NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
35.56 |
33.85 |
-1.71 |
-4.8% |
31.80 |
| High |
35.72 |
35.55 |
-0.17 |
-0.5% |
35.86 |
| Low |
33.60 |
33.09 |
-0.51 |
-1.5% |
31.75 |
| Close |
34.42 |
35.15 |
0.73 |
2.1% |
34.84 |
| Range |
2.12 |
2.46 |
0.34 |
16.0% |
4.11 |
| ATR |
2.07 |
2.09 |
0.03 |
1.4% |
0.00 |
| Volume |
21,736 |
15,291 |
-6,445 |
-29.7% |
89,403 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.98 |
41.02 |
36.50 |
|
| R3 |
39.52 |
38.56 |
35.83 |
|
| R2 |
37.06 |
37.06 |
35.60 |
|
| R1 |
36.10 |
36.10 |
35.38 |
36.58 |
| PP |
34.60 |
34.60 |
34.60 |
34.84 |
| S1 |
33.64 |
33.64 |
34.92 |
34.12 |
| S2 |
32.14 |
32.14 |
34.70 |
|
| S3 |
29.68 |
31.18 |
34.47 |
|
| S4 |
27.22 |
28.72 |
33.80 |
|
|
| 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 |
9.7% |
2.04 |
5.8% |
69% |
False |
False |
17,438 |
| 10 |
36.21 |
29.03 |
7.18 |
20.4% |
1.91 |
5.4% |
85% |
False |
False |
19,137 |
| 20 |
36.21 |
26.73 |
9.48 |
27.0% |
2.00 |
5.7% |
89% |
False |
False |
23,292 |
| 40 |
36.88 |
24.43 |
12.45 |
35.4% |
2.21 |
6.3% |
86% |
False |
False |
23,130 |
| 60 |
48.80 |
24.43 |
24.37 |
69.3% |
2.42 |
6.9% |
44% |
False |
False |
22,939 |
| 80 |
54.17 |
24.43 |
29.74 |
84.6% |
2.17 |
6.2% |
36% |
False |
False |
20,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.01 |
|
2.618 |
41.99 |
|
1.618 |
39.53 |
|
1.000 |
38.01 |
|
0.618 |
37.07 |
|
HIGH |
35.55 |
|
0.618 |
34.61 |
|
0.500 |
34.32 |
|
0.382 |
34.03 |
|
LOW |
33.09 |
|
0.618 |
31.57 |
|
1.000 |
30.63 |
|
1.618 |
29.11 |
|
2.618 |
26.65 |
|
4.250 |
22.64 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
34.87 |
34.98 |
| PP |
34.60 |
34.82 |
| S1 |
34.32 |
34.65 |
|