NYMEX Light Sweet Crude Oil Future November 2020


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 36.20 36.68 0.48 1.3% 34.61
High 36.89 37.84 0.95 2.6% 36.90
Low 35.60 36.53 0.93 2.6% 33.09
Close 36.65 37.71 1.06 2.9% 36.67
Range 1.29 1.31 0.02 1.6% 3.81
ATR 2.08 2.03 -0.06 -2.7% 0.00
Volume 21,476 19,868 -1,608 -7.5% 72,044
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.29 40.81 38.43
R3 39.98 39.50 38.07
R2 38.67 38.67 37.95
R1 38.19 38.19 37.83 38.43
PP 37.36 37.36 37.36 37.48
S1 36.88 36.88 37.59 37.12
S2 36.05 36.05 37.47
S3 34.74 35.57 37.35
S4 33.43 34.26 36.99
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 37.84 33.09 4.75 12.6% 2.00 5.3% 97% True False 18,989
10 37.84 32.79 5.05 13.4% 1.85 4.9% 97% True False 17,644
20 37.84 28.55 9.29 24.6% 1.92 5.1% 99% True False 21,747
40 37.84 24.43 13.41 35.6% 2.14 5.7% 99% True False 22,022
60 39.54 24.43 15.11 40.1% 2.40 6.4% 88% False False 23,413
80 54.17 24.43 29.74 78.9% 2.18 5.8% 45% False False 20,378
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.41
2.618 41.27
1.618 39.96
1.000 39.15
0.618 38.65
HIGH 37.84
0.618 37.34
0.500 37.19
0.382 37.03
LOW 36.53
0.618 35.72
1.000 35.22
1.618 34.41
2.618 33.10
4.250 30.96
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 37.54 37.13
PP 37.36 36.54
S1 37.19 35.96

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

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