NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
37.17 |
36.67 |
-0.50 |
-1.3% |
40.33 |
High |
37.86 |
38.27 |
0.41 |
1.1% |
41.06 |
Low |
35.54 |
35.56 |
0.02 |
0.1% |
35.54 |
Close |
37.21 |
38.19 |
0.98 |
2.6% |
37.21 |
Range |
2.32 |
2.71 |
0.39 |
16.8% |
5.52 |
ATR |
2.09 |
2.13 |
0.04 |
2.1% |
0.00 |
Volume |
23,188 |
17,102 |
-6,086 |
-26.2% |
111,920 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.47 |
44.54 |
39.68 |
|
R3 |
42.76 |
41.83 |
38.94 |
|
R2 |
40.05 |
40.05 |
38.69 |
|
R1 |
39.12 |
39.12 |
38.44 |
39.59 |
PP |
37.34 |
37.34 |
37.34 |
37.57 |
S1 |
36.41 |
36.41 |
37.94 |
36.88 |
S2 |
34.63 |
34.63 |
37.69 |
|
S3 |
31.92 |
33.70 |
37.44 |
|
S4 |
29.21 |
30.99 |
36.70 |
|
|
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 |
40.50 |
35.54 |
4.96 |
13.0% |
2.39 |
6.2% |
53% |
False |
False |
21,258 |
10 |
41.06 |
35.54 |
5.52 |
14.5% |
2.02 |
5.3% |
48% |
False |
False |
21,066 |
20 |
41.06 |
31.75 |
9.31 |
24.4% |
2.00 |
5.2% |
69% |
False |
False |
19,679 |
40 |
41.06 |
24.43 |
16.63 |
43.5% |
2.18 |
5.7% |
83% |
False |
False |
23,065 |
60 |
41.06 |
24.43 |
16.63 |
43.5% |
2.14 |
5.6% |
83% |
False |
False |
21,589 |
80 |
53.26 |
24.43 |
28.83 |
75.5% |
2.32 |
6.1% |
48% |
False |
False |
21,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.79 |
2.618 |
45.36 |
1.618 |
42.65 |
1.000 |
40.98 |
0.618 |
39.94 |
HIGH |
38.27 |
0.618 |
37.23 |
0.500 |
36.92 |
0.382 |
36.60 |
LOW |
35.56 |
0.618 |
33.89 |
1.000 |
32.85 |
1.618 |
31.18 |
2.618 |
28.47 |
4.250 |
24.04 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
37.77 |
38.00 |
PP |
37.34 |
37.81 |
S1 |
36.92 |
37.62 |
|