NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 39.50 39.59 0.09 0.2% 37.29
High 40.82 41.15 0.33 0.8% 40.82
Low 39.02 39.35 0.33 0.8% 35.81
Close 40.19 41.12 0.93 2.3% 40.19
Range 1.80 1.80 0.00 0.0% 5.01
ATR 2.05 2.03 -0.02 -0.9% 0.00
Volume 97,423 50,046 -47,377 -48.6% 386,123
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.94 45.33 42.11
R3 44.14 43.53 41.62
R2 42.34 42.34 41.45
R1 41.73 41.73 41.29 42.04
PP 40.54 40.54 40.54 40.69
S1 39.93 39.93 40.96 40.24
S2 38.74 38.74 40.79
S3 36.94 38.13 40.63
S4 35.14 36.33 40.13
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.97 52.09 42.95
R3 48.96 47.08 41.57
R2 43.95 43.95 41.11
R1 42.07 42.07 40.65 43.01
PP 38.94 38.94 38.94 39.41
S1 37.06 37.06 39.73 38.00
S2 33.93 33.93 39.27
S3 28.92 32.05 38.81
S4 23.91 27.04 37.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.15 37.71 3.44 8.4% 1.78 4.3% 99% True False 72,549
10 41.15 35.72 5.43 13.2% 2.07 5.0% 99% True False 76,175
20 41.19 33.53 7.66 18.6% 1.99 4.8% 99% False False 77,537
40 41.19 26.91 14.28 34.7% 1.98 4.8% 100% False False 84,896
60 41.19 25.31 15.88 38.6% 2.15 5.2% 100% False False 92,276
80 49.09 25.31 23.78 57.8% 2.38 5.8% 66% False False 97,470
Crabel Price Patterns
NR False
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 0.61
Fibonacci Retracements and Extensions
4.250 48.80
2.618 45.86
1.618 44.06
1.000 42.95
0.618 42.26
HIGH 41.15
0.618 40.46
0.500 40.25
0.382 40.04
LOW 39.35
0.618 38.24
1.000 37.55
1.618 36.44
2.618 34.64
4.250 31.70
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 40.83 40.65
PP 40.54 40.17
S1 40.25 39.70

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

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