NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 37.54 37.35 -0.19 -0.5% 34.20
High 38.69 38.35 -0.34 -0.9% 36.67
Low 36.85 37.26 0.41 1.1% 32.66
Close 38.05 38.21 0.16 0.4% 36.43
Range 1.84 1.09 -0.75 -40.8% 4.01
ATR 2.13 2.06 -0.07 -3.5% 0.00
Volume 37,482 22,950 -14,532 -38.8% 137,985
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.21 40.80 38.81
R3 40.12 39.71 38.51
R2 39.03 39.03 38.41
R1 38.62 38.62 38.31 38.83
PP 37.94 37.94 37.94 38.04
S1 37.53 37.53 38.11 37.74
S2 36.85 36.85 38.01
S3 35.76 36.44 37.91
S4 34.67 35.35 37.61
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 47.28 45.87 38.64
R3 43.27 41.86 37.53
R2 39.26 39.26 37.17
R1 37.85 37.85 36.80 38.56
PP 35.25 35.25 35.25 35.61
S1 33.84 33.84 36.06 34.55
S2 31.24 31.24 35.69
S3 27.23 29.83 35.33
S4 23.22 25.82 34.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.69 33.65 5.04 13.2% 1.75 4.6% 90% False False 29,064
10 38.69 32.33 6.36 16.6% 1.96 5.1% 92% False False 31,288
20 38.69 28.20 10.49 27.5% 1.88 4.9% 95% False False 34,869
40 38.69 23.26 15.43 40.4% 2.23 5.8% 97% False False 36,951
60 39.00 23.26 15.74 41.2% 2.37 6.2% 95% False False 36,130
80 54.30 23.26 31.04 81.2% 2.30 6.0% 48% False False 32,500
100 56.82 23.26 33.56 87.8% 2.07 5.4% 45% False False 28,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 42.98
2.618 41.20
1.618 40.11
1.000 39.44
0.618 39.02
HIGH 38.35
0.618 37.93
0.500 37.81
0.382 37.68
LOW 37.26
0.618 36.59
1.000 36.17
1.618 35.50
2.618 34.41
4.250 32.63
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 38.08 37.96
PP 37.94 37.71
S1 37.81 37.47

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

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