NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 19-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
Open |
31.80 |
34.15 |
2.35 |
7.4% |
31.10 |
High |
34.44 |
34.51 |
0.07 |
0.2% |
31.82 |
Low |
31.75 |
33.29 |
1.54 |
4.9% |
29.00 |
Close |
33.66 |
33.77 |
0.11 |
0.3% |
31.56 |
Range |
2.69 |
1.22 |
-1.47 |
-54.6% |
2.82 |
ATR |
2.19 |
2.12 |
-0.07 |
-3.2% |
0.00 |
Volume |
26,344 |
15,007 |
-11,337 |
-43.0% |
112,776 |
|
Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.52 |
36.86 |
34.44 |
|
R3 |
36.30 |
35.64 |
34.11 |
|
R2 |
35.08 |
35.08 |
33.99 |
|
R1 |
34.42 |
34.42 |
33.88 |
34.14 |
PP |
33.86 |
33.86 |
33.86 |
33.72 |
S1 |
33.20 |
33.20 |
33.66 |
32.92 |
S2 |
32.64 |
32.64 |
33.55 |
|
S3 |
31.42 |
31.98 |
33.43 |
|
S4 |
30.20 |
30.76 |
33.10 |
|
|
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 |
34.51 |
29.00 |
5.51 |
16.3% |
1.70 |
5.0% |
87% |
True |
False |
22,362 |
10 |
34.51 |
29.00 |
5.51 |
16.3% |
1.80 |
5.3% |
87% |
True |
False |
23,503 |
20 |
34.51 |
24.43 |
10.08 |
29.8% |
2.07 |
6.1% |
93% |
True |
False |
23,983 |
40 |
36.88 |
24.43 |
12.45 |
36.9% |
2.13 |
6.3% |
75% |
False |
False |
22,923 |
60 |
51.98 |
24.43 |
27.55 |
81.6% |
2.46 |
7.3% |
34% |
False |
False |
22,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.70 |
2.618 |
37.70 |
1.618 |
36.48 |
1.000 |
35.73 |
0.618 |
35.26 |
HIGH |
34.51 |
0.618 |
34.04 |
0.500 |
33.90 |
0.382 |
33.76 |
LOW |
33.29 |
0.618 |
32.54 |
1.000 |
32.07 |
1.618 |
31.32 |
2.618 |
30.10 |
4.250 |
28.11 |
|
|
Fisher Pivots for day following 19-May-2020 |
Pivot |
1 day |
3 day |
R1 |
33.90 |
33.32 |
PP |
33.86 |
32.87 |
S1 |
33.81 |
32.43 |
|