NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 03-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
37.00 |
37.91 |
0.91 |
2.5% |
35.20 |
High |
38.11 |
38.98 |
0.87 |
2.3% |
37.13 |
Low |
36.72 |
37.37 |
0.65 |
1.8% |
33.53 |
Close |
37.91 |
38.44 |
0.53 |
1.4% |
36.92 |
Range |
1.39 |
1.61 |
0.22 |
15.8% |
3.60 |
ATR |
2.06 |
2.03 |
-0.03 |
-1.6% |
0.00 |
Volume |
80,486 |
86,574 |
6,088 |
7.6% |
298,236 |
|
Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.09 |
42.38 |
39.33 |
|
R3 |
41.48 |
40.77 |
38.88 |
|
R2 |
39.87 |
39.87 |
38.74 |
|
R1 |
39.16 |
39.16 |
38.59 |
39.52 |
PP |
38.26 |
38.26 |
38.26 |
38.44 |
S1 |
37.55 |
37.55 |
38.29 |
37.91 |
S2 |
36.65 |
36.65 |
38.14 |
|
S3 |
35.04 |
35.94 |
38.00 |
|
S4 |
33.43 |
34.33 |
37.55 |
|
|
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 |
38.98 |
33.53 |
5.45 |
14.2% |
1.88 |
4.9% |
90% |
True |
False |
82,640 |
10 |
38.98 |
33.12 |
5.86 |
15.2% |
1.90 |
4.9% |
91% |
True |
False |
77,743 |
20 |
38.98 |
29.63 |
9.35 |
24.3% |
1.87 |
4.9% |
94% |
True |
False |
80,919 |
40 |
38.98 |
25.31 |
13.67 |
35.6% |
2.16 |
5.6% |
96% |
True |
False |
93,190 |
60 |
40.05 |
25.31 |
14.74 |
38.3% |
2.39 |
6.2% |
89% |
False |
False |
100,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.82 |
2.618 |
43.19 |
1.618 |
41.58 |
1.000 |
40.59 |
0.618 |
39.97 |
HIGH |
38.98 |
0.618 |
38.36 |
0.500 |
38.18 |
0.382 |
37.99 |
LOW |
37.37 |
0.618 |
36.38 |
1.000 |
35.76 |
1.618 |
34.77 |
2.618 |
33.16 |
4.250 |
30.53 |
|
|
Fisher Pivots for day following 03-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
38.35 |
38.10 |
PP |
38.26 |
37.76 |
S1 |
38.18 |
37.43 |
|