NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 02-Jun-2020

Day Change Summary
	Previous	Current
	01-Jun-2020	02-Jun-2020	Change	Change %	Previous Week
Open	37.05	37.39	0.34	0.9%	35.63
High	37.51	38.36	0.85	2.3%	37.57
Low	36.48	37.32	0.84	2.3%	34.40
Close	37.39	38.28	0.89	2.4%	37.41
Range	1.03	1.04	0.01	1.0%	3.17
ATR	1.73	1.68	-0.05	-2.8%	0.00
Volume	7,238	5,364	-1,874	-25.9%	21,157

Daily Pivots for day following 02-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.11	40.73	38.85
R3	40.07	39.69	38.57
R2	39.03	39.03	38.47
R1	38.65	38.65	38.38	38.84
PP	37.99	37.99	37.99	38.08
S1	37.61	37.61	38.18	37.80
S2	36.95	36.95	38.09
S3	35.91	36.57	37.99
S4	34.87	35.53	37.71

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	38.36	34.40	3.96	10.3%	1.64	4.3%	98%	True	False	5,714
10	38.36	33.99	4.37	11.4%	1.48	3.9%	98%	True	False	5,048
20	38.36	30.75	7.61	19.9%	1.60	4.2%	99%	True	False	5,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	42.78
2.618	41.08
1.618	40.04
1.000	39.40
0.618	39.00
HIGH	38.36
0.618	37.96
0.500	37.84
0.382	37.72
LOW	37.32
0.618	36.68
1.000	36.28
1.618	35.64
2.618	34.60
4.250	32.90

Fisher Pivots for day following 02-Jun-2020
Pivot	1 day	3 day
R1	38.13	37.78
PP	37.99	37.28
S1	37.84	36.78

Download as Excel Spreadsheet

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

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