NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 22-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.50 |
39.59 |
0.09 |
0.2% |
37.29 |
High |
40.82 |
41.15 |
0.33 |
0.8% |
40.82 |
Low |
39.02 |
39.35 |
0.33 |
0.8% |
35.81 |
Close |
40.19 |
41.12 |
0.93 |
2.3% |
40.19 |
Range |
1.80 |
1.80 |
0.00 |
0.0% |
5.01 |
ATR |
2.05 |
2.03 |
-0.02 |
-0.9% |
0.00 |
Volume |
97,423 |
50,046 |
-47,377 |
-48.6% |
386,123 |
|
Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.94 |
45.33 |
42.11 |
|
R3 |
44.14 |
43.53 |
41.62 |
|
R2 |
42.34 |
42.34 |
41.45 |
|
R1 |
41.73 |
41.73 |
41.29 |
42.04 |
PP |
40.54 |
40.54 |
40.54 |
40.69 |
S1 |
39.93 |
39.93 |
40.96 |
40.24 |
S2 |
38.74 |
38.74 |
40.79 |
|
S3 |
36.94 |
38.13 |
40.63 |
|
S4 |
35.14 |
36.33 |
40.13 |
|
|
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 |
41.15 |
37.71 |
3.44 |
8.4% |
1.78 |
4.3% |
99% |
True |
False |
72,549 |
10 |
41.15 |
35.72 |
5.43 |
13.2% |
2.07 |
5.0% |
99% |
True |
False |
76,175 |
20 |
41.19 |
33.53 |
7.66 |
18.6% |
1.99 |
4.8% |
99% |
False |
False |
77,537 |
40 |
41.19 |
26.91 |
14.28 |
34.7% |
1.98 |
4.8% |
100% |
False |
False |
84,896 |
60 |
41.19 |
25.31 |
15.88 |
38.6% |
2.15 |
5.2% |
100% |
False |
False |
92,276 |
80 |
49.09 |
25.31 |
23.78 |
57.8% |
2.38 |
5.8% |
66% |
False |
False |
97,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.80 |
2.618 |
45.86 |
1.618 |
44.06 |
1.000 |
42.95 |
0.618 |
42.26 |
HIGH |
41.15 |
0.618 |
40.46 |
0.500 |
40.25 |
0.382 |
40.04 |
LOW |
39.35 |
0.618 |
38.24 |
1.000 |
37.55 |
1.618 |
36.44 |
2.618 |
34.64 |
4.250 |
31.70 |
|
|
Fisher Pivots for day following 22-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
40.83 |
40.65 |
PP |
40.54 |
40.17 |
S1 |
40.25 |
39.70 |
|