NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 02-Jun-2020

Day Change Summary
	Previous	Current
	01-Jun-2020	02-Jun-2020	Change	Change %	Previous Week
Open	36.86	37.27	0.41	1.1%	35.02
High	37.37	38.22	0.85	2.3%	37.34
Low	36.13	37.04	0.91	2.5%	33.95
Close	37.15	38.10	0.95	2.6%	37.16
Range	1.24	1.18	-0.06	-4.8%	3.39
ATR	1.88	1.83	-0.05	-2.6%	0.00
Volume	14,496	10,971	-3,525	-24.3%	43,768

Daily Pivots for day following 02-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.33	40.89	38.75
R3	40.15	39.71	38.42
R2	38.97	38.97	38.32
R1	38.53	38.53	38.21	38.75
PP	37.79	37.79	37.79	37.90
S1	37.35	37.35	37.99	37.57
S2	36.61	36.61	37.88
S3	35.43	36.17	37.78
S4	34.25	34.99	37.45

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.32	45.13	39.02
R3	42.93	41.74	38.09
R2	39.54	39.54	37.78
R1	38.35	38.35	37.47	38.95
PP	36.15	36.15	36.15	36.45
S1	34.96	34.96	36.85	35.56
S2	32.76	32.76	36.54
S3	29.37	31.57	36.23
S4	25.98	28.18	35.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.22	33.95	4.27	11.2%	1.79	4.7%	97%	True	False	11,142
10	38.22	33.62	4.60	12.1%	1.65	4.3%	97%	True	False	10,548
20	38.22	30.00	8.22	21.6%	1.72	4.5%	99%	True	False	10,721
40	38.22	26.22	12.00	31.5%	1.94	5.1%	99%	True	False	10,999

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	43.24
2.618	41.31
1.618	40.13
1.000	39.40
0.618	38.95
HIGH	38.22
0.618	37.77
0.500	37.63
0.382	37.49
LOW	37.04
0.618	36.31
1.000	35.86
1.618	35.13
2.618	33.95
4.250	32.03

Fisher Pivots for day following 02-Jun-2020
Pivot	1 day	3 day
R1	37.94	37.59
PP	37.79	37.08
S1	37.63	36.57

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

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