NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 14-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
Open |
29.51 |
29.03 |
-0.48 |
-1.6% |
27.32 |
High |
30.27 |
30.86 |
0.59 |
1.9% |
32.12 |
Low |
29.00 |
29.03 |
0.03 |
0.1% |
26.73 |
Close |
29.37 |
30.57 |
1.20 |
4.1% |
31.27 |
Range |
1.27 |
1.83 |
0.56 |
44.1% |
5.39 |
ATR |
2.21 |
2.18 |
-0.03 |
-1.2% |
0.00 |
Volume |
23,952 |
22,460 |
-1,492 |
-6.2% |
148,436 |
|
Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.64 |
34.94 |
31.58 |
|
R3 |
33.81 |
33.11 |
31.07 |
|
R2 |
31.98 |
31.98 |
30.91 |
|
R1 |
31.28 |
31.28 |
30.74 |
31.63 |
PP |
30.15 |
30.15 |
30.15 |
30.33 |
S1 |
29.45 |
29.45 |
30.40 |
29.80 |
S2 |
28.32 |
28.32 |
30.23 |
|
S3 |
26.49 |
27.62 |
30.07 |
|
S4 |
24.66 |
25.79 |
29.56 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.21 |
44.13 |
34.23 |
|
R3 |
40.82 |
38.74 |
32.75 |
|
R2 |
35.43 |
35.43 |
32.26 |
|
R1 |
33.35 |
33.35 |
31.76 |
34.39 |
PP |
30.04 |
30.04 |
30.04 |
30.56 |
S1 |
27.96 |
27.96 |
30.78 |
29.00 |
S2 |
24.65 |
24.65 |
30.28 |
|
S3 |
19.26 |
22.57 |
29.79 |
|
S4 |
13.87 |
17.18 |
28.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31.29 |
29.00 |
2.29 |
7.5% |
1.46 |
4.8% |
69% |
False |
False |
21,176 |
10 |
32.12 |
26.73 |
5.39 |
17.6% |
2.01 |
6.6% |
71% |
False |
False |
26,945 |
20 |
34.25 |
24.43 |
9.82 |
32.1% |
2.33 |
7.6% |
63% |
False |
False |
25,871 |
40 |
36.88 |
24.43 |
12.45 |
40.7% |
2.28 |
7.5% |
49% |
False |
False |
22,485 |
60 |
54.17 |
24.43 |
29.74 |
97.3% |
2.41 |
7.9% |
21% |
False |
False |
21,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.64 |
2.618 |
35.65 |
1.618 |
33.82 |
1.000 |
32.69 |
0.618 |
31.99 |
HIGH |
30.86 |
0.618 |
30.16 |
0.500 |
29.95 |
0.382 |
29.73 |
LOW |
29.03 |
0.618 |
27.90 |
1.000 |
27.20 |
1.618 |
26.07 |
2.618 |
24.24 |
4.250 |
21.25 |
|
|
Fisher Pivots for day following 14-May-2020 |
Pivot |
1 day |
3 day |
R1 |
30.36 |
30.36 |
PP |
30.15 |
30.14 |
S1 |
29.95 |
29.93 |
|