NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
34.83 |
35.39 |
0.56 |
1.6% |
31.80 |
High |
35.86 |
35.54 |
-0.32 |
-0.9% |
35.86 |
Low |
34.83 |
32.79 |
-2.04 |
-5.9% |
31.75 |
Close |
35.42 |
34.84 |
-0.58 |
-1.6% |
34.84 |
Range |
1.03 |
2.75 |
1.72 |
167.0% |
4.11 |
ATR |
2.01 |
2.06 |
0.05 |
2.6% |
0.00 |
Volume |
20,745 |
10,979 |
-9,766 |
-47.1% |
89,403 |
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.64 |
41.49 |
36.35 |
|
R3 |
39.89 |
38.74 |
35.60 |
|
R2 |
37.14 |
37.14 |
35.34 |
|
R1 |
35.99 |
35.99 |
35.09 |
35.19 |
PP |
34.39 |
34.39 |
34.39 |
33.99 |
S1 |
33.24 |
33.24 |
34.59 |
32.44 |
S2 |
31.64 |
31.64 |
34.34 |
|
S3 |
28.89 |
30.49 |
34.08 |
|
S4 |
26.14 |
27.74 |
33.33 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.48 |
44.77 |
37.10 |
|
R3 |
42.37 |
40.66 |
35.97 |
|
R2 |
38.26 |
38.26 |
35.59 |
|
R1 |
36.55 |
36.55 |
35.22 |
37.41 |
PP |
34.15 |
34.15 |
34.15 |
34.58 |
S1 |
32.44 |
32.44 |
34.46 |
33.30 |
S2 |
30.04 |
30.04 |
34.09 |
|
S3 |
25.93 |
28.33 |
33.71 |
|
S4 |
21.82 |
24.22 |
32.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.86 |
31.75 |
4.11 |
11.8% |
1.87 |
5.4% |
75% |
False |
False |
17,880 |
10 |
35.86 |
29.00 |
6.86 |
19.7% |
1.63 |
4.7% |
85% |
False |
False |
20,217 |
20 |
35.86 |
25.99 |
9.87 |
28.3% |
1.91 |
5.5% |
90% |
False |
False |
23,277 |
40 |
36.88 |
24.43 |
12.45 |
35.7% |
2.15 |
6.2% |
84% |
False |
False |
23,182 |
60 |
48.99 |
24.43 |
24.56 |
70.5% |
2.45 |
7.0% |
42% |
False |
False |
22,550 |
80 |
54.17 |
24.43 |
29.74 |
85.4% |
2.14 |
6.1% |
35% |
False |
False |
19,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.23 |
2.618 |
42.74 |
1.618 |
39.99 |
1.000 |
38.29 |
0.618 |
37.24 |
HIGH |
35.54 |
0.618 |
34.49 |
0.500 |
34.17 |
0.382 |
33.84 |
LOW |
32.79 |
0.618 |
31.09 |
1.000 |
30.04 |
1.618 |
28.34 |
2.618 |
25.59 |
4.250 |
21.10 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
34.62 |
34.67 |
PP |
34.39 |
34.50 |
S1 |
34.17 |
34.33 |
|