NYMEX Light Sweet Crude Oil Future October 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
39.28 |
39.32 |
0.04 |
0.1% |
36.50 |
| High |
40.71 |
41.00 |
0.29 |
0.7% |
40.71 |
| Low |
38.78 |
39.26 |
0.48 |
1.2% |
35.28 |
| Close |
40.02 |
40.95 |
0.93 |
2.3% |
40.02 |
| Range |
1.93 |
1.74 |
-0.19 |
-9.8% |
5.43 |
| ATR |
2.15 |
2.12 |
-0.03 |
-1.4% |
0.00 |
| Volume |
50,025 |
38,387 |
-11,638 |
-23.3% |
169,654 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.62 |
45.03 |
41.91 |
|
| R3 |
43.88 |
43.29 |
41.43 |
|
| R2 |
42.14 |
42.14 |
41.27 |
|
| R1 |
41.55 |
41.55 |
41.11 |
41.85 |
| PP |
40.40 |
40.40 |
40.40 |
40.55 |
| S1 |
39.81 |
39.81 |
40.79 |
40.11 |
| S2 |
38.66 |
38.66 |
40.63 |
|
| S3 |
36.92 |
38.07 |
40.47 |
|
| S4 |
35.18 |
36.33 |
39.99 |
|
|
| 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 |
41.00 |
37.24 |
3.76 |
9.2% |
1.85 |
4.5% |
99% |
True |
False |
35,896 |
| 10 |
41.00 |
35.25 |
5.75 |
14.0% |
2.14 |
5.2% |
99% |
True |
False |
34,694 |
| 20 |
41.00 |
32.66 |
8.34 |
20.4% |
2.08 |
5.1% |
99% |
True |
False |
34,283 |
| 40 |
41.00 |
24.78 |
16.22 |
39.6% |
2.06 |
5.0% |
100% |
True |
False |
37,351 |
| 60 |
41.00 |
23.26 |
17.74 |
43.3% |
2.21 |
5.4% |
100% |
True |
False |
36,239 |
| 80 |
49.00 |
23.26 |
25.74 |
62.9% |
2.44 |
6.0% |
69% |
False |
False |
35,490 |
| 100 |
54.30 |
23.26 |
31.04 |
75.8% |
2.21 |
5.4% |
57% |
False |
False |
31,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.40 |
|
2.618 |
45.56 |
|
1.618 |
43.82 |
|
1.000 |
42.74 |
|
0.618 |
42.08 |
|
HIGH |
41.00 |
|
0.618 |
40.34 |
|
0.500 |
40.13 |
|
0.382 |
39.92 |
|
LOW |
39.26 |
|
0.618 |
38.18 |
|
1.000 |
37.52 |
|
1.618 |
36.44 |
|
2.618 |
34.70 |
|
4.250 |
31.87 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
40.68 |
40.44 |
| PP |
40.40 |
39.94 |
| S1 |
40.13 |
39.43 |
|