NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
40.33 |
39.08 |
-1.25 |
-3.1% |
36.20 |
| High |
41.06 |
39.81 |
-1.25 |
-3.0% |
40.43 |
| Low |
38.87 |
38.07 |
-0.80 |
-2.1% |
35.60 |
| Close |
38.94 |
39.67 |
0.73 |
1.9% |
40.28 |
| Range |
2.19 |
1.74 |
-0.45 |
-20.5% |
4.83 |
| ATR |
1.96 |
1.94 |
-0.02 |
-0.8% |
0.00 |
| Volume |
22,730 |
22,361 |
-369 |
-1.6% |
103,118 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.40 |
43.78 |
40.63 |
|
| R3 |
42.66 |
42.04 |
40.15 |
|
| R2 |
40.92 |
40.92 |
39.99 |
|
| R1 |
40.30 |
40.30 |
39.83 |
40.61 |
| PP |
39.18 |
39.18 |
39.18 |
39.34 |
| S1 |
38.56 |
38.56 |
39.51 |
38.87 |
| S2 |
37.44 |
37.44 |
39.35 |
|
| S3 |
35.70 |
36.82 |
39.19 |
|
| S4 |
33.96 |
35.08 |
38.71 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.26 |
51.60 |
42.94 |
|
| R3 |
48.43 |
46.77 |
41.61 |
|
| R2 |
43.60 |
43.60 |
41.17 |
|
| R1 |
41.94 |
41.94 |
40.72 |
42.77 |
| PP |
38.77 |
38.77 |
38.77 |
39.19 |
| S1 |
37.11 |
37.11 |
39.84 |
37.94 |
| S2 |
33.94 |
33.94 |
39.39 |
|
| S3 |
29.11 |
32.28 |
38.95 |
|
| S4 |
24.28 |
27.45 |
37.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.06 |
37.11 |
3.95 |
10.0% |
1.73 |
4.4% |
65% |
False |
False |
21,373 |
| 10 |
41.06 |
33.09 |
7.97 |
20.1% |
1.87 |
4.7% |
83% |
False |
False |
20,181 |
| 20 |
41.06 |
29.00 |
12.06 |
30.4% |
1.77 |
4.5% |
88% |
False |
False |
20,120 |
| 40 |
41.06 |
24.43 |
16.63 |
41.9% |
2.11 |
5.3% |
92% |
False |
False |
22,542 |
| 60 |
41.06 |
24.43 |
16.63 |
41.9% |
2.22 |
5.6% |
92% |
False |
False |
21,708 |
| 80 |
54.17 |
24.43 |
29.74 |
75.0% |
2.24 |
5.6% |
51% |
False |
False |
20,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.21 |
|
2.618 |
44.37 |
|
1.618 |
42.63 |
|
1.000 |
41.55 |
|
0.618 |
40.89 |
|
HIGH |
39.81 |
|
0.618 |
39.15 |
|
0.500 |
38.94 |
|
0.382 |
38.73 |
|
LOW |
38.07 |
|
0.618 |
36.99 |
|
1.000 |
36.33 |
|
1.618 |
35.25 |
|
2.618 |
33.51 |
|
4.250 |
30.68 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.43 |
39.64 |
| PP |
39.18 |
39.60 |
| S1 |
38.94 |
39.57 |
|