NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 08-Jun-2020

Day Change Summary
	Previous	Current
	05-Jun-2020	08-Jun-2020	Change	Change %	Previous Week
Open	38.89	40.57	1.68	4.3%	36.86
High	40.72	41.23	0.51	1.3%	40.72
Low	38.68	39.11	0.43	1.1%	36.13
Close	40.52	39.23	-1.29	-3.2%	40.52
Range	2.04	2.12	0.08	3.9%	4.59
ATR	1.76	1.79	0.03	1.4%	0.00
Volume	20,666	11,999	-8,667	-41.9%	65,918

Daily Pivots for day following 08-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.22	44.84	40.40
R3	44.10	42.72	39.81
R2	41.98	41.98	39.62
R1	40.60	40.60	39.42	40.23
PP	39.86	39.86	39.86	39.67
S1	38.48	38.48	39.04	38.11
S2	37.74	37.74	38.84
S3	35.62	36.36	38.65
S4	33.50	34.24	38.06

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	41.23	37.04	4.19	10.7%	1.56	4.0%	52%	True	False	12,684
10	41.23	33.95	7.28	18.6%	1.73	4.4%	73%	True	False	12,168
20	41.23	30.35	10.88	27.7%	1.59	4.1%	82%	True	False	11,190
40	41.23	26.22	15.01	38.3%	1.95	5.0%	87%	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	0.39
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	50.24
2.618	46.78
1.618	44.66
1.000	43.35
0.618	42.54
HIGH	41.23
0.618	40.42
0.500	40.17
0.382	39.92
LOW	39.11
0.618	37.80
1.000	36.99
1.618	35.68
2.618	33.56
4.250	30.10

Fisher Pivots for day following 08-Jun-2020
Pivot	1 day	3 day
R1	40.17	39.60
PP	39.86	39.47
S1	39.54	39.35

Download as Excel Spreadsheet

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

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