NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 27-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
28.87 |
27.62 |
-1.25 |
-4.3% |
33.27 |
High |
29.11 |
27.77 |
-1.34 |
-4.6% |
33.51 |
Low |
27.38 |
26.08 |
-1.30 |
-4.7% |
24.43 |
Close |
27.67 |
26.47 |
-1.20 |
-4.3% |
27.67 |
Range |
1.73 |
1.69 |
-0.04 |
-2.3% |
9.08 |
ATR |
2.65 |
2.58 |
-0.07 |
-2.6% |
0.00 |
Volume |
17,074 |
15,917 |
-1,157 |
-6.8% |
152,889 |
|
Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.84 |
30.85 |
27.40 |
|
R3 |
30.15 |
29.16 |
26.93 |
|
R2 |
28.46 |
28.46 |
26.78 |
|
R1 |
27.47 |
27.47 |
26.62 |
27.12 |
PP |
26.77 |
26.77 |
26.77 |
26.60 |
S1 |
25.78 |
25.78 |
26.32 |
25.43 |
S2 |
25.08 |
25.08 |
26.16 |
|
S3 |
23.39 |
24.09 |
26.01 |
|
S4 |
21.70 |
22.40 |
25.54 |
|
|
Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.78 |
50.80 |
32.66 |
|
R3 |
46.70 |
41.72 |
30.17 |
|
R2 |
37.62 |
37.62 |
29.33 |
|
R1 |
32.64 |
32.64 |
28.50 |
30.59 |
PP |
28.54 |
28.54 |
28.54 |
27.51 |
S1 |
23.56 |
23.56 |
26.84 |
21.51 |
S2 |
19.46 |
19.46 |
26.01 |
|
S3 |
10.38 |
14.48 |
25.17 |
|
S4 |
1.30 |
5.40 |
22.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32.60 |
24.43 |
8.17 |
30.9% |
3.53 |
13.3% |
25% |
False |
False |
28,577 |
10 |
36.88 |
24.43 |
12.45 |
47.0% |
2.72 |
10.3% |
16% |
False |
False |
23,182 |
20 |
36.88 |
24.43 |
12.45 |
47.0% |
2.43 |
9.2% |
16% |
False |
False |
22,881 |
40 |
48.99 |
24.43 |
24.56 |
92.8% |
2.70 |
10.2% |
8% |
False |
False |
22,309 |
60 |
54.17 |
24.43 |
29.74 |
112.4% |
2.22 |
8.4% |
7% |
False |
False |
18,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.95 |
2.618 |
32.19 |
1.618 |
30.50 |
1.000 |
29.46 |
0.618 |
28.81 |
HIGH |
27.77 |
0.618 |
27.12 |
0.500 |
26.93 |
0.382 |
26.73 |
LOW |
26.08 |
0.618 |
25.04 |
1.000 |
24.39 |
1.618 |
23.35 |
2.618 |
21.66 |
4.250 |
18.90 |
|
|
Fisher Pivots for day following 27-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
26.93 |
28.10 |
PP |
26.77 |
27.55 |
S1 |
26.62 |
27.01 |
|