NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 37.91 37.96 0.05 0.1% 35.20
High 38.98 38.81 -0.17 -0.4% 37.13
Low 37.37 37.74 0.37 1.0% 33.53
Close 38.44 38.68 0.24 0.6% 36.92
Range 1.61 1.07 -0.54 -33.5% 3.60
ATR 2.03 1.96 -0.07 -3.4% 0.00
Volume 86,574 55,678 -30,896 -35.7% 298,236
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.62 41.22 39.27
R3 40.55 40.15 38.97
R2 39.48 39.48 38.88
R1 39.08 39.08 38.78 39.28
PP 38.41 38.41 38.41 38.51
S1 38.01 38.01 38.58 38.21
S2 37.34 37.34 38.48
S3 36.27 36.94 38.39
S4 35.20 35.87 38.09
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 46.66 45.39 38.90
R3 43.06 41.79 37.91
R2 39.46 39.46 37.58
R1 38.19 38.19 37.25 38.83
PP 35.86 35.86 35.86 36.18
S1 34.59 34.59 36.59 35.23
S2 32.26 32.26 36.26
S3 28.66 30.99 35.93
S4 25.06 27.39 34.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.98 34.45 4.53 11.7% 1.62 4.2% 93% False False 78,767
10 38.98 33.12 5.86 15.1% 1.83 4.7% 95% False False 75,937
20 38.98 29.63 9.35 24.2% 1.78 4.6% 97% False False 78,725
40 38.98 25.31 13.67 35.3% 2.15 5.6% 98% False False 92,370
60 40.05 25.31 14.74 38.1% 2.34 6.0% 91% False False 99,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 43.36
2.618 41.61
1.618 40.54
1.000 39.88
0.618 39.47
HIGH 38.81
0.618 38.40
0.500 38.28
0.382 38.15
LOW 37.74
0.618 37.08
1.000 36.67
1.618 36.01
2.618 34.94
4.250 33.19
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 38.55 38.40
PP 38.41 38.13
S1 38.28 37.85

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

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