NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
35.39 |
34.61 |
-0.78 |
-2.2% |
31.80 |
| High |
35.54 |
36.21 |
0.67 |
1.9% |
35.86 |
| Low |
32.79 |
34.35 |
1.56 |
4.8% |
31.75 |
| Close |
34.84 |
35.88 |
1.04 |
3.0% |
34.84 |
| Range |
2.75 |
1.86 |
-0.89 |
-32.4% |
4.11 |
| ATR |
2.06 |
2.05 |
-0.01 |
-0.7% |
0.00 |
| Volume |
10,979 |
18,442 |
7,463 |
68.0% |
89,403 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.06 |
40.33 |
36.90 |
|
| R3 |
39.20 |
38.47 |
36.39 |
|
| R2 |
37.34 |
37.34 |
36.22 |
|
| R1 |
36.61 |
36.61 |
36.05 |
36.98 |
| PP |
35.48 |
35.48 |
35.48 |
35.66 |
| S1 |
34.75 |
34.75 |
35.71 |
35.12 |
| S2 |
33.62 |
33.62 |
35.54 |
|
| S3 |
31.76 |
32.89 |
35.37 |
|
| S4 |
29.90 |
31.03 |
34.86 |
|
|
| 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 |
36.21 |
32.79 |
3.42 |
9.5% |
1.71 |
4.8% |
90% |
True |
False |
16,300 |
| 10 |
36.21 |
29.00 |
7.21 |
20.1% |
1.68 |
4.7% |
95% |
True |
False |
20,059 |
| 20 |
36.21 |
25.99 |
10.22 |
28.5% |
1.92 |
5.3% |
97% |
True |
False |
23,403 |
| 40 |
36.88 |
24.43 |
12.45 |
34.7% |
2.17 |
6.1% |
92% |
False |
False |
23,142 |
| 60 |
48.99 |
24.43 |
24.56 |
68.5% |
2.44 |
6.8% |
47% |
False |
False |
22,674 |
| 80 |
54.17 |
24.43 |
29.74 |
82.9% |
2.15 |
6.0% |
39% |
False |
False |
20,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.12 |
|
2.618 |
41.08 |
|
1.618 |
39.22 |
|
1.000 |
38.07 |
|
0.618 |
37.36 |
|
HIGH |
36.21 |
|
0.618 |
35.50 |
|
0.500 |
35.28 |
|
0.382 |
35.06 |
|
LOW |
34.35 |
|
0.618 |
33.20 |
|
1.000 |
32.49 |
|
1.618 |
31.34 |
|
2.618 |
29.48 |
|
4.250 |
26.45 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
35.68 |
35.42 |
| PP |
35.48 |
34.96 |
| S1 |
35.28 |
34.50 |
|