NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
34.63 |
34.13 |
-0.50 |
-1.4% |
31.67 |
High |
34.90 |
35.55 |
0.65 |
1.9% |
32.27 |
Low |
33.72 |
33.82 |
0.10 |
0.3% |
29.68 |
Close |
34.17 |
35.23 |
1.06 |
3.1% |
32.01 |
Range |
1.18 |
1.73 |
0.55 |
46.6% |
2.59 |
ATR |
2.18 |
2.15 |
-0.03 |
-1.5% |
0.00 |
Volume |
63,917 |
73,744 |
9,827 |
15.4% |
405,996 |
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.06 |
39.37 |
36.18 |
|
R3 |
38.33 |
37.64 |
35.71 |
|
R2 |
36.60 |
36.60 |
35.55 |
|
R1 |
35.91 |
35.91 |
35.39 |
36.26 |
PP |
34.87 |
34.87 |
34.87 |
35.04 |
S1 |
34.18 |
34.18 |
35.07 |
34.53 |
S2 |
33.14 |
33.14 |
34.91 |
|
S3 |
31.41 |
32.45 |
34.75 |
|
S4 |
29.68 |
30.72 |
34.28 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.09 |
38.14 |
33.43 |
|
R3 |
36.50 |
35.55 |
32.72 |
|
R2 |
33.91 |
33.91 |
32.48 |
|
R1 |
32.96 |
32.96 |
32.25 |
33.44 |
PP |
31.32 |
31.32 |
31.32 |
31.56 |
S1 |
30.37 |
30.37 |
31.77 |
30.85 |
S2 |
28.73 |
28.73 |
31.54 |
|
S3 |
26.14 |
27.78 |
31.30 |
|
S4 |
23.55 |
25.19 |
30.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.55 |
29.68 |
5.87 |
16.7% |
1.77 |
5.0% |
95% |
True |
False |
80,651 |
10 |
35.55 |
29.63 |
5.92 |
16.8% |
1.72 |
4.9% |
95% |
True |
False |
81,513 |
20 |
35.55 |
26.91 |
8.64 |
24.5% |
2.00 |
5.7% |
96% |
True |
False |
93,233 |
40 |
37.27 |
25.31 |
11.96 |
33.9% |
2.22 |
6.3% |
83% |
False |
False |
99,590 |
60 |
50.43 |
25.31 |
25.12 |
71.3% |
2.52 |
7.1% |
39% |
False |
False |
104,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.90 |
2.618 |
40.08 |
1.618 |
38.35 |
1.000 |
37.28 |
0.618 |
36.62 |
HIGH |
35.55 |
0.618 |
34.89 |
0.500 |
34.69 |
0.382 |
34.48 |
LOW |
33.82 |
0.618 |
32.75 |
1.000 |
32.09 |
1.618 |
31.02 |
2.618 |
29.29 |
4.250 |
26.47 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
35.05 |
34.77 |
PP |
34.87 |
34.30 |
S1 |
34.69 |
33.84 |
|