NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
35.18 |
35.69 |
0.51 |
1.4% |
32.25 |
High |
36.08 |
35.85 |
-0.23 |
-0.6% |
36.08 |
Low |
35.06 |
33.12 |
-1.94 |
-5.5% |
32.13 |
Close |
35.70 |
35.18 |
-0.52 |
-1.5% |
35.18 |
Range |
1.02 |
2.73 |
1.71 |
167.6% |
3.95 |
ATR |
2.07 |
2.11 |
0.05 |
2.3% |
0.00 |
Volume |
82,460 |
68,414 |
-14,046 |
-17.0% |
385,418 |
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.91 |
41.77 |
36.68 |
|
R3 |
40.18 |
39.04 |
35.93 |
|
R2 |
37.45 |
37.45 |
35.68 |
|
R1 |
36.31 |
36.31 |
35.43 |
35.52 |
PP |
34.72 |
34.72 |
34.72 |
34.32 |
S1 |
33.58 |
33.58 |
34.93 |
32.79 |
S2 |
31.99 |
31.99 |
34.68 |
|
S3 |
29.26 |
30.85 |
34.43 |
|
S4 |
26.53 |
28.12 |
33.68 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.31 |
44.70 |
37.35 |
|
R3 |
42.36 |
40.75 |
36.27 |
|
R2 |
38.41 |
38.41 |
35.90 |
|
R1 |
36.80 |
36.80 |
35.54 |
37.61 |
PP |
34.46 |
34.46 |
34.46 |
34.87 |
S1 |
32.85 |
32.85 |
34.82 |
33.66 |
S2 |
30.51 |
30.51 |
34.46 |
|
S3 |
26.56 |
28.90 |
34.09 |
|
S4 |
22.61 |
24.95 |
33.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.08 |
32.13 |
3.95 |
11.2% |
1.86 |
5.3% |
77% |
False |
False |
77,083 |
10 |
36.08 |
29.68 |
6.40 |
18.2% |
1.65 |
4.7% |
86% |
False |
False |
79,141 |
20 |
36.08 |
26.91 |
9.17 |
26.1% |
1.96 |
5.6% |
90% |
False |
False |
92,255 |
40 |
37.27 |
25.31 |
11.96 |
34.0% |
2.23 |
6.4% |
83% |
False |
False |
99,645 |
60 |
49.09 |
25.31 |
23.78 |
67.6% |
2.52 |
7.2% |
42% |
False |
False |
104,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.45 |
2.618 |
43.00 |
1.618 |
40.27 |
1.000 |
38.58 |
0.618 |
37.54 |
HIGH |
35.85 |
0.618 |
34.81 |
0.500 |
34.49 |
0.382 |
34.16 |
LOW |
33.12 |
0.618 |
31.43 |
1.000 |
30.39 |
1.618 |
28.70 |
2.618 |
25.97 |
4.250 |
21.52 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
34.95 |
34.99 |
PP |
34.72 |
34.79 |
S1 |
34.49 |
34.60 |
|