NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 39.58 41.61 2.03 5.1% 42.00
High 41.92 42.86 0.94 2.2% 42.73
Low 39.57 41.37 1.80 4.5% 39.16
Close 41.56 42.72 1.16 2.8% 39.56
Range 2.35 1.49 -0.86 -36.6% 3.57
ATR 1.46 1.46 0.00 0.2% 0.00
Volume 36,196 47,720 11,524 31.8% 176,903
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.79 46.24 43.54
R3 45.30 44.75 43.13
R2 43.81 43.81 42.99
R1 43.26 43.26 42.86 43.54
PP 42.32 42.32 42.32 42.45
S1 41.77 41.77 42.58 42.05
S2 40.83 40.83 42.45
S3 39.34 40.28 42.31
S4 37.85 38.79 41.90
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.19 48.95 41.52
R3 47.62 45.38 40.54
R2 44.05 44.05 40.21
R1 41.81 41.81 39.89 41.15
PP 40.48 40.48 40.48 40.15
S1 38.24 38.24 39.23 37.58
S2 36.91 36.91 38.91
S3 33.34 34.67 38.58
S4 29.77 31.10 37.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.86 39.16 3.70 8.7% 1.93 4.5% 96% True False 42,062
10 42.86 39.16 3.70 8.7% 1.58 3.7% 96% True False 31,820
20 43.66 39.16 4.50 10.5% 1.42 3.3% 79% False False 33,769
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 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 49.19
2.618 46.76
1.618 45.27
1.000 44.35
0.618 43.78
HIGH 42.86
0.618 42.29
0.500 42.12
0.382 41.94
LOW 41.37
0.618 40.45
1.000 39.88
1.618 38.96
2.618 37.47
4.250 35.04
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 42.52 42.15
PP 42.32 41.58
S1 42.12 41.01

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

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