NYMEX Light Sweet Crude Oil Future January 2021
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 |
41.15 |
40.64 |
-0.51 |
-1.2% |
37.28 |
High |
42.02 |
41.04 |
-0.98 |
-2.3% |
40.83 |
Low |
40.40 |
38.25 |
-2.15 |
-5.3% |
36.07 |
Close |
40.89 |
38.87 |
-2.02 |
-4.9% |
40.27 |
Range |
1.62 |
2.79 |
1.17 |
72.2% |
4.76 |
ATR |
1.84 |
1.91 |
0.07 |
3.7% |
0.00 |
Volume |
6,403 |
15,506 |
9,103 |
142.2% |
52,107 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.76 |
46.10 |
40.40 |
|
R3 |
44.97 |
43.31 |
39.64 |
|
R2 |
42.18 |
42.18 |
39.38 |
|
R1 |
40.52 |
40.52 |
39.13 |
39.96 |
PP |
39.39 |
39.39 |
39.39 |
39.10 |
S1 |
37.73 |
37.73 |
38.61 |
37.17 |
S2 |
36.60 |
36.60 |
38.36 |
|
S3 |
33.81 |
34.94 |
38.10 |
|
S4 |
31.02 |
32.15 |
37.34 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.34 |
51.56 |
42.89 |
|
R3 |
48.58 |
46.80 |
41.58 |
|
R2 |
43.82 |
43.82 |
41.14 |
|
R1 |
42.04 |
42.04 |
40.71 |
42.93 |
PP |
39.06 |
39.06 |
39.06 |
39.50 |
S1 |
37.28 |
37.28 |
39.83 |
38.17 |
S2 |
34.30 |
34.30 |
39.40 |
|
S3 |
29.54 |
32.52 |
38.96 |
|
S4 |
24.78 |
27.76 |
37.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.02 |
38.25 |
3.77 |
9.7% |
1.79 |
4.6% |
16% |
False |
True |
12,205 |
10 |
42.02 |
35.94 |
6.08 |
15.6% |
2.02 |
5.2% |
48% |
False |
False |
10,896 |
20 |
42.02 |
33.95 |
8.07 |
20.8% |
1.86 |
4.8% |
61% |
False |
False |
11,520 |
40 |
42.02 |
28.01 |
14.01 |
36.0% |
1.83 |
4.7% |
78% |
False |
False |
11,291 |
60 |
42.02 |
26.22 |
15.80 |
40.6% |
1.95 |
5.0% |
80% |
False |
False |
11,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.90 |
2.618 |
48.34 |
1.618 |
45.55 |
1.000 |
43.83 |
0.618 |
42.76 |
HIGH |
41.04 |
0.618 |
39.97 |
0.500 |
39.65 |
0.382 |
39.32 |
LOW |
38.25 |
0.618 |
36.53 |
1.000 |
35.46 |
1.618 |
33.74 |
2.618 |
30.95 |
4.250 |
26.39 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.65 |
40.14 |
PP |
39.39 |
39.71 |
S1 |
39.13 |
39.29 |
|