NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 39.59 41.05 1.46 3.7% 37.29
High 41.15 41.98 0.83 2.0% 40.82
Low 39.35 40.25 0.90 2.3% 35.81
Close 41.12 40.82 -0.30 -0.7% 40.19
Range 1.80 1.73 -0.07 -3.9% 5.01
ATR 2.03 2.01 -0.02 -1.1% 0.00
Volume 50,046 59,020 8,974 17.9% 386,123
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.21 45.24 41.77
R3 44.48 43.51 41.30
R2 42.75 42.75 41.14
R1 41.78 41.78 40.98 41.40
PP 41.02 41.02 41.02 40.83
S1 40.05 40.05 40.66 39.67
S2 39.29 39.29 40.50
S3 37.56 38.32 40.34
S4 35.83 36.59 39.87
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 41.98 38.24 3.74 9.2% 1.63 4.0% 69% True False 68,225
10 41.98 35.72 6.26 15.3% 2.07 5.1% 81% True False 75,283
20 41.98 33.53 8.45 20.7% 1.98 4.8% 86% True False 76,952
40 41.98 26.91 15.07 36.9% 1.98 4.8% 92% True False 83,884
60 41.98 25.31 16.67 40.8% 2.16 5.3% 93% True False 91,777
80 49.09 25.31 23.78 58.3% 2.37 5.8% 65% False False 96,834
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 0.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.33
2.618 46.51
1.618 44.78
1.000 43.71
0.618 43.05
HIGH 41.98
0.618 41.32
0.500 41.12
0.382 40.91
LOW 40.25
0.618 39.18
1.000 38.52
1.618 37.45
2.618 35.72
4.250 32.90
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 41.12 40.71
PP 41.02 40.61
S1 40.92 40.50

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

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