NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 38.61 40.28 1.67 4.3% 36.46
High 40.64 41.19 0.55 1.4% 40.64
Low 38.38 38.96 0.58 1.5% 35.87
Close 40.42 39.10 -1.32 -3.3% 40.42
Range 2.26 2.23 -0.03 -1.3% 4.77
ATR 1.98 2.00 0.02 0.9% 0.00
Volume 108,238 72,258 -35,980 -33.2% 418,499
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.44 45.00 40.33
R3 44.21 42.77 39.71
R2 41.98 41.98 39.51
R1 40.54 40.54 39.30 40.15
PP 39.75 39.75 39.75 39.55
S1 38.31 38.31 38.90 37.92
S2 37.52 37.52 38.69
S3 35.29 36.08 38.49
S4 33.06 33.85 37.87
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.29 51.62 43.04
R3 48.52 46.85 41.73
R2 43.75 43.75 41.29
R1 42.08 42.08 40.86 42.92
PP 38.98 38.98 38.98 39.39
S1 37.31 37.31 39.98 38.15
S2 34.21 34.21 39.55
S3 29.44 32.54 39.11
S4 24.67 27.77 37.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.19 36.72 4.47 11.4% 1.71 4.4% 53% True False 80,646
10 41.19 33.53 7.66 19.6% 1.91 4.9% 73% True False 78,899
20 41.19 29.68 11.51 29.4% 1.78 4.5% 82% True False 79,020
40 41.19 25.31 15.88 40.6% 2.16 5.5% 87% True False 90,921
60 41.19 25.31 15.88 40.6% 2.32 5.9% 87% True False 96,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.67
2.618 47.03
1.618 44.80
1.000 43.42
0.618 42.57
HIGH 41.19
0.618 40.34
0.500 40.08
0.382 39.81
LOW 38.96
0.618 37.58
1.000 36.73
1.618 35.35
2.618 33.12
4.250 29.48
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 40.08 39.47
PP 39.75 39.34
S1 39.43 39.22

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

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