NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 05-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
Open |
27.32 |
28.59 |
1.27 |
4.6% |
27.62 |
High |
28.90 |
31.66 |
2.76 |
9.6% |
29.58 |
Low |
26.73 |
28.55 |
1.82 |
6.8% |
25.99 |
Close |
28.19 |
30.95 |
2.76 |
9.8% |
27.74 |
Range |
2.17 |
3.11 |
0.94 |
43.3% |
3.59 |
ATR |
2.40 |
2.48 |
0.08 |
3.2% |
0.00 |
Volume |
29,057 |
38,467 |
9,410 |
32.4% |
114,933 |
|
Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.72 |
38.44 |
32.66 |
|
R3 |
36.61 |
35.33 |
31.81 |
|
R2 |
33.50 |
33.50 |
31.52 |
|
R1 |
32.22 |
32.22 |
31.24 |
32.86 |
PP |
30.39 |
30.39 |
30.39 |
30.71 |
S1 |
29.11 |
29.11 |
30.66 |
29.75 |
S2 |
27.28 |
27.28 |
30.38 |
|
S3 |
24.17 |
26.00 |
30.09 |
|
S4 |
21.06 |
22.89 |
29.24 |
|
|
Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.54 |
36.73 |
29.71 |
|
R3 |
34.95 |
33.14 |
28.73 |
|
R2 |
31.36 |
31.36 |
28.40 |
|
R1 |
29.55 |
29.55 |
28.07 |
30.46 |
PP |
27.77 |
27.77 |
27.77 |
28.22 |
S1 |
25.96 |
25.96 |
27.41 |
26.87 |
S2 |
24.18 |
24.18 |
27.08 |
|
S3 |
20.59 |
22.37 |
26.75 |
|
S4 |
17.00 |
18.78 |
25.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31.66 |
26.29 |
5.37 |
17.4% |
2.29 |
7.4% |
87% |
True |
False |
29,522 |
10 |
31.66 |
24.43 |
7.23 |
23.4% |
2.35 |
7.6% |
90% |
True |
False |
24,462 |
20 |
36.88 |
24.43 |
12.45 |
40.2% |
2.38 |
7.7% |
52% |
False |
False |
23,224 |
40 |
39.54 |
24.43 |
15.11 |
48.8% |
2.53 |
8.2% |
43% |
False |
False |
23,664 |
60 |
54.17 |
24.43 |
29.74 |
96.1% |
2.30 |
7.4% |
22% |
False |
False |
20,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.88 |
2.618 |
39.80 |
1.618 |
36.69 |
1.000 |
34.77 |
0.618 |
33.58 |
HIGH |
31.66 |
0.618 |
30.47 |
0.500 |
30.11 |
0.382 |
29.74 |
LOW |
28.55 |
0.618 |
26.63 |
1.000 |
25.44 |
1.618 |
23.52 |
2.618 |
20.41 |
4.250 |
15.33 |
|
|
Fisher Pivots for day following 05-May-2020 |
Pivot |
1 day |
3 day |
R1 |
30.67 |
30.37 |
PP |
30.39 |
29.78 |
S1 |
30.11 |
29.20 |
|