NYMEX Light Sweet Crude Oil Future November 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 36.68 37.67 0.99 2.7% 34.61
High 37.84 38.74 0.90 2.4% 36.90
Low 36.53 37.11 0.58 1.6% 33.09
Close 37.71 38.24 0.53 1.4% 36.67
Range 1.31 1.63 0.32 24.4% 3.81
ATR 2.03 2.00 -0.03 -1.4% 0.00
Volume 19,868 23,016 3,148 15.8% 72,044
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 42.92 42.21 39.14
R3 41.29 40.58 38.69
R2 39.66 39.66 38.54
R1 38.95 38.95 38.39 39.31
PP 38.03 38.03 38.03 38.21
S1 37.32 37.32 38.09 37.68
S2 36.40 36.40 37.94
S3 34.77 35.69 37.79
S4 33.14 34.06 37.34
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 38.74 33.09 5.65 14.8% 1.90 5.0% 91% True False 19,245
10 38.74 32.79 5.95 15.6% 1.90 5.0% 92% True False 18,445
20 38.74 29.00 9.74 25.5% 1.85 4.8% 95% True False 20,974
40 38.74 24.43 14.31 37.4% 2.11 5.5% 97% True False 22,099
60 39.54 24.43 15.11 39.5% 2.30 6.0% 91% False False 22,768
80 54.17 24.43 29.74 77.8% 2.19 5.7% 46% False False 20,451
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.67
2.618 43.01
1.618 41.38
1.000 40.37
0.618 39.75
HIGH 38.74
0.618 38.12
0.500 37.93
0.382 37.73
LOW 37.11
0.618 36.10
1.000 35.48
1.618 34.47
2.618 32.84
4.250 30.18
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 38.14 37.88
PP 38.03 37.53
S1 37.93 37.17

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

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