NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
39.58 |
40.95 |
1.37 |
3.5% |
36.67 |
| High |
41.06 |
41.91 |
0.85 |
2.1% |
40.76 |
| Low |
39.45 |
40.16 |
0.71 |
1.8% |
35.56 |
| Close |
41.04 |
40.73 |
-0.31 |
-0.8% |
40.10 |
| Range |
1.61 |
1.75 |
0.14 |
8.7% |
5.20 |
| ATR |
2.01 |
1.99 |
-0.02 |
-0.9% |
0.00 |
| Volume |
15,661 |
16,104 |
443 |
2.8% |
102,561 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.18 |
45.21 |
41.69 |
|
| R3 |
44.43 |
43.46 |
41.21 |
|
| R2 |
42.68 |
42.68 |
41.05 |
|
| R1 |
41.71 |
41.71 |
40.89 |
41.32 |
| PP |
40.93 |
40.93 |
40.93 |
40.74 |
| S1 |
39.96 |
39.96 |
40.57 |
39.57 |
| S2 |
39.18 |
39.18 |
40.41 |
|
| S3 |
37.43 |
38.21 |
40.25 |
|
| S4 |
35.68 |
36.46 |
39.77 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.41 |
52.45 |
42.96 |
|
| R3 |
49.21 |
47.25 |
41.53 |
|
| R2 |
44.01 |
44.01 |
41.05 |
|
| R1 |
42.05 |
42.05 |
40.58 |
43.03 |
| PP |
38.81 |
38.81 |
38.81 |
39.30 |
| S1 |
36.85 |
36.85 |
39.62 |
37.83 |
| S2 |
33.61 |
33.61 |
39.15 |
|
| S3 |
28.41 |
31.65 |
38.67 |
|
| S4 |
23.21 |
26.45 |
37.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.91 |
38.05 |
3.86 |
9.5% |
1.61 |
4.0% |
69% |
True |
False |
19,625 |
| 10 |
41.91 |
35.54 |
6.37 |
15.6% |
2.07 |
5.1% |
81% |
True |
False |
20,115 |
| 20 |
41.91 |
33.09 |
8.82 |
21.7% |
1.97 |
4.8% |
87% |
True |
False |
20,148 |
| 40 |
41.91 |
25.99 |
15.92 |
39.1% |
1.94 |
4.8% |
93% |
True |
False |
21,775 |
| 60 |
41.91 |
24.43 |
17.48 |
42.9% |
2.10 |
5.2% |
93% |
True |
False |
22,144 |
| 80 |
48.99 |
24.43 |
24.56 |
60.3% |
2.32 |
5.7% |
66% |
False |
False |
22,042 |
| 100 |
54.17 |
24.43 |
29.74 |
73.0% |
2.11 |
5.2% |
55% |
False |
False |
20,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.35 |
|
2.618 |
46.49 |
|
1.618 |
44.74 |
|
1.000 |
43.66 |
|
0.618 |
42.99 |
|
HIGH |
41.91 |
|
0.618 |
41.24 |
|
0.500 |
41.04 |
|
0.382 |
40.83 |
|
LOW |
40.16 |
|
0.618 |
39.08 |
|
1.000 |
38.41 |
|
1.618 |
37.33 |
|
2.618 |
35.58 |
|
4.250 |
32.72 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.04 |
40.63 |
| PP |
40.93 |
40.53 |
| S1 |
40.83 |
40.43 |
|