NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 29-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
Open |
34.25 |
35.44 |
1.19 |
3.5% |
35.20 |
High |
35.91 |
37.13 |
1.22 |
3.4% |
37.13 |
Low |
33.53 |
34.45 |
0.92 |
2.7% |
33.53 |
Close |
35.49 |
36.92 |
1.43 |
4.0% |
36.92 |
Range |
2.38 |
2.68 |
0.30 |
12.6% |
3.60 |
ATR |
2.13 |
2.17 |
0.04 |
1.8% |
0.00 |
Volume |
75,040 |
83,578 |
8,538 |
11.4% |
298,236 |
|
Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.21 |
43.24 |
38.39 |
|
R3 |
41.53 |
40.56 |
37.66 |
|
R2 |
38.85 |
38.85 |
37.41 |
|
R1 |
37.88 |
37.88 |
37.17 |
38.37 |
PP |
36.17 |
36.17 |
36.17 |
36.41 |
S1 |
35.20 |
35.20 |
36.67 |
35.69 |
S2 |
33.49 |
33.49 |
36.43 |
|
S3 |
30.81 |
32.52 |
36.18 |
|
S4 |
28.13 |
29.84 |
35.45 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.66 |
45.39 |
38.90 |
|
R3 |
43.06 |
41.79 |
37.91 |
|
R2 |
39.46 |
39.46 |
37.58 |
|
R1 |
38.19 |
38.19 |
37.25 |
38.83 |
PP |
35.86 |
35.86 |
35.86 |
36.18 |
S1 |
34.59 |
34.59 |
36.59 |
35.23 |
S2 |
32.26 |
32.26 |
36.26 |
|
S3 |
28.66 |
30.99 |
35.93 |
|
S4 |
25.06 |
27.39 |
34.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.13 |
33.12 |
4.01 |
10.9% |
2.38 |
6.5% |
95% |
True |
False |
73,330 |
10 |
37.13 |
30.79 |
6.34 |
17.2% |
2.00 |
5.4% |
97% |
True |
False |
76,269 |
20 |
37.13 |
27.57 |
9.56 |
25.9% |
2.04 |
5.5% |
98% |
True |
False |
85,851 |
40 |
37.27 |
25.31 |
11.96 |
32.4% |
2.30 |
6.2% |
97% |
False |
False |
97,419 |
60 |
48.33 |
25.31 |
23.02 |
62.4% |
2.51 |
6.8% |
50% |
False |
False |
103,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.52 |
2.618 |
44.15 |
1.618 |
41.47 |
1.000 |
39.81 |
0.618 |
38.79 |
HIGH |
37.13 |
0.618 |
36.11 |
0.500 |
35.79 |
0.382 |
35.47 |
LOW |
34.45 |
0.618 |
32.79 |
1.000 |
31.77 |
1.618 |
30.11 |
2.618 |
27.43 |
4.250 |
23.06 |
|
|
Fisher Pivots for day following 29-May-2020 |
Pivot |
1 day |
3 day |
R1 |
36.54 |
36.39 |
PP |
36.17 |
35.86 |
S1 |
35.79 |
35.33 |
|