NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 26-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.72 |
39.65 |
0.93 |
2.4% |
39.58 |
High |
39.67 |
39.78 |
0.11 |
0.3% |
41.91 |
Low |
37.82 |
38.33 |
0.51 |
1.3% |
37.82 |
Close |
39.26 |
38.94 |
-0.32 |
-0.8% |
38.94 |
Range |
1.85 |
1.45 |
-0.40 |
-21.6% |
4.09 |
ATR |
2.04 |
2.00 |
-0.04 |
-2.1% |
0.00 |
Volume |
28,206 |
20,110 |
-8,096 |
-28.7% |
111,357 |
|
Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.37 |
42.60 |
39.74 |
|
R3 |
41.92 |
41.15 |
39.34 |
|
R2 |
40.47 |
40.47 |
39.21 |
|
R1 |
39.70 |
39.70 |
39.07 |
39.36 |
PP |
39.02 |
39.02 |
39.02 |
38.85 |
S1 |
38.25 |
38.25 |
38.81 |
37.91 |
S2 |
37.57 |
37.57 |
38.67 |
|
S3 |
36.12 |
36.80 |
38.54 |
|
S4 |
34.67 |
35.35 |
38.14 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.83 |
49.47 |
41.19 |
|
R3 |
47.74 |
45.38 |
40.06 |
|
R2 |
43.65 |
43.65 |
39.69 |
|
R1 |
41.29 |
41.29 |
39.31 |
40.43 |
PP |
39.56 |
39.56 |
39.56 |
39.12 |
S1 |
37.20 |
37.20 |
38.57 |
36.34 |
S2 |
35.47 |
35.47 |
38.19 |
|
S3 |
31.38 |
33.11 |
37.82 |
|
S4 |
27.29 |
29.02 |
36.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.91 |
37.82 |
4.09 |
10.5% |
1.92 |
4.9% |
27% |
False |
False |
22,271 |
10 |
41.91 |
35.56 |
6.35 |
16.3% |
1.95 |
5.0% |
53% |
False |
False |
21,391 |
20 |
41.91 |
35.54 |
6.37 |
16.4% |
1.91 |
4.9% |
53% |
False |
False |
21,447 |
40 |
41.91 |
26.73 |
15.18 |
39.0% |
1.96 |
5.0% |
80% |
False |
False |
22,097 |
60 |
41.91 |
24.43 |
17.48 |
44.9% |
2.12 |
5.5% |
83% |
False |
False |
22,368 |
80 |
48.23 |
24.43 |
23.80 |
61.1% |
2.31 |
5.9% |
61% |
False |
False |
22,704 |
100 |
54.17 |
24.43 |
29.74 |
76.4% |
2.13 |
5.5% |
49% |
False |
False |
20,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.94 |
2.618 |
43.58 |
1.618 |
42.13 |
1.000 |
41.23 |
0.618 |
40.68 |
HIGH |
39.78 |
0.618 |
39.23 |
0.500 |
39.06 |
0.382 |
38.88 |
LOW |
38.33 |
0.618 |
37.43 |
1.000 |
36.88 |
1.618 |
35.98 |
2.618 |
34.53 |
4.250 |
32.17 |
|
|
Fisher Pivots for day following 26-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.06 |
39.34 |
PP |
39.02 |
39.20 |
S1 |
38.98 |
39.07 |
|