NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
34.15 |
33.53 |
-0.62 |
-1.8% |
31.10 |
High |
34.51 |
35.20 |
0.69 |
2.0% |
31.82 |
Low |
33.29 |
33.53 |
0.24 |
0.7% |
29.00 |
Close |
33.77 |
34.94 |
1.17 |
3.5% |
31.56 |
Range |
1.22 |
1.67 |
0.45 |
36.9% |
2.82 |
ATR |
2.12 |
2.09 |
-0.03 |
-1.5% |
0.00 |
Volume |
15,007 |
16,328 |
1,321 |
8.8% |
112,776 |
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.57 |
38.92 |
35.86 |
|
R3 |
37.90 |
37.25 |
35.40 |
|
R2 |
36.23 |
36.23 |
35.25 |
|
R1 |
35.58 |
35.58 |
35.09 |
35.91 |
PP |
34.56 |
34.56 |
34.56 |
34.72 |
S1 |
33.91 |
33.91 |
34.79 |
34.24 |
S2 |
32.89 |
32.89 |
34.63 |
|
S3 |
31.22 |
32.24 |
34.48 |
|
S4 |
29.55 |
30.57 |
34.02 |
|
|
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 |
35.20 |
29.03 |
6.17 |
17.7% |
1.78 |
5.1% |
96% |
True |
False |
20,837 |
10 |
35.20 |
29.00 |
6.20 |
17.7% |
1.68 |
4.8% |
96% |
True |
False |
21,822 |
20 |
35.20 |
25.99 |
9.21 |
26.4% |
1.92 |
5.5% |
97% |
True |
False |
23,458 |
40 |
36.88 |
24.43 |
12.45 |
35.6% |
2.13 |
6.1% |
84% |
False |
False |
23,114 |
60 |
50.44 |
24.43 |
26.01 |
74.4% |
2.45 |
7.0% |
40% |
False |
False |
22,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.30 |
2.618 |
39.57 |
1.618 |
37.90 |
1.000 |
36.87 |
0.618 |
36.23 |
HIGH |
35.20 |
0.618 |
34.56 |
0.500 |
34.37 |
0.382 |
34.17 |
LOW |
33.53 |
0.618 |
32.50 |
1.000 |
31.86 |
1.618 |
30.83 |
2.618 |
29.16 |
4.250 |
26.43 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
34.75 |
34.45 |
PP |
34.56 |
33.96 |
S1 |
34.37 |
33.48 |
|