NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 18-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.61 |
38.61 |
0.00 |
0.0% |
40.33 |
High |
39.58 |
39.60 |
0.02 |
0.1% |
41.06 |
Low |
38.23 |
38.05 |
-0.18 |
-0.5% |
35.54 |
Close |
38.74 |
39.51 |
0.77 |
2.0% |
37.21 |
Range |
1.35 |
1.55 |
0.20 |
14.8% |
5.52 |
ATR |
2.10 |
2.06 |
-0.04 |
-1.9% |
0.00 |
Volume |
20,864 |
18,470 |
-2,394 |
-11.5% |
111,920 |
|
Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.70 |
43.16 |
40.36 |
|
R3 |
42.15 |
41.61 |
39.94 |
|
R2 |
40.60 |
40.60 |
39.79 |
|
R1 |
40.06 |
40.06 |
39.65 |
40.33 |
PP |
39.05 |
39.05 |
39.05 |
39.19 |
S1 |
38.51 |
38.51 |
39.37 |
38.78 |
S2 |
37.50 |
37.50 |
39.23 |
|
S3 |
35.95 |
36.96 |
39.08 |
|
S4 |
34.40 |
35.41 |
38.66 |
|
|
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 |
11.3% |
2.07 |
5.2% |
89% |
False |
False |
19,744 |
10 |
41.06 |
35.54 |
5.52 |
14.0% |
2.15 |
5.5% |
72% |
False |
False |
21,246 |
20 |
41.06 |
32.79 |
8.27 |
20.9% |
1.99 |
5.0% |
81% |
False |
False |
19,717 |
40 |
41.06 |
25.99 |
15.07 |
38.1% |
1.96 |
5.0% |
90% |
False |
False |
21,587 |
60 |
41.06 |
24.43 |
16.63 |
42.1% |
2.08 |
5.3% |
91% |
False |
False |
21,981 |
80 |
50.44 |
24.43 |
26.01 |
65.8% |
2.33 |
5.9% |
58% |
False |
False |
21,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.19 |
2.618 |
43.66 |
1.618 |
42.11 |
1.000 |
41.15 |
0.618 |
40.56 |
HIGH |
39.60 |
0.618 |
39.01 |
0.500 |
38.83 |
0.382 |
38.64 |
LOW |
38.05 |
0.618 |
37.09 |
1.000 |
36.50 |
1.618 |
35.54 |
2.618 |
33.99 |
4.250 |
31.46 |
|
|
Fisher Pivots for day following 18-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.28 |
39.27 |
PP |
39.05 |
39.02 |
S1 |
38.83 |
38.78 |
|