NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 39.83 37.29 -2.54 -6.4% 40.28
High 39.85 38.05 -1.80 -4.5% 41.19
Low 36.67 35.72 -0.95 -2.6% 35.72
Close 37.40 37.42 0.02 0.1% 37.42
Range 3.18 2.33 -0.85 -26.7% 5.47
ATR 2.09 2.11 0.02 0.8% 0.00
Volume 119,872 71,948 -47,924 -40.0% 397,843
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 44.05 43.07 38.70
R3 41.72 40.74 38.06
R2 39.39 39.39 37.85
R1 38.41 38.41 37.63 38.90
PP 37.06 37.06 37.06 37.31
S1 36.08 36.08 37.21 36.57
S2 34.73 34.73 36.99
S3 32.40 33.75 36.78
S4 30.07 31.42 36.14
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.52 51.44 40.43
R3 49.05 45.97 38.92
R2 43.58 43.58 38.42
R1 40.50 40.50 37.92 39.31
PP 38.11 38.11 38.11 37.51
S1 35.03 35.03 36.92 33.84
S2 32.64 32.64 36.42
S3 27.17 29.56 35.92
S4 21.70 24.09 34.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.19 35.72 5.47 14.6% 2.27 6.1% 31% False True 79,568
10 41.19 35.72 5.47 14.6% 1.90 5.1% 31% False True 81,634
20 41.19 30.79 10.40 27.8% 1.95 5.2% 64% False False 78,951
40 41.19 25.31 15.88 42.4% 2.17 5.8% 76% False False 91,733
60 41.19 25.31 15.88 42.4% 2.24 6.0% 76% False False 93,458
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.95
2.618 44.15
1.618 41.82
1.000 40.38
0.618 39.49
HIGH 38.05
0.618 37.16
0.500 36.89
0.382 36.61
LOW 35.72
0.618 34.28
1.000 33.39
1.618 31.95
2.618 29.62
4.250 25.82
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 37.24 38.18
PP 37.06 37.93
S1 36.89 37.67

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

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