NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 19-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.40 |
39.28 |
0.88 |
2.3% |
36.50 |
High |
39.48 |
40.71 |
1.23 |
3.1% |
40.71 |
Low |
37.86 |
38.78 |
0.92 |
2.4% |
35.28 |
Close |
39.38 |
40.02 |
0.64 |
1.6% |
40.02 |
Range |
1.62 |
1.93 |
0.31 |
19.1% |
5.43 |
ATR |
2.17 |
2.15 |
-0.02 |
-0.8% |
0.00 |
Volume |
34,523 |
50,025 |
15,502 |
44.9% |
169,654 |
|
Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.63 |
44.75 |
41.08 |
|
R3 |
43.70 |
42.82 |
40.55 |
|
R2 |
41.77 |
41.77 |
40.37 |
|
R1 |
40.89 |
40.89 |
40.20 |
41.33 |
PP |
39.84 |
39.84 |
39.84 |
40.06 |
S1 |
38.96 |
38.96 |
39.84 |
39.40 |
S2 |
37.91 |
37.91 |
39.67 |
|
S3 |
35.98 |
37.03 |
39.49 |
|
S4 |
34.05 |
35.10 |
38.96 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.96 |
52.92 |
43.01 |
|
R3 |
49.53 |
47.49 |
41.51 |
|
R2 |
44.10 |
44.10 |
41.02 |
|
R1 |
42.06 |
42.06 |
40.52 |
43.08 |
PP |
38.67 |
38.67 |
38.67 |
39.18 |
S1 |
36.63 |
36.63 |
39.52 |
37.65 |
S2 |
33.24 |
33.24 |
39.02 |
|
S3 |
27.81 |
31.20 |
38.53 |
|
S4 |
22.38 |
25.77 |
37.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.71 |
35.28 |
5.43 |
13.6% |
2.06 |
5.1% |
87% |
True |
False |
33,930 |
10 |
40.97 |
35.25 |
5.72 |
14.3% |
2.19 |
5.5% |
83% |
False |
False |
34,851 |
20 |
40.97 |
32.33 |
8.64 |
21.6% |
2.14 |
5.3% |
89% |
False |
False |
33,299 |
40 |
40.97 |
24.78 |
16.19 |
40.5% |
2.06 |
5.1% |
94% |
False |
False |
37,112 |
60 |
40.97 |
23.26 |
17.71 |
44.3% |
2.20 |
5.5% |
95% |
False |
False |
36,026 |
80 |
49.00 |
23.26 |
25.74 |
64.3% |
2.44 |
6.1% |
65% |
False |
False |
35,415 |
100 |
54.30 |
23.26 |
31.04 |
77.6% |
2.20 |
5.5% |
54% |
False |
False |
31,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.91 |
2.618 |
45.76 |
1.618 |
43.83 |
1.000 |
42.64 |
0.618 |
41.90 |
HIGH |
40.71 |
0.618 |
39.97 |
0.500 |
39.75 |
0.382 |
39.52 |
LOW |
38.78 |
0.618 |
37.59 |
1.000 |
36.85 |
1.618 |
35.66 |
2.618 |
33.73 |
4.250 |
30.58 |
|
|
Fisher Pivots for day following 19-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.93 |
39.78 |
PP |
39.84 |
39.53 |
S1 |
39.75 |
39.29 |
|