NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 39.08 39.15 0.07 0.2% 36.20
High 39.81 40.50 0.69 1.7% 40.43
Low 38.07 38.59 0.52 1.4% 35.60
Close 39.67 40.21 0.54 1.4% 40.28
Range 1.74 1.91 0.17 9.8% 4.83
ATR 1.94 1.94 0.00 -0.1% 0.00
Volume 22,361 17,147 -5,214 -23.3% 103,118
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.50 44.76 41.26
R3 43.59 42.85 40.74
R2 41.68 41.68 40.56
R1 40.94 40.94 40.39 41.31
PP 39.77 39.77 39.77 39.95
S1 39.03 39.03 40.03 39.40
S2 37.86 37.86 39.86
S3 35.95 37.12 39.68
S4 34.04 35.21 39.16
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.26 51.60 42.94
R3 48.43 46.77 41.61
R2 43.60 43.60 41.17
R1 41.94 41.94 40.72 42.77
PP 38.77 38.77 38.77 39.19
S1 37.11 37.11 39.84 37.94
S2 33.94 33.94 39.39
S3 29.11 32.28 38.95
S4 24.28 27.45 37.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.06 37.55 3.51 8.7% 1.79 4.4% 76% False False 20,199
10 41.06 33.09 7.97 19.8% 1.85 4.6% 89% False False 19,722
20 41.06 29.00 12.06 30.0% 1.82 4.5% 93% False False 19,863
40 41.06 24.43 16.63 41.4% 2.12 5.3% 95% False False 22,321
60 41.06 24.43 16.63 41.4% 2.21 5.5% 95% False False 21,716
80 54.17 24.43 29.74 74.0% 2.25 5.6% 53% False False 20,900
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.62
2.618 45.50
1.618 43.59
1.000 42.41
0.618 41.68
HIGH 40.50
0.618 39.77
0.500 39.55
0.382 39.32
LOW 38.59
0.618 37.41
1.000 36.68
1.618 35.50
2.618 33.59
4.250 30.47
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 39.99 40.00
PP 39.77 39.78
S1 39.55 39.57

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

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