NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 36.52 37.54 1.02 2.8% 34.20
High 37.69 38.69 1.00 2.7% 36.67
Low 36.24 36.85 0.61 1.7% 32.66
Close 37.53 38.05 0.52 1.4% 36.43
Range 1.45 1.84 0.39 26.9% 4.01
ATR 2.15 2.13 -0.02 -1.0% 0.00
Volume 31,364 37,482 6,118 19.5% 137,985
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.38 42.56 39.06
R3 41.54 40.72 38.56
R2 39.70 39.70 38.39
R1 38.88 38.88 38.22 39.29
PP 37.86 37.86 37.86 38.07
S1 37.04 37.04 37.88 37.45
S2 36.02 36.02 37.71
S3 34.18 35.20 37.54
S4 32.34 33.36 37.04
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 38.69 32.66 6.03 15.8% 2.06 5.4% 89% True False 30,536
10 38.69 32.33 6.36 16.7% 2.03 5.3% 90% True False 31,856
20 38.69 28.20 10.49 27.6% 1.97 5.2% 94% True False 35,423
40 38.69 23.26 15.43 40.6% 2.24 5.9% 96% True False 36,762
60 39.00 23.26 15.74 41.4% 2.42 6.3% 94% False False 36,295
80 54.30 23.26 31.04 81.6% 2.30 6.0% 48% False False 32,531
100 56.88 23.26 33.62 88.4% 2.07 5.4% 44% False False 28,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.51
2.618 43.51
1.618 41.67
1.000 40.53
0.618 39.83
HIGH 38.69
0.618 37.99
0.500 37.77
0.382 37.55
LOW 36.85
0.618 35.71
1.000 35.01
1.618 33.87
2.618 32.03
4.250 29.03
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 37.96 37.71
PP 37.86 37.36
S1 37.77 37.02

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

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