NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 01-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
| Open |
27.41 |
28.39 |
0.98 |
3.6% |
27.62 |
| High |
29.40 |
29.58 |
0.18 |
0.6% |
29.58 |
| Low |
26.75 |
27.30 |
0.55 |
2.1% |
25.99 |
| Close |
28.72 |
27.74 |
-0.98 |
-3.4% |
27.74 |
| Range |
2.65 |
2.28 |
-0.37 |
-14.0% |
3.59 |
| ATR |
2.43 |
2.42 |
-0.01 |
-0.5% |
0.00 |
| Volume |
27,481 |
32,291 |
4,810 |
17.5% |
114,933 |
|
| Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.05 |
33.67 |
28.99 |
|
| R3 |
32.77 |
31.39 |
28.37 |
|
| R2 |
30.49 |
30.49 |
28.16 |
|
| R1 |
29.11 |
29.11 |
27.95 |
28.66 |
| PP |
28.21 |
28.21 |
28.21 |
27.98 |
| S1 |
26.83 |
26.83 |
27.53 |
26.38 |
| S2 |
25.93 |
25.93 |
27.32 |
|
| S3 |
23.65 |
24.55 |
27.11 |
|
| S4 |
21.37 |
22.27 |
26.49 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.54 |
36.73 |
29.71 |
|
| R3 |
34.95 |
33.14 |
28.73 |
|
| R2 |
31.36 |
31.36 |
28.40 |
|
| R1 |
29.55 |
29.55 |
28.07 |
30.46 |
| PP |
27.77 |
27.77 |
27.77 |
28.22 |
| S1 |
25.96 |
25.96 |
27.41 |
26.87 |
| S2 |
24.18 |
24.18 |
27.08 |
|
| S3 |
20.59 |
22.37 |
26.75 |
|
| S4 |
17.00 |
18.78 |
25.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29.58 |
25.99 |
3.59 |
12.9% |
1.89 |
6.8% |
49% |
True |
False |
22,986 |
| 10 |
33.51 |
24.43 |
9.08 |
32.7% |
2.76 |
10.0% |
36% |
False |
False |
26,782 |
| 20 |
36.88 |
24.43 |
12.45 |
44.9% |
2.38 |
8.6% |
27% |
False |
False |
22,271 |
| 40 |
47.14 |
24.43 |
22.71 |
81.9% |
2.68 |
9.7% |
15% |
False |
False |
23,961 |
| 60 |
54.17 |
24.43 |
29.74 |
107.2% |
2.25 |
8.1% |
11% |
False |
False |
19,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.27 |
|
2.618 |
35.55 |
|
1.618 |
33.27 |
|
1.000 |
31.86 |
|
0.618 |
30.99 |
|
HIGH |
29.58 |
|
0.618 |
28.71 |
|
0.500 |
28.44 |
|
0.382 |
28.17 |
|
LOW |
27.30 |
|
0.618 |
25.89 |
|
1.000 |
25.02 |
|
1.618 |
23.61 |
|
2.618 |
21.33 |
|
4.250 |
17.61 |
|
|
| Fisher Pivots for day following 01-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28.44 |
27.94 |
| PP |
28.21 |
27.87 |
| S1 |
27.97 |
27.81 |
|