NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
41.05 |
40.47 |
-0.58 |
-1.4% |
37.29 |
High |
41.98 |
40.99 |
-0.99 |
-2.4% |
40.82 |
Low |
40.25 |
38.08 |
-2.17 |
-5.4% |
35.81 |
Close |
40.82 |
38.73 |
-2.09 |
-5.1% |
40.19 |
Range |
1.73 |
2.91 |
1.18 |
68.2% |
5.01 |
ATR |
2.01 |
2.08 |
0.06 |
3.2% |
0.00 |
Volume |
59,020 |
82,041 |
23,021 |
39.0% |
386,123 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.00 |
46.27 |
40.33 |
|
R3 |
45.09 |
43.36 |
39.53 |
|
R2 |
42.18 |
42.18 |
39.26 |
|
R1 |
40.45 |
40.45 |
39.00 |
39.86 |
PP |
39.27 |
39.27 |
39.27 |
38.97 |
S1 |
37.54 |
37.54 |
38.46 |
36.95 |
S2 |
36.36 |
36.36 |
38.20 |
|
S3 |
33.45 |
34.63 |
37.93 |
|
S4 |
30.54 |
31.72 |
37.13 |
|
|
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 |
41.98 |
38.08 |
3.90 |
10.1% |
1.95 |
5.0% |
17% |
False |
True |
71,186 |
10 |
41.98 |
35.72 |
6.26 |
16.2% |
2.18 |
5.6% |
48% |
False |
False |
76,905 |
20 |
41.98 |
33.53 |
8.45 |
21.8% |
2.02 |
5.2% |
62% |
False |
False |
77,609 |
40 |
41.98 |
27.08 |
14.90 |
38.5% |
2.01 |
5.2% |
78% |
False |
False |
82,997 |
60 |
41.98 |
25.31 |
16.67 |
43.0% |
2.19 |
5.6% |
81% |
False |
False |
91,375 |
80 |
49.09 |
25.31 |
23.78 |
61.4% |
2.37 |
6.1% |
56% |
False |
False |
96,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.36 |
2.618 |
48.61 |
1.618 |
45.70 |
1.000 |
43.90 |
0.618 |
42.79 |
HIGH |
40.99 |
0.618 |
39.88 |
0.500 |
39.54 |
0.382 |
39.19 |
LOW |
38.08 |
0.618 |
36.28 |
1.000 |
35.17 |
1.618 |
33.37 |
2.618 |
30.46 |
4.250 |
25.71 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.54 |
40.03 |
PP |
39.27 |
39.60 |
S1 |
39.00 |
39.16 |
|