NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 17-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.40 |
39.08 |
0.68 |
1.8% |
40.28 |
High |
40.19 |
39.76 |
-0.43 |
-1.1% |
41.19 |
Low |
37.71 |
38.41 |
0.70 |
1.9% |
35.72 |
Close |
39.51 |
38.90 |
-0.61 |
-1.5% |
37.42 |
Range |
2.48 |
1.35 |
-1.13 |
-45.6% |
5.47 |
ATR |
2.18 |
2.12 |
-0.06 |
-2.7% |
0.00 |
Volume |
80,640 |
67,240 |
-13,400 |
-16.6% |
397,843 |
|
Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.07 |
42.34 |
39.64 |
|
R3 |
41.72 |
40.99 |
39.27 |
|
R2 |
40.37 |
40.37 |
39.15 |
|
R1 |
39.64 |
39.64 |
39.02 |
39.33 |
PP |
39.02 |
39.02 |
39.02 |
38.87 |
S1 |
38.29 |
38.29 |
38.78 |
37.98 |
S2 |
37.67 |
37.67 |
38.65 |
|
S3 |
36.32 |
36.94 |
38.53 |
|
S4 |
34.97 |
35.59 |
38.16 |
|
|
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 |
40.19 |
35.72 |
4.47 |
11.5% |
2.41 |
6.2% |
71% |
False |
False |
82,624 |
10 |
41.19 |
35.72 |
5.47 |
14.1% |
2.12 |
5.4% |
58% |
False |
False |
78,305 |
20 |
41.19 |
33.12 |
8.07 |
20.7% |
2.01 |
5.2% |
72% |
False |
False |
78,024 |
40 |
41.19 |
25.31 |
15.88 |
40.8% |
2.08 |
5.3% |
86% |
False |
False |
87,424 |
60 |
41.19 |
25.31 |
15.88 |
40.8% |
2.15 |
5.5% |
86% |
False |
False |
92,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.50 |
2.618 |
43.29 |
1.618 |
41.94 |
1.000 |
41.11 |
0.618 |
40.59 |
HIGH |
39.76 |
0.618 |
39.24 |
0.500 |
39.09 |
0.382 |
38.93 |
LOW |
38.41 |
0.618 |
37.58 |
1.000 |
37.06 |
1.618 |
36.23 |
2.618 |
34.88 |
4.250 |
32.67 |
|
|
Fisher Pivots for day following 17-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.09 |
38.60 |
PP |
39.02 |
38.30 |
S1 |
38.96 |
38.00 |
|