NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 19-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
38.78 |
39.50 |
0.72 |
1.9% |
37.29 |
High |
39.73 |
40.82 |
1.09 |
2.7% |
40.82 |
Low |
38.24 |
39.02 |
0.78 |
2.0% |
35.81 |
Close |
39.63 |
40.19 |
0.56 |
1.4% |
40.19 |
Range |
1.49 |
1.80 |
0.31 |
20.8% |
5.01 |
ATR |
2.07 |
2.05 |
-0.02 |
-0.9% |
0.00 |
Volume |
67,400 |
97,423 |
30,023 |
44.5% |
386,123 |
|
Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.41 |
44.60 |
41.18 |
|
R3 |
43.61 |
42.80 |
40.69 |
|
R2 |
41.81 |
41.81 |
40.52 |
|
R1 |
41.00 |
41.00 |
40.36 |
41.41 |
PP |
40.01 |
40.01 |
40.01 |
40.21 |
S1 |
39.20 |
39.20 |
40.03 |
39.61 |
S2 |
38.21 |
38.21 |
39.86 |
|
S3 |
36.41 |
37.40 |
39.70 |
|
S4 |
34.61 |
35.60 |
39.20 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.97 |
52.09 |
42.95 |
|
R3 |
48.96 |
47.08 |
41.57 |
|
R2 |
43.95 |
43.95 |
41.11 |
|
R1 |
42.07 |
42.07 |
40.65 |
43.01 |
PP |
38.94 |
38.94 |
38.94 |
39.41 |
S1 |
37.06 |
37.06 |
39.73 |
38.00 |
S2 |
33.93 |
33.93 |
39.27 |
|
S3 |
28.92 |
32.05 |
38.81 |
|
S4 |
23.91 |
27.04 |
37.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.82 |
35.81 |
5.01 |
12.5% |
1.96 |
4.9% |
87% |
True |
False |
77,224 |
10 |
41.19 |
35.72 |
5.47 |
13.6% |
2.12 |
5.3% |
82% |
False |
False |
78,396 |
20 |
41.19 |
33.12 |
8.07 |
20.1% |
2.04 |
5.1% |
88% |
False |
False |
78,455 |
40 |
41.19 |
26.91 |
14.28 |
35.5% |
1.98 |
4.9% |
93% |
False |
False |
85,420 |
60 |
41.19 |
25.31 |
15.88 |
39.5% |
2.15 |
5.3% |
94% |
False |
False |
92,725 |
80 |
49.09 |
25.31 |
23.78 |
59.2% |
2.39 |
5.9% |
63% |
False |
False |
98,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.47 |
2.618 |
45.53 |
1.618 |
43.73 |
1.000 |
42.62 |
0.618 |
41.93 |
HIGH |
40.82 |
0.618 |
40.13 |
0.500 |
39.92 |
0.382 |
39.71 |
LOW |
39.02 |
0.618 |
37.91 |
1.000 |
37.22 |
1.618 |
36.11 |
2.618 |
34.31 |
4.250 |
31.37 |
|
|
Fisher Pivots for day following 19-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
40.10 |
39.97 |
PP |
40.01 |
39.75 |
S1 |
39.92 |
39.53 |
|