NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
34.13 |
35.18 |
1.05 |
3.1% |
31.67 |
High |
35.55 |
36.08 |
0.53 |
1.5% |
32.27 |
Low |
33.82 |
35.06 |
1.24 |
3.7% |
29.68 |
Close |
35.23 |
35.70 |
0.47 |
1.3% |
32.01 |
Range |
1.73 |
1.02 |
-0.71 |
-41.0% |
2.59 |
ATR |
2.15 |
2.07 |
-0.08 |
-3.7% |
0.00 |
Volume |
73,744 |
82,460 |
8,716 |
11.8% |
405,996 |
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.67 |
38.21 |
36.26 |
|
R3 |
37.65 |
37.19 |
35.98 |
|
R2 |
36.63 |
36.63 |
35.89 |
|
R1 |
36.17 |
36.17 |
35.79 |
36.40 |
PP |
35.61 |
35.61 |
35.61 |
35.73 |
S1 |
35.15 |
35.15 |
35.61 |
35.38 |
S2 |
34.59 |
34.59 |
35.51 |
|
S3 |
33.57 |
34.13 |
35.42 |
|
S4 |
32.55 |
33.11 |
35.14 |
|
|
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 |
36.08 |
30.79 |
5.29 |
14.8% |
1.61 |
4.5% |
93% |
True |
False |
79,208 |
10 |
36.08 |
29.68 |
6.40 |
17.9% |
1.58 |
4.4% |
94% |
True |
False |
79,848 |
20 |
36.08 |
26.91 |
9.17 |
25.7% |
1.92 |
5.4% |
96% |
True |
False |
92,385 |
40 |
37.27 |
25.31 |
11.96 |
33.5% |
2.20 |
6.2% |
87% |
False |
False |
99,860 |
60 |
49.09 |
25.31 |
23.78 |
66.6% |
2.50 |
7.0% |
44% |
False |
False |
104,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.42 |
2.618 |
38.75 |
1.618 |
37.73 |
1.000 |
37.10 |
0.618 |
36.71 |
HIGH |
36.08 |
0.618 |
35.69 |
0.500 |
35.57 |
0.382 |
35.45 |
LOW |
35.06 |
0.618 |
34.43 |
1.000 |
34.04 |
1.618 |
33.41 |
2.618 |
32.39 |
4.250 |
30.73 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
35.66 |
35.43 |
PP |
35.61 |
35.17 |
S1 |
35.57 |
34.90 |
|