NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
36.67 |
38.15 |
1.48 |
4.0% |
40.33 |
| High |
38.27 |
39.99 |
1.72 |
4.5% |
41.06 |
| Low |
35.56 |
37.56 |
2.00 |
5.6% |
35.54 |
| Close |
38.19 |
39.30 |
1.11 |
2.9% |
37.21 |
| Range |
2.71 |
2.43 |
-0.28 |
-10.3% |
5.52 |
| ATR |
2.13 |
2.15 |
0.02 |
1.0% |
0.00 |
| Volume |
17,102 |
19,099 |
1,997 |
11.7% |
111,920 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.24 |
45.20 |
40.64 |
|
| R3 |
43.81 |
42.77 |
39.97 |
|
| R2 |
41.38 |
41.38 |
39.75 |
|
| R1 |
40.34 |
40.34 |
39.52 |
40.86 |
| PP |
38.95 |
38.95 |
38.95 |
39.21 |
| S1 |
37.91 |
37.91 |
39.08 |
38.43 |
| S2 |
36.52 |
36.52 |
38.85 |
|
| S3 |
34.09 |
35.48 |
38.63 |
|
| S4 |
31.66 |
33.05 |
37.96 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.50 |
51.37 |
40.25 |
|
| R3 |
48.98 |
45.85 |
38.73 |
|
| R2 |
43.46 |
43.46 |
38.22 |
|
| R1 |
40.33 |
40.33 |
37.72 |
39.14 |
| PP |
37.94 |
37.94 |
37.94 |
37.34 |
| S1 |
34.81 |
34.81 |
36.70 |
33.62 |
| S2 |
32.42 |
32.42 |
36.20 |
|
| S3 |
26.90 |
29.29 |
35.69 |
|
| S4 |
21.38 |
23.77 |
34.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.50 |
35.54 |
4.96 |
12.6% |
2.52 |
6.4% |
76% |
False |
False |
20,606 |
| 10 |
41.06 |
35.54 |
5.52 |
14.0% |
2.13 |
5.4% |
68% |
False |
False |
20,989 |
| 20 |
41.06 |
32.79 |
8.27 |
21.0% |
1.99 |
5.1% |
79% |
False |
False |
19,317 |
| 40 |
41.06 |
24.43 |
16.63 |
42.3% |
2.18 |
5.5% |
89% |
False |
False |
22,895 |
| 60 |
41.06 |
24.43 |
16.63 |
42.3% |
2.11 |
5.4% |
89% |
False |
False |
21,642 |
| 80 |
52.03 |
24.43 |
27.60 |
70.2% |
2.34 |
6.0% |
54% |
False |
False |
21,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.32 |
|
2.618 |
46.35 |
|
1.618 |
43.92 |
|
1.000 |
42.42 |
|
0.618 |
41.49 |
|
HIGH |
39.99 |
|
0.618 |
39.06 |
|
0.500 |
38.78 |
|
0.382 |
38.49 |
|
LOW |
37.56 |
|
0.618 |
36.06 |
|
1.000 |
35.13 |
|
1.618 |
33.63 |
|
2.618 |
31.20 |
|
4.250 |
27.23 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.13 |
38.79 |
| PP |
38.95 |
38.28 |
| S1 |
38.78 |
37.77 |
|