NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 39.15 39.69 0.54 1.4% 36.20
High 40.50 39.70 -0.80 -2.0% 40.43
Low 38.59 36.45 -2.14 -5.5% 35.60
Close 40.21 37.20 -3.01 -7.5% 40.28
Range 1.91 3.25 1.34 70.2% 4.83
ATR 1.94 2.07 0.13 6.7% 0.00
Volume 17,147 26,494 9,347 54.5% 103,118
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 47.53 45.62 38.99
R3 44.28 42.37 38.09
R2 41.03 41.03 37.80
R1 39.12 39.12 37.50 38.45
PP 37.78 37.78 37.78 37.45
S1 35.87 35.87 36.90 35.20
S2 34.53 34.53 36.60
S3 31.28 32.62 36.31
S4 28.03 29.37 35.41
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 36.45 4.61 12.4% 2.24 6.0% 16% False True 22,749
10 41.06 34.07 6.99 18.8% 1.93 5.2% 45% False False 20,842
20 41.06 29.03 12.03 32.3% 1.92 5.2% 68% False False 19,990
40 41.06 24.43 16.63 44.7% 2.13 5.7% 77% False False 22,602
60 41.06 24.43 16.63 44.7% 2.22 6.0% 77% False False 21,943
80 54.17 24.43 29.74 79.9% 2.28 6.1% 43% False False 21,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 53.51
2.618 48.21
1.618 44.96
1.000 42.95
0.618 41.71
HIGH 39.70
0.618 38.46
0.500 38.08
0.382 37.69
LOW 36.45
0.618 34.44
1.000 33.20
1.618 31.19
2.618 27.94
4.250 22.64
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 38.08 38.48
PP 37.78 38.05
S1 37.49 37.63

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

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