NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 34.73 36.00 1.27 3.7% 34.20
High 36.67 36.70 0.03 0.1% 36.67
Low 33.65 35.34 1.69 5.0% 32.66
Close 36.43 36.40 -0.03 -0.1% 36.43
Range 3.02 1.36 -1.66 -55.0% 4.01
ATR 2.27 2.21 -0.07 -2.9% 0.00
Volume 27,245 26,281 -964 -3.5% 137,985
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 40.23 39.67 37.15
R3 38.87 38.31 36.77
R2 37.51 37.51 36.65
R1 36.95 36.95 36.52 37.23
PP 36.15 36.15 36.15 36.29
S1 35.59 35.59 36.28 35.87
S2 34.79 34.79 36.15
S3 33.43 34.23 36.03
S4 32.07 32.87 35.65
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 47.28 45.87 38.64
R3 43.27 41.86 37.53
R2 39.26 39.26 37.17
R1 37.85 37.85 36.80 38.56
PP 35.25 35.25 35.25 35.61
S1 33.84 33.84 36.06 34.55
S2 31.24 31.24 35.69
S3 27.23 29.83 35.33
S4 23.22 25.82 34.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.70 32.66 4.04 11.1% 2.23 6.1% 93% True False 32,853
10 36.70 31.30 5.40 14.8% 2.12 5.8% 94% True False 32,138
20 36.70 25.73 10.97 30.1% 2.07 5.7% 97% True False 36,576
40 36.70 23.26 13.44 36.9% 2.32 6.4% 98% True False 36,764
60 46.84 23.26 23.58 64.8% 2.56 7.0% 56% False False 37,213
80 54.30 23.26 31.04 85.3% 2.28 6.3% 42% False False 32,273
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.48
2.618 40.26
1.618 38.90
1.000 38.06
0.618 37.54
HIGH 36.70
0.618 36.18
0.500 36.02
0.382 35.86
LOW 35.34
0.618 34.50
1.000 33.98
1.618 33.14
2.618 31.78
4.250 29.56
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 36.27 35.83
PP 36.15 35.25
S1 36.02 34.68

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

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