NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 29-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.65 |
38.40 |
-1.25 |
-3.2% |
39.58 |
High |
39.78 |
40.20 |
0.42 |
1.1% |
41.91 |
Low |
38.33 |
38.09 |
-0.24 |
-0.6% |
37.82 |
Close |
38.94 |
40.04 |
1.10 |
2.8% |
38.94 |
Range |
1.45 |
2.11 |
0.66 |
45.5% |
4.09 |
ATR |
2.00 |
2.01 |
0.01 |
0.4% |
0.00 |
Volume |
20,110 |
27,400 |
7,290 |
36.3% |
111,357 |
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.77 |
45.02 |
41.20 |
|
R3 |
43.66 |
42.91 |
40.62 |
|
R2 |
41.55 |
41.55 |
40.43 |
|
R1 |
40.80 |
40.80 |
40.23 |
41.18 |
PP |
39.44 |
39.44 |
39.44 |
39.63 |
S1 |
38.69 |
38.69 |
39.85 |
39.07 |
S2 |
37.33 |
37.33 |
39.65 |
|
S3 |
35.22 |
36.58 |
39.46 |
|
S4 |
33.11 |
34.47 |
38.88 |
|
|
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 |
10.2% |
2.02 |
5.0% |
54% |
False |
False |
24,619 |
10 |
41.91 |
37.56 |
4.35 |
10.9% |
1.89 |
4.7% |
57% |
False |
False |
22,421 |
20 |
41.91 |
35.54 |
6.37 |
15.9% |
1.95 |
4.9% |
71% |
False |
False |
21,744 |
40 |
41.91 |
26.73 |
15.18 |
37.9% |
1.96 |
4.9% |
88% |
False |
False |
21,975 |
60 |
41.91 |
24.43 |
17.48 |
43.7% |
2.10 |
5.2% |
89% |
False |
False |
22,074 |
80 |
47.14 |
24.43 |
22.71 |
56.7% |
2.32 |
5.8% |
69% |
False |
False |
22,968 |
100 |
54.17 |
24.43 |
29.74 |
74.3% |
2.13 |
5.3% |
52% |
False |
False |
20,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.17 |
2.618 |
45.72 |
1.618 |
43.61 |
1.000 |
42.31 |
0.618 |
41.50 |
HIGH |
40.20 |
0.618 |
39.39 |
0.500 |
39.15 |
0.382 |
38.90 |
LOW |
38.09 |
0.618 |
36.79 |
1.000 |
35.98 |
1.618 |
34.68 |
2.618 |
32.57 |
4.250 |
29.12 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.74 |
39.70 |
PP |
39.44 |
39.35 |
S1 |
39.15 |
39.01 |
|