NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 17-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.15 |
38.61 |
0.46 |
1.2% |
40.33 |
High |
39.99 |
39.58 |
-0.41 |
-1.0% |
41.06 |
Low |
37.56 |
38.23 |
0.67 |
1.8% |
35.54 |
Close |
39.30 |
38.74 |
-0.56 |
-1.4% |
37.21 |
Range |
2.43 |
1.35 |
-1.08 |
-44.4% |
5.52 |
ATR |
2.15 |
2.10 |
-0.06 |
-2.7% |
0.00 |
Volume |
19,099 |
20,864 |
1,765 |
9.2% |
111,920 |
|
Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.90 |
42.17 |
39.48 |
|
R3 |
41.55 |
40.82 |
39.11 |
|
R2 |
40.20 |
40.20 |
38.99 |
|
R1 |
39.47 |
39.47 |
38.86 |
39.84 |
PP |
38.85 |
38.85 |
38.85 |
39.03 |
S1 |
38.12 |
38.12 |
38.62 |
38.49 |
S2 |
37.50 |
37.50 |
38.49 |
|
S3 |
36.15 |
36.77 |
38.37 |
|
S4 |
34.80 |
35.42 |
38.00 |
|
|
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 |
39.99 |
35.54 |
4.45 |
11.5% |
2.41 |
6.2% |
72% |
False |
False |
21,349 |
10 |
41.06 |
35.54 |
5.52 |
14.2% |
2.10 |
5.4% |
58% |
False |
False |
20,774 |
20 |
41.06 |
32.79 |
8.27 |
21.3% |
2.00 |
5.2% |
72% |
False |
False |
19,609 |
40 |
41.06 |
24.43 |
16.63 |
42.9% |
2.04 |
5.3% |
86% |
False |
False |
21,796 |
60 |
41.06 |
24.43 |
16.63 |
42.9% |
2.08 |
5.4% |
86% |
False |
False |
21,819 |
80 |
51.98 |
24.43 |
27.55 |
71.1% |
2.34 |
6.0% |
52% |
False |
False |
21,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.32 |
2.618 |
43.11 |
1.618 |
41.76 |
1.000 |
40.93 |
0.618 |
40.41 |
HIGH |
39.58 |
0.618 |
39.06 |
0.500 |
38.91 |
0.382 |
38.75 |
LOW |
38.23 |
0.618 |
37.40 |
1.000 |
36.88 |
1.618 |
36.05 |
2.618 |
34.70 |
4.250 |
32.49 |
|
|
Fisher Pivots for day following 17-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
38.91 |
38.42 |
PP |
38.85 |
38.10 |
S1 |
38.80 |
37.78 |
|