NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 08-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.61 |
40.28 |
1.67 |
4.3% |
36.46 |
High |
40.64 |
41.19 |
0.55 |
1.4% |
40.64 |
Low |
38.38 |
38.96 |
0.58 |
1.5% |
35.87 |
Close |
40.42 |
39.10 |
-1.32 |
-3.3% |
40.42 |
Range |
2.26 |
2.23 |
-0.03 |
-1.3% |
4.77 |
ATR |
1.98 |
2.00 |
0.02 |
0.9% |
0.00 |
Volume |
108,238 |
72,258 |
-35,980 |
-33.2% |
418,499 |
|
Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.44 |
45.00 |
40.33 |
|
R3 |
44.21 |
42.77 |
39.71 |
|
R2 |
41.98 |
41.98 |
39.51 |
|
R1 |
40.54 |
40.54 |
39.30 |
40.15 |
PP |
39.75 |
39.75 |
39.75 |
39.55 |
S1 |
38.31 |
38.31 |
38.90 |
37.92 |
S2 |
37.52 |
37.52 |
38.69 |
|
S3 |
35.29 |
36.08 |
38.49 |
|
S4 |
33.06 |
33.85 |
37.87 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.29 |
51.62 |
43.04 |
|
R3 |
48.52 |
46.85 |
41.73 |
|
R2 |
43.75 |
43.75 |
41.29 |
|
R1 |
42.08 |
42.08 |
40.86 |
42.92 |
PP |
38.98 |
38.98 |
38.98 |
39.39 |
S1 |
37.31 |
37.31 |
39.98 |
38.15 |
S2 |
34.21 |
34.21 |
39.55 |
|
S3 |
29.44 |
32.54 |
39.11 |
|
S4 |
24.67 |
27.77 |
37.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.19 |
36.72 |
4.47 |
11.4% |
1.71 |
4.4% |
53% |
True |
False |
80,646 |
10 |
41.19 |
33.53 |
7.66 |
19.6% |
1.91 |
4.9% |
73% |
True |
False |
78,899 |
20 |
41.19 |
29.68 |
11.51 |
29.4% |
1.78 |
4.5% |
82% |
True |
False |
79,020 |
40 |
41.19 |
25.31 |
15.88 |
40.6% |
2.16 |
5.5% |
87% |
True |
False |
90,921 |
60 |
41.19 |
25.31 |
15.88 |
40.6% |
2.32 |
5.9% |
87% |
True |
False |
96,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.67 |
2.618 |
47.03 |
1.618 |
44.80 |
1.000 |
43.42 |
0.618 |
42.57 |
HIGH |
41.19 |
0.618 |
40.34 |
0.500 |
40.08 |
0.382 |
39.81 |
LOW |
38.96 |
0.618 |
37.58 |
1.000 |
36.73 |
1.618 |
35.35 |
2.618 |
33.12 |
4.250 |
29.48 |
|
|
Fisher Pivots for day following 08-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
40.08 |
39.47 |
PP |
39.75 |
39.34 |
S1 |
39.43 |
39.22 |
|