NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
37.29 |
37.29 |
0.00 |
0.0% |
40.28 |
High |
38.05 |
38.50 |
0.45 |
1.2% |
41.19 |
Low |
35.72 |
35.81 |
0.09 |
0.3% |
35.72 |
Close |
37.42 |
38.43 |
1.01 |
2.7% |
37.42 |
Range |
2.33 |
2.69 |
0.36 |
15.5% |
5.47 |
ATR |
2.11 |
2.15 |
0.04 |
2.0% |
0.00 |
Volume |
71,948 |
73,420 |
1,472 |
2.0% |
397,843 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.65 |
44.73 |
39.91 |
|
R3 |
42.96 |
42.04 |
39.17 |
|
R2 |
40.27 |
40.27 |
38.92 |
|
R1 |
39.35 |
39.35 |
38.68 |
39.81 |
PP |
37.58 |
37.58 |
37.58 |
37.81 |
S1 |
36.66 |
36.66 |
38.18 |
37.12 |
S2 |
34.89 |
34.89 |
37.94 |
|
S3 |
32.20 |
33.97 |
37.69 |
|
S4 |
29.51 |
31.28 |
36.95 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.52 |
51.44 |
40.43 |
|
R3 |
49.05 |
45.97 |
38.92 |
|
R2 |
43.58 |
43.58 |
38.42 |
|
R1 |
40.50 |
40.50 |
37.92 |
39.31 |
PP |
38.11 |
38.11 |
38.11 |
37.51 |
S1 |
35.03 |
35.03 |
36.92 |
33.84 |
S2 |
32.64 |
32.64 |
36.42 |
|
S3 |
27.17 |
29.56 |
35.92 |
|
S4 |
21.70 |
24.09 |
34.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.64 |
35.72 |
4.92 |
12.8% |
2.36 |
6.1% |
55% |
False |
False |
79,801 |
10 |
41.19 |
35.72 |
5.47 |
14.2% |
2.04 |
5.3% |
50% |
False |
False |
80,223 |
20 |
41.19 |
32.13 |
9.06 |
23.6% |
2.01 |
5.2% |
70% |
False |
False |
78,670 |
40 |
41.19 |
25.31 |
15.88 |
41.3% |
2.21 |
5.8% |
83% |
False |
False |
92,126 |
60 |
41.19 |
25.31 |
15.88 |
41.3% |
2.21 |
5.7% |
83% |
False |
False |
92,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.93 |
2.618 |
45.54 |
1.618 |
42.85 |
1.000 |
41.19 |
0.618 |
40.16 |
HIGH |
38.50 |
0.618 |
37.47 |
0.500 |
37.16 |
0.382 |
36.84 |
LOW |
35.81 |
0.618 |
34.15 |
1.000 |
33.12 |
1.618 |
31.46 |
2.618 |
28.77 |
4.250 |
24.38 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
38.01 |
38.22 |
PP |
37.58 |
38.00 |
S1 |
37.16 |
37.79 |
|