NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.69 |
37.17 |
-2.52 |
-6.3% |
40.33 |
High |
39.70 |
37.86 |
-1.84 |
-4.6% |
41.06 |
Low |
36.45 |
35.54 |
-0.91 |
-2.5% |
35.54 |
Close |
37.20 |
37.21 |
0.01 |
0.0% |
37.21 |
Range |
3.25 |
2.32 |
-0.93 |
-28.6% |
5.52 |
ATR |
2.07 |
2.09 |
0.02 |
0.9% |
0.00 |
Volume |
26,494 |
23,188 |
-3,306 |
-12.5% |
111,920 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.83 |
42.84 |
38.49 |
|
R3 |
41.51 |
40.52 |
37.85 |
|
R2 |
39.19 |
39.19 |
37.64 |
|
R1 |
38.20 |
38.20 |
37.42 |
38.70 |
PP |
36.87 |
36.87 |
36.87 |
37.12 |
S1 |
35.88 |
35.88 |
37.00 |
36.38 |
S2 |
34.55 |
34.55 |
36.78 |
|
S3 |
32.23 |
33.56 |
36.57 |
|
S4 |
29.91 |
31.24 |
35.93 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.50 |
51.37 |
40.25 |
|
R3 |
48.98 |
45.85 |
38.73 |
|
R2 |
43.46 |
43.46 |
38.22 |
|
R1 |
40.33 |
40.33 |
37.72 |
39.14 |
PP |
37.94 |
37.94 |
37.94 |
37.34 |
S1 |
34.81 |
34.81 |
36.70 |
33.62 |
S2 |
32.42 |
32.42 |
36.20 |
|
S3 |
26.90 |
29.29 |
35.69 |
|
S4 |
21.38 |
23.77 |
34.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.06 |
35.54 |
5.52 |
14.8% |
2.28 |
6.1% |
30% |
False |
True |
22,384 |
10 |
41.06 |
35.54 |
5.52 |
14.8% |
1.87 |
5.0% |
30% |
False |
True |
21,503 |
20 |
41.06 |
30.34 |
10.72 |
28.8% |
1.94 |
5.2% |
64% |
False |
False |
20,026 |
40 |
41.06 |
24.43 |
16.63 |
44.7% |
2.14 |
5.7% |
77% |
False |
False |
22,949 |
60 |
41.06 |
24.43 |
16.63 |
44.7% |
2.17 |
5.8% |
77% |
False |
False |
21,665 |
80 |
54.17 |
24.43 |
29.74 |
79.9% |
2.30 |
6.2% |
43% |
False |
False |
21,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.72 |
2.618 |
43.93 |
1.618 |
41.61 |
1.000 |
40.18 |
0.618 |
39.29 |
HIGH |
37.86 |
0.618 |
36.97 |
0.500 |
36.70 |
0.382 |
36.43 |
LOW |
35.54 |
0.618 |
34.11 |
1.000 |
33.22 |
1.618 |
31.79 |
2.618 |
29.47 |
4.250 |
25.68 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
37.04 |
38.02 |
PP |
36.87 |
37.75 |
S1 |
36.70 |
37.48 |
|