NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 37.96 38.61 0.65 1.7% 36.46
High 38.81 40.64 1.83 4.7% 40.64
Low 37.74 38.38 0.64 1.7% 35.87
Close 38.68 40.42 1.74 4.5% 40.42
Range 1.07 2.26 1.19 111.2% 4.77
ATR 1.96 1.98 0.02 1.1% 0.00
Volume 55,678 108,238 52,560 94.4% 418,499
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.59 45.77 41.66
R3 44.33 43.51 41.04
R2 42.07 42.07 40.83
R1 41.25 41.25 40.63 41.66
PP 39.81 39.81 39.81 40.02
S1 38.99 38.99 40.21 39.40
S2 37.55 37.55 40.01
S3 35.29 36.73 39.80
S4 33.03 34.47 39.18
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.29 51.62 43.04
R3 48.52 46.85 41.73
R2 43.75 43.75 41.29
R1 42.08 42.08 40.86 42.92
PP 38.98 38.98 38.98 39.39
S1 37.31 37.31 39.98 38.15
S2 34.21 34.21 39.55
S3 29.44 32.54 39.11
S4 24.67 27.77 37.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.64 35.87 4.77 11.8% 1.53 3.8% 95% True False 83,699
10 40.64 33.12 7.52 18.6% 1.96 4.8% 97% True False 78,514
20 40.64 29.68 10.96 27.1% 1.77 4.4% 98% True False 79,181
40 40.64 25.31 15.33 37.9% 2.17 5.4% 99% True False 92,527
60 40.64 25.31 15.33 37.9% 2.32 5.7% 99% True False 98,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.25
2.618 46.56
1.618 44.30
1.000 42.90
0.618 42.04
HIGH 40.64
0.618 39.78
0.500 39.51
0.382 39.24
LOW 38.38
0.618 36.98
1.000 36.12
1.618 34.72
2.618 32.46
4.250 28.78
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 40.12 39.95
PP 39.81 39.48
S1 39.51 39.01

These figures are updated between 7pm and 10pm EST after a trading day.

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