NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 39.02 39.88 0.86 2.2% 39.55
High 39.97 40.03 0.06 0.2% 42.02
Low 38.20 38.65 0.45 1.2% 38.20
Close 39.57 39.19 -0.38 -1.0% 39.19
Range 1.77 1.38 -0.39 -22.0% 3.82
ATR 1.90 1.86 -0.04 -1.9% 0.00
Volume 16,562 18,189 1,627 9.8% 65,643
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.43 42.69 39.95
R3 42.05 41.31 39.57
R2 40.67 40.67 39.44
R1 39.93 39.93 39.32 39.61
PP 39.29 39.29 39.29 39.13
S1 38.55 38.55 39.06 38.23
S2 37.91 37.91 38.94
S3 36.53 37.17 38.81
S4 35.15 35.79 38.43
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 51.26 49.05 41.29
R3 47.44 45.23 40.24
R2 43.62 43.62 39.89
R1 41.41 41.41 39.54 40.61
PP 39.80 39.80 39.80 39.40
S1 37.59 37.59 38.84 36.79
S2 35.98 35.98 38.49
S3 32.16 33.77 38.14
S4 28.34 29.95 37.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.02 38.20 3.82 9.7% 1.84 4.7% 26% False False 13,128
10 42.02 36.07 5.95 15.2% 1.82 4.7% 52% False False 11,775
20 42.02 35.94 6.08 15.5% 1.79 4.6% 53% False False 12,423
40 42.02 28.36 13.66 34.9% 1.81 4.6% 79% False False 11,448
60 42.02 26.22 15.80 40.3% 1.94 5.0% 82% False False 11,589
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.90
2.618 43.64
1.618 42.26
1.000 41.41
0.618 40.88
HIGH 40.03
0.618 39.50
0.500 39.34
0.382 39.18
LOW 38.65
0.618 37.80
1.000 37.27
1.618 36.42
2.618 35.04
4.250 32.79
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 39.34 39.62
PP 39.29 39.48
S1 39.24 39.33

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

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