NYMEX Light Sweet Crude Oil Future December 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 39.39 39.83 0.44 1.1% 36.46
High 40.64 39.85 -0.79 -1.9% 40.64
Low 38.76 36.67 -2.09 -5.4% 35.87
Close 40.33 37.40 -2.93 -7.3% 40.42
Range 1.88 3.18 1.30 69.1% 4.77
ATR 1.97 2.09 0.12 6.1% 0.00
Volume 65,825 119,872 54,047 82.1% 418,499
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 47.51 45.64 39.15
R3 44.33 42.46 38.27
R2 41.15 41.15 37.98
R1 39.28 39.28 37.69 38.63
PP 37.97 37.97 37.97 37.65
S1 36.10 36.10 37.11 35.45
S2 34.79 34.79 36.82
S3 31.61 32.92 36.53
S4 28.43 29.74 35.65
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 36.67 4.52 12.1% 2.26 6.0% 16% False True 86,826
10 41.19 34.45 6.74 18.0% 1.94 5.2% 44% False False 82,797
20 41.19 29.68 11.51 30.8% 1.92 5.1% 67% False False 79,838
40 41.19 25.31 15.88 42.5% 2.16 5.8% 76% False False 91,316
60 41.19 25.31 15.88 42.5% 2.28 6.1% 76% False False 95,087
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 0.53
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 53.37
2.618 48.18
1.618 45.00
1.000 43.03
0.618 41.82
HIGH 39.85
0.618 38.64
0.500 38.26
0.382 37.88
LOW 36.67
0.618 34.70
1.000 33.49
1.618 31.52
2.618 28.34
4.250 23.16
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 38.26 38.66
PP 37.97 38.24
S1 37.69 37.82

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

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