NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
34.61 |
35.56 |
0.95 |
2.7% |
31.80 |
| High |
36.21 |
35.72 |
-0.49 |
-1.4% |
35.86 |
| Low |
34.35 |
33.60 |
-0.75 |
-2.2% |
31.75 |
| Close |
35.88 |
34.42 |
-1.46 |
-4.1% |
34.84 |
| Range |
1.86 |
2.12 |
0.26 |
14.0% |
4.11 |
| ATR |
2.05 |
2.07 |
0.02 |
0.8% |
0.00 |
| Volume |
18,442 |
21,736 |
3,294 |
17.9% |
89,403 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.94 |
39.80 |
35.59 |
|
| R3 |
38.82 |
37.68 |
35.00 |
|
| R2 |
36.70 |
36.70 |
34.81 |
|
| R1 |
35.56 |
35.56 |
34.61 |
35.07 |
| PP |
34.58 |
34.58 |
34.58 |
34.34 |
| S1 |
33.44 |
33.44 |
34.23 |
32.95 |
| S2 |
32.46 |
32.46 |
34.03 |
|
| S3 |
30.34 |
31.32 |
33.84 |
|
| S4 |
28.22 |
29.20 |
33.25 |
|
|
| 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 |
9.9% |
1.89 |
5.5% |
48% |
False |
False |
17,646 |
| 10 |
36.21 |
29.00 |
7.21 |
20.9% |
1.79 |
5.2% |
75% |
False |
False |
20,004 |
| 20 |
36.21 |
26.29 |
9.92 |
28.8% |
1.94 |
5.6% |
82% |
False |
False |
23,544 |
| 40 |
36.88 |
24.43 |
12.45 |
36.2% |
2.19 |
6.4% |
80% |
False |
False |
23,082 |
| 60 |
48.99 |
24.43 |
24.56 |
71.4% |
2.41 |
7.0% |
41% |
False |
False |
22,831 |
| 80 |
54.17 |
24.43 |
29.74 |
86.4% |
2.15 |
6.3% |
34% |
False |
False |
20,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.73 |
|
2.618 |
41.27 |
|
1.618 |
39.15 |
|
1.000 |
37.84 |
|
0.618 |
37.03 |
|
HIGH |
35.72 |
|
0.618 |
34.91 |
|
0.500 |
34.66 |
|
0.382 |
34.41 |
|
LOW |
33.60 |
|
0.618 |
32.29 |
|
1.000 |
31.48 |
|
1.618 |
30.17 |
|
2.618 |
28.05 |
|
4.250 |
24.59 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
34.66 |
34.50 |
| PP |
34.58 |
34.47 |
| S1 |
34.50 |
34.45 |
|