NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
33.53 |
34.83 |
1.30 |
3.9% |
31.10 |
High |
35.20 |
35.86 |
0.66 |
1.9% |
31.82 |
Low |
33.53 |
34.83 |
1.30 |
3.9% |
29.00 |
Close |
34.94 |
35.42 |
0.48 |
1.4% |
31.56 |
Range |
1.67 |
1.03 |
-0.64 |
-38.3% |
2.82 |
ATR |
2.09 |
2.01 |
-0.08 |
-3.6% |
0.00 |
Volume |
16,328 |
20,745 |
4,417 |
27.1% |
112,776 |
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.46 |
37.97 |
35.99 |
|
R3 |
37.43 |
36.94 |
35.70 |
|
R2 |
36.40 |
36.40 |
35.61 |
|
R1 |
35.91 |
35.91 |
35.51 |
36.16 |
PP |
35.37 |
35.37 |
35.37 |
35.49 |
S1 |
34.88 |
34.88 |
35.33 |
35.13 |
S2 |
34.34 |
34.34 |
35.23 |
|
S3 |
33.31 |
33.85 |
35.14 |
|
S4 |
32.28 |
32.82 |
34.85 |
|
|
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 |
35.86 |
30.34 |
5.52 |
15.6% |
1.62 |
4.6% |
92% |
True |
False |
20,494 |
10 |
35.86 |
29.00 |
6.86 |
19.4% |
1.54 |
4.3% |
94% |
True |
False |
20,835 |
20 |
35.86 |
25.99 |
9.87 |
27.9% |
1.86 |
5.2% |
96% |
True |
False |
23,582 |
40 |
36.88 |
24.43 |
12.45 |
35.1% |
2.12 |
6.0% |
88% |
False |
False |
23,304 |
60 |
48.99 |
24.43 |
24.56 |
69.3% |
2.43 |
6.9% |
45% |
False |
False |
22,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.24 |
2.618 |
38.56 |
1.618 |
37.53 |
1.000 |
36.89 |
0.618 |
36.50 |
HIGH |
35.86 |
0.618 |
35.47 |
0.500 |
35.35 |
0.382 |
35.22 |
LOW |
34.83 |
0.618 |
34.19 |
1.000 |
33.80 |
1.618 |
33.16 |
2.618 |
32.13 |
4.250 |
30.45 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
35.40 |
35.14 |
PP |
35.37 |
34.86 |
S1 |
35.35 |
34.58 |
|