NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 29-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.68 |
38.62 |
-1.06 |
-2.7% |
39.59 |
High |
39.91 |
40.35 |
0.44 |
1.1% |
41.98 |
Low |
38.49 |
38.27 |
-0.22 |
-0.6% |
38.02 |
Close |
39.07 |
40.17 |
1.10 |
2.8% |
39.07 |
Range |
1.42 |
2.08 |
0.66 |
46.5% |
3.96 |
ATR |
2.01 |
2.02 |
0.00 |
0.2% |
0.00 |
Volume |
63,201 |
68,966 |
5,765 |
9.1% |
335,715 |
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.84 |
45.08 |
41.31 |
|
R3 |
43.76 |
43.00 |
40.74 |
|
R2 |
41.68 |
41.68 |
40.55 |
|
R1 |
40.92 |
40.92 |
40.36 |
41.30 |
PP |
39.60 |
39.60 |
39.60 |
39.79 |
S1 |
38.84 |
38.84 |
39.98 |
39.22 |
S2 |
37.52 |
37.52 |
39.79 |
|
S3 |
35.44 |
36.76 |
39.60 |
|
S4 |
33.36 |
34.68 |
39.03 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.57 |
49.28 |
41.25 |
|
R3 |
47.61 |
45.32 |
40.16 |
|
R2 |
43.65 |
43.65 |
39.80 |
|
R1 |
41.36 |
41.36 |
39.43 |
40.53 |
PP |
39.69 |
39.69 |
39.69 |
39.27 |
S1 |
37.40 |
37.40 |
38.71 |
36.57 |
S2 |
35.73 |
35.73 |
38.34 |
|
S3 |
31.77 |
33.44 |
37.98 |
|
S4 |
27.81 |
29.48 |
36.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.98 |
38.02 |
3.96 |
9.9% |
1.99 |
5.0% |
54% |
False |
False |
70,927 |
10 |
41.98 |
37.71 |
4.27 |
10.6% |
1.89 |
4.7% |
58% |
False |
False |
71,738 |
20 |
41.98 |
35.72 |
6.26 |
15.6% |
1.96 |
4.9% |
71% |
False |
False |
75,981 |
40 |
41.98 |
27.57 |
14.41 |
35.9% |
1.97 |
4.9% |
87% |
False |
False |
80,691 |
60 |
41.98 |
25.31 |
16.67 |
41.5% |
2.14 |
5.3% |
89% |
False |
False |
88,989 |
80 |
47.28 |
25.31 |
21.97 |
54.7% |
2.37 |
5.9% |
68% |
False |
False |
96,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.19 |
2.618 |
45.80 |
1.618 |
43.72 |
1.000 |
42.43 |
0.618 |
41.64 |
HIGH |
40.35 |
0.618 |
39.56 |
0.500 |
39.31 |
0.382 |
39.06 |
LOW |
38.27 |
0.618 |
36.98 |
1.000 |
36.19 |
1.618 |
34.90 |
2.618 |
32.82 |
4.250 |
29.43 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.88 |
39.84 |
PP |
39.60 |
39.51 |
S1 |
39.31 |
39.19 |
|