NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
37.29 |
38.40 |
1.11 |
3.0% |
40.28 |
High |
38.50 |
40.19 |
1.69 |
4.4% |
41.19 |
Low |
35.81 |
37.71 |
1.90 |
5.3% |
35.72 |
Close |
38.43 |
39.51 |
1.08 |
2.8% |
37.42 |
Range |
2.69 |
2.48 |
-0.21 |
-7.8% |
5.47 |
ATR |
2.15 |
2.18 |
0.02 |
1.1% |
0.00 |
Volume |
73,420 |
80,640 |
7,220 |
9.8% |
397,843 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.58 |
45.52 |
40.87 |
|
R3 |
44.10 |
43.04 |
40.19 |
|
R2 |
41.62 |
41.62 |
39.96 |
|
R1 |
40.56 |
40.56 |
39.74 |
41.09 |
PP |
39.14 |
39.14 |
39.14 |
39.40 |
S1 |
38.08 |
38.08 |
39.28 |
38.61 |
S2 |
36.66 |
36.66 |
39.06 |
|
S3 |
34.18 |
35.60 |
38.83 |
|
S4 |
31.70 |
33.12 |
38.15 |
|
|
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 |
12.5% |
2.51 |
6.4% |
77% |
False |
False |
82,341 |
10 |
41.19 |
35.72 |
5.47 |
13.8% |
2.15 |
5.4% |
69% |
False |
False |
80,239 |
20 |
41.19 |
33.12 |
8.07 |
20.4% |
2.00 |
5.1% |
79% |
False |
False |
77,858 |
40 |
41.19 |
25.31 |
15.88 |
40.2% |
2.22 |
5.6% |
89% |
False |
False |
91,381 |
60 |
41.19 |
25.31 |
15.88 |
40.2% |
2.17 |
5.5% |
89% |
False |
False |
92,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.73 |
2.618 |
46.68 |
1.618 |
44.20 |
1.000 |
42.67 |
0.618 |
41.72 |
HIGH |
40.19 |
0.618 |
39.24 |
0.500 |
38.95 |
0.382 |
38.66 |
LOW |
37.71 |
0.618 |
36.18 |
1.000 |
35.23 |
1.618 |
33.70 |
2.618 |
31.22 |
4.250 |
27.17 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.32 |
38.99 |
PP |
39.14 |
38.47 |
S1 |
38.95 |
37.96 |
|