NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 37.35 38.25 0.90 2.4% 36.00
High 38.35 40.26 1.91 5.0% 40.26
Low 37.26 37.91 0.65 1.7% 35.34
Close 38.21 40.15 1.94 5.1% 40.15
Range 1.09 2.35 1.26 115.6% 4.92
ATR 2.06 2.08 0.02 1.0% 0.00
Volume 22,950 42,716 19,766 86.1% 160,793
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.49 45.67 41.44
R3 44.14 43.32 40.80
R2 41.79 41.79 40.58
R1 40.97 40.97 40.37 41.38
PP 39.44 39.44 39.44 39.65
S1 38.62 38.62 39.93 39.03
S2 37.09 37.09 39.72
S3 34.74 36.27 39.50
S4 32.39 33.92 38.86
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.34 51.67 42.86
R3 48.42 46.75 41.50
R2 43.50 43.50 41.05
R1 41.83 41.83 40.60 42.67
PP 38.58 38.58 38.58 39.00
S1 36.91 36.91 39.70 37.75
S2 33.66 33.66 39.25
S3 28.74 31.99 38.80
S4 23.82 27.07 37.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.26 35.34 4.92 12.3% 1.62 4.0% 98% True False 32,158
10 40.26 32.33 7.93 19.8% 2.08 5.2% 99% True False 31,747
20 40.26 28.25 12.01 29.9% 1.87 4.7% 99% True False 34,931
40 40.26 23.26 17.00 42.3% 2.26 5.6% 99% True False 37,307
60 40.26 23.26 17.00 42.3% 2.35 5.9% 99% True False 36,253
80 54.30 23.26 31.04 77.3% 2.32 5.8% 54% False False 32,827
100 56.82 23.26 33.56 83.6% 2.09 5.2% 50% False False 28,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.25
2.618 46.41
1.618 44.06
1.000 42.61
0.618 41.71
HIGH 40.26
0.618 39.36
0.500 39.09
0.382 38.81
LOW 37.91
0.618 36.46
1.000 35.56
1.618 34.11
2.618 31.76
4.250 27.92
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 39.80 39.62
PP 39.44 39.09
S1 39.09 38.56

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

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