NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 38.25 40.10 1.85 4.8% 36.00
High 40.26 40.97 0.71 1.8% 40.26
Low 37.91 38.71 0.80 2.1% 35.34
Close 40.15 38.80 -1.35 -3.4% 40.15
Range 2.35 2.26 -0.09 -3.8% 4.92
ATR 2.08 2.09 0.01 0.6% 0.00
Volume 42,716 39,949 -2,767 -6.5% 160,793
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.27 44.80 40.04
R3 44.01 42.54 39.42
R2 41.75 41.75 39.21
R1 40.28 40.28 39.01 39.89
PP 39.49 39.49 39.49 39.30
S1 38.02 38.02 38.59 37.63
S2 37.23 37.23 38.39
S3 34.97 35.76 38.18
S4 32.71 33.50 37.56
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 40.97 36.24 4.73 12.2% 1.80 4.6% 54% True False 34,892
10 40.97 32.66 8.31 21.4% 2.02 5.2% 74% True False 33,872
20 40.97 28.25 12.72 32.8% 1.89 4.9% 83% True False 35,305
40 40.97 23.26 17.71 45.6% 2.25 5.8% 88% True False 37,632
60 40.97 23.26 17.71 45.6% 2.35 6.1% 88% True False 35,284
80 54.30 23.26 31.04 80.0% 2.33 6.0% 50% False False 33,094
100 56.82 23.26 33.56 86.5% 2.10 5.4% 46% False False 29,211
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.58
2.618 46.89
1.618 44.63
1.000 43.23
0.618 42.37
HIGH 40.97
0.618 40.11
0.500 39.84
0.382 39.57
LOW 38.71
0.618 37.31
1.000 36.45
1.618 35.05
2.618 32.79
4.250 29.11
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 39.84 39.12
PP 39.49 39.01
S1 39.15 38.91

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.