NYMEX Light Sweet Crude Oil Future November 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 35.05 36.20 1.15 3.3% 34.61
High 36.90 36.89 -0.01 0.0% 36.90
Low 34.07 35.60 1.53 4.5% 33.09
Close 36.67 36.65 -0.02 -0.1% 36.67
Range 2.83 1.29 -1.54 -54.4% 3.81
ATR 2.15 2.08 -0.06 -2.8% 0.00
Volume 16,575 21,476 4,901 29.6% 72,044
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 40.25 39.74 37.36
R3 38.96 38.45 37.00
R2 37.67 37.67 36.89
R1 37.16 37.16 36.77 37.42
PP 36.38 36.38 36.38 36.51
S1 35.87 35.87 36.53 36.13
S2 35.09 35.09 36.41
S3 33.80 34.58 36.30
S4 32.51 33.29 35.94
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 46.98 45.64 38.77
R3 43.17 41.83 37.72
R2 39.36 39.36 37.37
R1 38.02 38.02 37.02 38.69
PP 35.55 35.55 35.55 35.89
S1 34.21 34.21 36.32 34.88
S2 31.74 31.74 35.97
S3 27.93 30.40 35.62
S4 24.12 26.59 34.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.90 33.09 3.81 10.4% 2.11 5.8% 93% False False 18,704
10 36.90 31.75 5.15 14.1% 1.99 5.4% 95% False False 18,292
20 36.90 26.73 10.17 27.7% 1.96 5.4% 98% False False 22,206
40 36.90 24.43 12.47 34.0% 2.17 5.9% 98% False False 22,239
60 47.14 24.43 22.71 62.0% 2.44 6.7% 54% False False 23,376
80 54.17 24.43 29.74 81.1% 2.18 5.9% 41% False False 20,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.37
2.618 40.27
1.618 38.98
1.000 38.18
0.618 37.69
HIGH 36.89
0.618 36.40
0.500 36.25
0.382 36.09
LOW 35.60
0.618 34.80
1.000 34.31
1.618 33.51
2.618 32.22
4.250 30.12
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 36.52 36.10
PP 36.38 35.55
S1 36.25 35.00

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

View Archives - Comment on this page... - Back to Index of Symbols