NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.40 |
40.09 |
1.69 |
4.4% |
39.58 |
High |
40.20 |
40.32 |
0.12 |
0.3% |
41.91 |
Low |
38.09 |
39.24 |
1.15 |
3.0% |
37.82 |
Close |
40.04 |
39.58 |
-0.46 |
-1.1% |
38.94 |
Range |
2.11 |
1.08 |
-1.03 |
-48.8% |
4.09 |
ATR |
2.01 |
1.94 |
-0.07 |
-3.3% |
0.00 |
Volume |
27,400 |
59,807 |
32,407 |
118.3% |
111,357 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.95 |
42.35 |
40.17 |
|
R3 |
41.87 |
41.27 |
39.88 |
|
R2 |
40.79 |
40.79 |
39.78 |
|
R1 |
40.19 |
40.19 |
39.68 |
39.95 |
PP |
39.71 |
39.71 |
39.71 |
39.60 |
S1 |
39.11 |
39.11 |
39.48 |
38.87 |
S2 |
38.63 |
38.63 |
39.38 |
|
S3 |
37.55 |
38.03 |
39.28 |
|
S4 |
36.47 |
36.95 |
38.99 |
|
|
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 |
40.85 |
37.82 |
3.03 |
7.7% |
1.89 |
4.8% |
58% |
False |
False |
33,359 |
10 |
41.91 |
37.82 |
4.09 |
10.3% |
1.75 |
4.4% |
43% |
False |
False |
26,492 |
20 |
41.91 |
35.54 |
6.37 |
16.1% |
1.94 |
4.9% |
63% |
False |
False |
23,740 |
40 |
41.91 |
28.55 |
13.36 |
33.8% |
1.93 |
4.9% |
83% |
False |
False |
22,744 |
60 |
41.91 |
24.43 |
17.48 |
44.2% |
2.07 |
5.2% |
87% |
False |
False |
22,595 |
80 |
41.91 |
24.43 |
17.48 |
44.2% |
2.28 |
5.8% |
87% |
False |
False |
23,495 |
100 |
54.17 |
24.43 |
29.74 |
75.1% |
2.13 |
5.4% |
51% |
False |
False |
21,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.91 |
2.618 |
43.15 |
1.618 |
42.07 |
1.000 |
41.40 |
0.618 |
40.99 |
HIGH |
40.32 |
0.618 |
39.91 |
0.500 |
39.78 |
0.382 |
39.65 |
LOW |
39.24 |
0.618 |
38.57 |
1.000 |
38.16 |
1.618 |
37.49 |
2.618 |
36.41 |
4.250 |
34.65 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.78 |
39.46 |
PP |
39.71 |
39.33 |
S1 |
39.65 |
39.21 |
|