NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 26-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.44 |
39.36 |
0.92 |
2.4% |
39.32 |
High |
39.52 |
39.64 |
0.12 |
0.3% |
41.84 |
Low |
37.56 |
38.15 |
0.59 |
1.6% |
37.56 |
Close |
39.08 |
38.80 |
-0.28 |
-0.7% |
38.80 |
Range |
1.96 |
1.49 |
-0.47 |
-24.0% |
4.28 |
ATR |
2.16 |
2.11 |
-0.05 |
-2.2% |
0.00 |
Volume |
57,261 |
39,414 |
-17,847 |
-31.2% |
222,075 |
|
Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.33 |
42.56 |
39.62 |
|
R3 |
41.84 |
41.07 |
39.21 |
|
R2 |
40.35 |
40.35 |
39.07 |
|
R1 |
39.58 |
39.58 |
38.94 |
39.22 |
PP |
38.86 |
38.86 |
38.86 |
38.69 |
S1 |
38.09 |
38.09 |
38.66 |
37.73 |
S2 |
37.37 |
37.37 |
38.53 |
|
S3 |
35.88 |
36.60 |
38.39 |
|
S4 |
34.39 |
35.11 |
37.98 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.24 |
49.80 |
41.15 |
|
R3 |
47.96 |
45.52 |
39.98 |
|
R2 |
43.68 |
43.68 |
39.58 |
|
R1 |
41.24 |
41.24 |
39.19 |
40.32 |
PP |
39.40 |
39.40 |
39.40 |
38.94 |
S1 |
36.96 |
36.96 |
38.41 |
36.04 |
S2 |
35.12 |
35.12 |
38.02 |
|
S3 |
30.84 |
32.68 |
37.62 |
|
S4 |
26.56 |
28.40 |
36.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.84 |
37.56 |
4.28 |
11.0% |
2.02 |
5.2% |
29% |
False |
False |
44,415 |
10 |
41.84 |
35.28 |
6.56 |
16.9% |
2.04 |
5.3% |
54% |
False |
False |
39,172 |
20 |
41.84 |
35.25 |
6.59 |
17.0% |
2.00 |
5.2% |
54% |
False |
False |
36,568 |
40 |
41.84 |
25.73 |
16.11 |
41.5% |
2.06 |
5.3% |
81% |
False |
False |
37,015 |
60 |
41.84 |
23.26 |
18.58 |
47.9% |
2.25 |
5.8% |
84% |
False |
False |
37,258 |
80 |
48.15 |
23.26 |
24.89 |
64.1% |
2.42 |
6.2% |
62% |
False |
False |
36,885 |
100 |
54.30 |
23.26 |
31.04 |
80.0% |
2.23 |
5.8% |
50% |
False |
False |
33,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.97 |
2.618 |
43.54 |
1.618 |
42.05 |
1.000 |
41.13 |
0.618 |
40.56 |
HIGH |
39.64 |
0.618 |
39.07 |
0.500 |
38.90 |
0.382 |
38.72 |
LOW |
38.15 |
0.618 |
37.23 |
1.000 |
36.66 |
1.618 |
35.74 |
2.618 |
34.25 |
4.250 |
31.82 |
|
|
Fisher Pivots for day following 26-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
38.90 |
39.18 |
PP |
38.86 |
39.05 |
S1 |
38.83 |
38.93 |
|