NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	40.18	37.92	-2.26	-5.6%	40.65
High	40.20	38.53	-1.67	-4.2%	41.45
Low	37.31	36.55	-0.76	-2.0%	36.55
Close	37.99	38.01	0.02	0.1%	38.01
Range	2.89	1.98	-0.91	-31.5%	4.90
ATR	0.00	1.77	1.77		0.00
Volume	15,788	10,976	-4,812	-30.5%	64,750

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.64	42.80	39.10
R3	41.66	40.82	38.55
R2	39.68	39.68	38.37
R1	38.84	38.84	38.19	39.26
PP	37.70	37.70	37.70	37.91
S1	36.86	36.86	37.83	37.28
S2	35.72	35.72	37.65
S3	33.74	34.88	37.47
S4	31.76	32.90	36.92

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.37	50.59	40.71
R3	48.47	45.69	39.36
R2	43.57	43.57	38.91
R1	40.79	40.79	38.46	39.73
PP	38.67	38.67	38.67	38.14
S1	35.89	35.89	37.56	34.83
S2	33.77	33.77	37.11
S3	28.87	30.99	36.66
S4	23.97	26.09	35.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.45	36.55	4.90	12.9%	1.99	5.2%	30%	False	True	12,950
10	41.45	36.55	4.90	12.9%	1.64	4.3%	30%	False	True	12,934

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.95
2.618	43.71
1.618	41.73
1.000	40.51
0.618	39.75
HIGH	38.53
0.618	37.77
0.500	37.54
0.382	37.31
LOW	36.55
0.618	35.33
1.000	34.57
1.618	33.35
2.618	31.37
4.250	28.14

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	37.85	38.74
PP	37.70	38.50
S1	37.54	38.25

Download as Excel Spreadsheet

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

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