |
36.34 |
|
| S4 |
29.46 |
30.84 |
35.69 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.90 |
51.67 |
40.15 |
|
| R3 |
49.18 |
45.95 |
38.57 |
|
| R2 |
43.46 |
43.46 |
38.05 |
|
| R1 |
40.23 |
40.23 |
37.52 |
38.99 |
| PP |
37.74 |
37.74 |
37.74 |
37.12 |
| S1 |
34.51 |
34.51 |
36.48 |
33.27 |
| S2 |
32.02 |
32.02 |
35.95 |
|
| S3 |
26.30 |
28.79 |
35.43 |
|
| S4 |
20.58 |
23.07 |
33.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.97 |
35.25 |
5.72 |
15.5% |
2.32 |
6.3% |
31% |
False |
True |
35,771 |
| 10 |
40.97 |
35.25 |
5.72 |
15.5% |
1.97 |
5.3% |
31% |
False |
True |
33,964 |
| 20 |
40.97 |
29.67 |
11.30 |
30.5% |
2.06 |
5.6% |
65% |
False |
False |
33,436 |
| 40 |
40.97 |
23.26 |
17.71 |
47.9% |
2.27 |
6.1% |
78% |
False |
False |
38,876 |
| 60 |
40.97 |
23.26 |
17.71 |
47.9% |
2.29 |
6.2% |
78% |
False |
False |
35,591 |
| 80 |
54.30 |
23.26 |
31.04 |
83.9% |
2.40 |
6.5% |
44% |
False |
False |
34,244 |
| 100 |
56.11 |
23.26 |
32.85 |
88.8% |
2.17 |
5.9% |
42% |
False |
False |
30,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.80 |
|
2.618 |
43.90 |
|
1.618 |
41.51 |
|
1.000 |
40.03 |
|
0.618 |
39.12 |
|
HIGH |
37.64 |
|
0.618 |
36.73 |
|
0.500 |
36.45 |
|
0.382 |
36.16 |
|
LOW |
35.25 |
|
0.618 |
33.77 |
|
1.000 |
32.86 |
|
1.618 |
31.38 |
|
2.618 |
28.99 |
|
4.250 |
25.09 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
36.82 |
37.83 |
| PP |
36.63 |
37.55 |
| S1 |
36.45 |
37.28 |
|