NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 18-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
Open |
30.64 |
31.80 |
1.16 |
3.8% |
31.10 |
High |
31.82 |
34.44 |
2.62 |
8.2% |
31.82 |
Low |
30.34 |
31.75 |
1.41 |
4.6% |
29.00 |
Close |
31.56 |
33.66 |
2.10 |
6.7% |
31.56 |
Range |
1.48 |
2.69 |
1.21 |
81.8% |
2.82 |
ATR |
2.13 |
2.19 |
0.05 |
2.5% |
0.00 |
Volume |
24,047 |
26,344 |
2,297 |
9.6% |
112,776 |
|
Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.35 |
40.20 |
35.14 |
|
R3 |
38.66 |
37.51 |
34.40 |
|
R2 |
35.97 |
35.97 |
34.15 |
|
R1 |
34.82 |
34.82 |
33.91 |
35.40 |
PP |
33.28 |
33.28 |
33.28 |
33.57 |
S1 |
32.13 |
32.13 |
33.41 |
32.71 |
S2 |
30.59 |
30.59 |
33.17 |
|
S3 |
27.90 |
29.44 |
32.92 |
|
S4 |
25.21 |
26.75 |
32.18 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.25 |
38.23 |
33.11 |
|
R3 |
36.43 |
35.41 |
32.34 |
|
R2 |
33.61 |
33.61 |
32.08 |
|
R1 |
32.59 |
32.59 |
31.82 |
33.10 |
PP |
30.79 |
30.79 |
30.79 |
31.05 |
S1 |
29.77 |
29.77 |
31.30 |
30.28 |
S2 |
27.97 |
27.97 |
31.04 |
|
S3 |
25.15 |
26.95 |
30.78 |
|
S4 |
22.33 |
24.13 |
30.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34.44 |
29.00 |
5.44 |
16.2% |
1.65 |
4.9% |
86% |
True |
False |
23,819 |
10 |
34.44 |
28.55 |
5.89 |
17.5% |
1.99 |
5.9% |
87% |
True |
False |
25,849 |
20 |
34.44 |
24.43 |
10.01 |
29.7% |
2.37 |
7.0% |
92% |
True |
False |
26,472 |
40 |
36.88 |
24.43 |
12.45 |
37.0% |
2.17 |
6.4% |
74% |
False |
False |
22,805 |
60 |
52.03 |
24.43 |
27.60 |
82.0% |
2.46 |
7.3% |
33% |
False |
False |
22,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.87 |
2.618 |
41.48 |
1.618 |
38.79 |
1.000 |
37.13 |
0.618 |
36.10 |
HIGH |
34.44 |
0.618 |
33.41 |
0.500 |
33.10 |
0.382 |
32.78 |
LOW |
31.75 |
0.618 |
30.09 |
1.000 |
29.06 |
1.618 |
27.40 |
2.618 |
24.71 |
4.250 |
20.32 |
|
|
Fisher Pivots for day following 18-May-2020 |
Pivot |
1 day |
3 day |
R1 |
33.47 |
33.02 |
PP |
33.28 |
32.38 |
S1 |
33.10 |
31.74 |
|