NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 01-Jun-2020

Day Change Summary
	Previous	Current
	29-May-2020	01-Jun-2020	Change	Change %	Previous Week
Open	35.72	37.05	1.33	3.7%	35.63
High	37.57	37.51	-0.06	-0.2%	37.57
Low	35.19	36.48	1.29	3.7%	34.40
Close	37.41	37.39	-0.02	-0.1%	37.41
Range	2.38	1.03	-1.35	-56.7%	3.17
ATR	1.78	1.73	-0.05	-3.0%	0.00
Volume	5,647	7,238	1,591	28.2%	21,157

Daily Pivots for day following 01-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.22	39.83	37.96
R3	39.19	38.80	37.67
R2	38.16	38.16	37.58
R1	37.77	37.77	37.48	37.97
PP	37.13	37.13	37.13	37.22
S1	36.74	36.74	37.30	36.94
S2	36.10	36.10	37.20
S3	35.07	35.71	37.11
S4	34.04	34.68	36.82

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.97	44.86	39.15
R3	42.80	41.69	38.28
R2	39.63	39.63	37.99
R1	38.52	38.52	37.70	39.08
PP	36.46	36.46	36.46	36.74
S1	35.35	35.35	37.12	35.91
S2	33.29	33.29	36.83
S3	30.12	32.18	36.54
S4	26.95	29.01	35.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	37.57	34.40	3.17	8.5%	1.74	4.7%	94%	False	False	5,679
10	37.57	32.58	4.99	13.3%	1.65	4.4%	96%	False	False	5,086
20	37.57	29.00	8.57	22.9%	1.65	4.4%	98%	False	False	5,805

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	41.89
2.618	40.21
1.618	39.18
1.000	38.54
0.618	38.15
HIGH	37.51
0.618	37.12
0.500	37.00
0.382	36.87
LOW	36.48
0.618	35.84
1.000	35.45
1.618	34.81
2.618	33.78
4.250	32.10

Fisher Pivots for day following 01-Jun-2020
Pivot	1 day	3 day
R1	37.26	36.92
PP	37.13	36.45
S1	37.00	35.99

Download as Excel Spreadsheet

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

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