NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 28-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
Open |
36.05 |
34.25 |
-1.80 |
-5.0% |
32.25 |
High |
36.08 |
35.91 |
-0.17 |
-0.5% |
36.08 |
Low |
33.95 |
33.53 |
-0.42 |
-1.2% |
32.13 |
Close |
34.81 |
35.49 |
0.68 |
2.0% |
35.18 |
Range |
2.13 |
2.38 |
0.25 |
11.7% |
3.95 |
ATR |
2.12 |
2.13 |
0.02 |
0.9% |
0.00 |
Volume |
68,904 |
75,040 |
6,136 |
8.9% |
385,418 |
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.12 |
41.18 |
36.80 |
|
R3 |
39.74 |
38.80 |
36.14 |
|
R2 |
37.36 |
37.36 |
35.93 |
|
R1 |
36.42 |
36.42 |
35.71 |
36.89 |
PP |
34.98 |
34.98 |
34.98 |
35.21 |
S1 |
34.04 |
34.04 |
35.27 |
34.51 |
S2 |
32.60 |
32.60 |
35.05 |
|
S3 |
30.22 |
31.66 |
34.84 |
|
S4 |
27.84 |
29.28 |
34.18 |
|
|
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 |
9.6% |
2.05 |
5.8% |
70% |
False |
False |
73,106 |
10 |
36.52 |
29.68 |
6.84 |
19.3% |
1.91 |
5.4% |
85% |
False |
False |
76,879 |
20 |
36.52 |
27.57 |
8.95 |
25.2% |
2.05 |
5.8% |
88% |
False |
False |
87,442 |
40 |
37.27 |
25.31 |
11.96 |
33.7% |
2.28 |
6.4% |
85% |
False |
False |
98,335 |
60 |
48.98 |
25.31 |
23.67 |
66.7% |
2.49 |
7.0% |
43% |
False |
False |
103,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.03 |
2.618 |
42.14 |
1.618 |
39.76 |
1.000 |
38.29 |
0.618 |
37.38 |
HIGH |
35.91 |
0.618 |
35.00 |
0.500 |
34.72 |
0.382 |
34.44 |
LOW |
33.53 |
0.618 |
32.06 |
1.000 |
31.15 |
1.618 |
29.68 |
2.618 |
27.30 |
4.250 |
23.42 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
35.23 |
35.34 |
PP |
34.98 |
35.18 |
S1 |
34.72 |
35.03 |
|