NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 39.31 36.98 -2.33 -5.9% 40.10
High 39.35 37.64 -1.71 -4.3% 40.97
Low 36.21 35.25 -0.96 -2.7% 35.25
Close 37.00 37.00 0.00 0.0% 37.00
Range 3.14 2.39 -0.75 -23.9% 5.72
ATR 2.20 2.21 0.01 0.6% 0.00
Volume 47,893 31,364 -16,529 -34.5% 178,856
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.80 42.79 38.31
R3 41.41 40.40 37.66
R2 39.02 39.02 37.44
R1 38.01 38.01 37.22 38.52
PP 36.63 36.63 36.63 36.88
S1 35.62 35.62 36.78 36.13
S2 34.24 34.24 36.56
S3 31.85 33.23 36.34
S4 29.46 30.84 35.69
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.90 51.67 40.15
R3 49.18 45.95 38.57
R2 43.46 43.46 38.05
R1 40.23 40.23 37.52 38.99
PP 37.74 37.74 37.74 37.12
S1 34.51 34.51 36.48 33.27
S2 32.02 32.02 35.95
S3 26.30 28.79 35.43
S4 20.58 23.07 33.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.97 35.25 5.72 15.5% 2.32 6.3% 31% False True 35,771
10 40.97 35.25 5.72 15.5% 1.97 5.3% 31% False True 33,964
20 40.97 29.67 11.30 30.5% 2.06 5.6% 65% False False 33,436
40 40.97 23.26 17.71 47.9% 2.27 6.1% 78% False False 38,876
60 40.97 23.26 17.71 47.9% 2.29 6.2% 78% False False 35,591
80 54.30 23.26 31.04 83.9% 2.40 6.5% 44% False False 34,244
100 56.11 23.26 32.85 88.8% 2.17 5.9% 42% False False 30,250
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.80
2.618 43.90
1.618 41.51
1.000 40.03
0.618 39.12
HIGH 37.64
0.618 36.73
0.500 36.45
0.382 36.16
LOW 35.25
0.618 33.77
1.000 32.86
1.618 31.38
2.618 28.99
4.250 25.09
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 36.82 37.83
PP 36.63 37.55
S1 36.45 37.28

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

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