NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 26-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
39.02 |
39.88 |
0.86 |
2.2% |
39.55 |
High |
39.97 |
40.03 |
0.06 |
0.2% |
42.02 |
Low |
38.20 |
38.65 |
0.45 |
1.2% |
38.20 |
Close |
39.57 |
39.19 |
-0.38 |
-1.0% |
39.19 |
Range |
1.77 |
1.38 |
-0.39 |
-22.0% |
3.82 |
ATR |
1.90 |
1.86 |
-0.04 |
-1.9% |
0.00 |
Volume |
16,562 |
18,189 |
1,627 |
9.8% |
65,643 |
|
Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.43 |
42.69 |
39.95 |
|
R3 |
42.05 |
41.31 |
39.57 |
|
R2 |
40.67 |
40.67 |
39.44 |
|
R1 |
39.93 |
39.93 |
39.32 |
39.61 |
PP |
39.29 |
39.29 |
39.29 |
39.13 |
S1 |
38.55 |
38.55 |
39.06 |
38.23 |
S2 |
37.91 |
37.91 |
38.94 |
|
S3 |
36.53 |
37.17 |
38.81 |
|
S4 |
35.15 |
35.79 |
38.43 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.26 |
49.05 |
41.29 |
|
R3 |
47.44 |
45.23 |
40.24 |
|
R2 |
43.62 |
43.62 |
39.89 |
|
R1 |
41.41 |
41.41 |
39.54 |
40.61 |
PP |
39.80 |
39.80 |
39.80 |
39.40 |
S1 |
37.59 |
37.59 |
38.84 |
36.79 |
S2 |
35.98 |
35.98 |
38.49 |
|
S3 |
32.16 |
33.77 |
38.14 |
|
S4 |
28.34 |
29.95 |
37.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.02 |
38.20 |
3.82 |
9.7% |
1.84 |
4.7% |
26% |
False |
False |
13,128 |
10 |
42.02 |
36.07 |
5.95 |
15.2% |
1.82 |
4.7% |
52% |
False |
False |
11,775 |
20 |
42.02 |
35.94 |
6.08 |
15.5% |
1.79 |
4.6% |
53% |
False |
False |
12,423 |
40 |
42.02 |
28.36 |
13.66 |
34.9% |
1.81 |
4.6% |
79% |
False |
False |
11,448 |
60 |
42.02 |
26.22 |
15.80 |
40.3% |
1.94 |
5.0% |
82% |
False |
False |
11,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.90 |
2.618 |
43.64 |
1.618 |
42.26 |
1.000 |
41.41 |
0.618 |
40.88 |
HIGH |
40.03 |
0.618 |
39.50 |
0.500 |
39.34 |
0.382 |
39.18 |
LOW |
38.65 |
0.618 |
37.80 |
1.000 |
37.27 |
1.618 |
36.42 |
2.618 |
35.04 |
4.250 |
32.79 |
|
|
Fisher Pivots for day following 26-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
39.34 |
39.62 |
PP |
39.29 |
39.48 |
S1 |
39.24 |
39.33 |
|