NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 05-Jun-2020

Day Change Summary
	Previous	Current
	04-Jun-2020	05-Jun-2020	Change	Change %	Previous Week
Open	38.13	38.89	0.76	2.0%	36.86
High	39.00	40.72	1.72	4.4%	40.72
Low	37.96	38.68	0.72	1.9%	36.13
Close	38.90	40.52	1.62	4.2%	40.52
Range	1.04	2.04	1.00	96.2%	4.59
ATR	1.74	1.76	0.02	1.2%	0.00
Volume	8,047	20,666	12,619	156.8%	65,918

Daily Pivots for day following 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.09	45.35	41.64
R3	44.05	43.31	41.08
R2	42.01	42.01	40.89
R1	41.27	41.27	40.71	41.64
PP	39.97	39.97	39.97	40.16
S1	39.23	39.23	40.33	39.60
S2	37.93	37.93	40.15
S3	35.89	37.19	39.96
S4	33.85	35.15	39.40

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.89	51.30	43.04
R3	48.30	46.71	41.78
R2	43.71	43.71	41.36
R1	42.12	42.12	40.94	42.92
PP	39.12	39.12	39.12	39.52
S1	37.53	37.53	40.10	38.33
S2	34.53	34.53	39.68
S3	29.94	32.94	39.26
S4	25.35	28.35	38.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.72	36.13	4.59	11.3%	1.38	3.4%	96%	True	False	13,183
10	40.72	33.62	7.10	17.5%	1.77	4.4%	97%	True	False	11,820
20	40.72	30.35	10.37	25.6%	1.57	3.9%	98%	True	False	10,978
40	40.72	26.22	14.50	35.8%	1.96	4.8%	99%	True	False	10,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	49.39
2.618	46.06
1.618	44.02
1.000	42.76
0.618	41.98
HIGH	40.72
0.618	39.94
0.500	39.70
0.382	39.46
LOW	38.68
0.618	37.42
1.000	36.64
1.618	35.38
2.618	33.34
4.250	30.01

Fisher Pivots for day following 05-Jun-2020
Pivot	1 day	3 day
R1	40.25	40.07
PP	39.97	39.62
S1	39.70	39.18

Download as Excel Spreadsheet

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

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