NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
35.69 |
35.20 |
-0.49 |
-1.4% |
32.25 |
High |
35.85 |
36.52 |
0.67 |
1.9% |
36.08 |
Low |
33.12 |
34.53 |
1.41 |
4.3% |
32.13 |
Close |
35.18 |
36.21 |
1.03 |
2.9% |
35.18 |
Range |
2.73 |
1.99 |
-0.74 |
-27.1% |
3.95 |
ATR |
2.11 |
2.10 |
-0.01 |
-0.4% |
0.00 |
Volume |
68,414 |
70,714 |
2,300 |
3.4% |
385,418 |
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.72 |
40.96 |
37.30 |
|
R3 |
39.73 |
38.97 |
36.76 |
|
R2 |
37.74 |
37.74 |
36.57 |
|
R1 |
36.98 |
36.98 |
36.39 |
37.36 |
PP |
35.75 |
35.75 |
35.75 |
35.95 |
S1 |
34.99 |
34.99 |
36.03 |
35.37 |
S2 |
33.76 |
33.76 |
35.85 |
|
S3 |
31.77 |
33.00 |
35.66 |
|
S4 |
29.78 |
31.01 |
35.12 |
|
|
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 |
36.52 |
33.12 |
3.40 |
9.4% |
1.73 |
4.8% |
91% |
True |
False |
71,849 |
10 |
36.52 |
29.68 |
6.84 |
18.9% |
1.69 |
4.7% |
95% |
True |
False |
77,529 |
20 |
36.52 |
26.91 |
9.61 |
26.5% |
1.98 |
5.5% |
97% |
True |
False |
90,816 |
40 |
37.27 |
25.31 |
11.96 |
33.0% |
2.26 |
6.2% |
91% |
False |
False |
99,190 |
60 |
49.09 |
25.31 |
23.78 |
65.7% |
2.51 |
6.9% |
46% |
False |
False |
103,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.98 |
2.618 |
41.73 |
1.618 |
39.74 |
1.000 |
38.51 |
0.618 |
37.75 |
HIGH |
36.52 |
0.618 |
35.76 |
0.500 |
35.53 |
0.382 |
35.29 |
LOW |
34.53 |
0.618 |
33.30 |
1.000 |
32.54 |
1.618 |
31.31 |
2.618 |
29.32 |
4.250 |
26.07 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
35.98 |
35.75 |
PP |
35.75 |
35.28 |
S1 |
35.53 |
34.82 |
|