NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.59 |
41.05 |
1.46 |
3.7% |
37.29 |
High |
41.15 |
41.98 |
0.83 |
2.0% |
40.82 |
Low |
39.35 |
40.25 |
0.90 |
2.3% |
35.81 |
Close |
41.12 |
40.82 |
-0.30 |
-0.7% |
40.19 |
Range |
1.80 |
1.73 |
-0.07 |
-3.9% |
5.01 |
ATR |
2.03 |
2.01 |
-0.02 |
-1.1% |
0.00 |
Volume |
50,046 |
59,020 |
8,974 |
17.9% |
386,123 |
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.21 |
45.24 |
41.77 |
|
R3 |
44.48 |
43.51 |
41.30 |
|
R2 |
42.75 |
42.75 |
41.14 |
|
R1 |
41.78 |
41.78 |
40.98 |
41.40 |
PP |
41.02 |
41.02 |
41.02 |
40.83 |
S1 |
40.05 |
40.05 |
40.66 |
39.67 |
S2 |
39.29 |
39.29 |
40.50 |
|
S3 |
37.56 |
38.32 |
40.34 |
|
S4 |
35.83 |
36.59 |
39.87 |
|
|
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 |
41.98 |
38.24 |
3.74 |
9.2% |
1.63 |
4.0% |
69% |
True |
False |
68,225 |
10 |
41.98 |
35.72 |
6.26 |
15.3% |
2.07 |
5.1% |
81% |
True |
False |
75,283 |
20 |
41.98 |
33.53 |
8.45 |
20.7% |
1.98 |
4.8% |
86% |
True |
False |
76,952 |
40 |
41.98 |
26.91 |
15.07 |
36.9% |
1.98 |
4.8% |
92% |
True |
False |
83,884 |
60 |
41.98 |
25.31 |
16.67 |
40.8% |
2.16 |
5.3% |
93% |
True |
False |
91,777 |
80 |
49.09 |
25.31 |
23.78 |
58.3% |
2.37 |
5.8% |
65% |
False |
False |
96,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.33 |
2.618 |
46.51 |
1.618 |
44.78 |
1.000 |
43.71 |
0.618 |
43.05 |
HIGH |
41.98 |
0.618 |
41.32 |
0.500 |
41.12 |
0.382 |
40.91 |
LOW |
40.25 |
0.618 |
39.18 |
1.000 |
38.52 |
1.618 |
37.45 |
2.618 |
35.72 |
4.250 |
32.90 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
41.12 |
40.71 |
PP |
41.02 |
40.61 |
S1 |
40.92 |
40.50 |
|