NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 06-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
Open |
28.59 |
31.74 |
3.15 |
11.0% |
27.62 |
High |
31.66 |
32.12 |
0.46 |
1.5% |
29.58 |
Low |
28.55 |
29.25 |
0.70 |
2.5% |
25.99 |
Close |
30.95 |
29.78 |
-1.17 |
-3.8% |
27.74 |
Range |
3.11 |
2.87 |
-0.24 |
-7.7% |
3.59 |
ATR |
2.48 |
2.51 |
0.03 |
1.1% |
0.00 |
Volume |
38,467 |
33,139 |
-5,328 |
-13.9% |
114,933 |
|
Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.99 |
37.26 |
31.36 |
|
R3 |
36.12 |
34.39 |
30.57 |
|
R2 |
33.25 |
33.25 |
30.31 |
|
R1 |
31.52 |
31.52 |
30.04 |
30.95 |
PP |
30.38 |
30.38 |
30.38 |
30.10 |
S1 |
28.65 |
28.65 |
29.52 |
28.08 |
S2 |
27.51 |
27.51 |
29.25 |
|
S3 |
24.64 |
25.78 |
28.99 |
|
S4 |
21.77 |
22.91 |
28.20 |
|
|
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 |
32.12 |
26.73 |
5.39 |
18.1% |
2.62 |
8.8% |
57% |
True |
False |
32,087 |
10 |
32.12 |
25.99 |
6.13 |
20.6% |
2.16 |
7.3% |
62% |
True |
False |
25,094 |
20 |
36.88 |
24.43 |
12.45 |
41.8% |
2.45 |
8.2% |
43% |
False |
False |
24,343 |
40 |
39.54 |
24.43 |
15.11 |
50.7% |
2.51 |
8.4% |
35% |
False |
False |
23,929 |
60 |
54.17 |
24.43 |
29.74 |
99.9% |
2.34 |
7.8% |
18% |
False |
False |
20,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.32 |
2.618 |
39.63 |
1.618 |
36.76 |
1.000 |
34.99 |
0.618 |
33.89 |
HIGH |
32.12 |
0.618 |
31.02 |
0.500 |
30.69 |
0.382 |
30.35 |
LOW |
29.25 |
0.618 |
27.48 |
1.000 |
26.38 |
1.618 |
24.61 |
2.618 |
21.74 |
4.250 |
17.05 |
|
|
Fisher Pivots for day following 06-May-2020 |
Pivot |
1 day |
3 day |
R1 |
30.69 |
29.66 |
PP |
30.38 |
29.54 |
S1 |
30.08 |
29.43 |
|