NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 08-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.42 |
40.33 |
1.91 |
5.0% |
36.20 |
High |
40.43 |
41.06 |
0.63 |
1.6% |
40.43 |
Low |
38.34 |
38.87 |
0.53 |
1.4% |
35.60 |
Close |
40.28 |
38.94 |
-1.34 |
-3.3% |
40.28 |
Range |
2.09 |
2.19 |
0.10 |
4.8% |
4.83 |
ATR |
1.94 |
1.96 |
0.02 |
0.9% |
0.00 |
Volume |
25,014 |
22,730 |
-2,284 |
-9.1% |
103,118 |
|
Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.19 |
44.76 |
40.14 |
|
R3 |
44.00 |
42.57 |
39.54 |
|
R2 |
41.81 |
41.81 |
39.34 |
|
R1 |
40.38 |
40.38 |
39.14 |
40.00 |
PP |
39.62 |
39.62 |
39.62 |
39.44 |
S1 |
38.19 |
38.19 |
38.74 |
37.81 |
S2 |
37.43 |
37.43 |
38.54 |
|
S3 |
35.24 |
36.00 |
38.34 |
|
S4 |
33.05 |
33.81 |
37.74 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.26 |
51.60 |
42.94 |
|
R3 |
48.43 |
46.77 |
41.61 |
|
R2 |
43.60 |
43.60 |
41.17 |
|
R1 |
41.94 |
41.94 |
40.72 |
42.77 |
PP |
38.77 |
38.77 |
38.77 |
39.19 |
S1 |
37.11 |
37.11 |
39.84 |
37.94 |
S2 |
33.94 |
33.94 |
39.39 |
|
S3 |
29.11 |
32.28 |
38.95 |
|
S4 |
24.28 |
27.45 |
37.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.06 |
36.53 |
4.53 |
11.6% |
1.65 |
4.2% |
53% |
True |
False |
20,874 |
10 |
41.06 |
33.09 |
7.97 |
20.5% |
1.88 |
4.8% |
73% |
True |
False |
19,789 |
20 |
41.06 |
29.00 |
12.06 |
31.0% |
1.76 |
4.5% |
82% |
True |
False |
20,003 |
40 |
41.06 |
24.43 |
16.63 |
42.7% |
2.11 |
5.4% |
87% |
True |
False |
22,337 |
60 |
41.06 |
24.43 |
16.63 |
42.7% |
2.23 |
5.7% |
87% |
True |
False |
21,677 |
80 |
54.17 |
24.43 |
29.74 |
76.4% |
2.23 |
5.7% |
49% |
False |
False |
20,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.37 |
2.618 |
46.79 |
1.618 |
44.60 |
1.000 |
43.25 |
0.618 |
42.41 |
HIGH |
41.06 |
0.618 |
40.22 |
0.500 |
39.97 |
0.382 |
39.71 |
LOW |
38.87 |
0.618 |
37.52 |
1.000 |
36.68 |
1.618 |
35.33 |
2.618 |
33.14 |
4.250 |
29.56 |
|
|
Fisher Pivots for day following 08-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.97 |
39.31 |
PP |
39.62 |
39.18 |
S1 |
39.28 |
39.06 |
|