NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 39.00 39.31 0.31 0.8% 36.00
High 40.40 39.35 -1.05 -2.6% 40.26
Low 38.42 36.21 -2.21 -5.8% 35.34
Close 40.09 37.00 -3.09 -7.7% 40.15
Range 1.98 3.14 1.16 58.6% 4.92
ATR 2.07 2.20 0.13 6.3% 0.00
Volume 25,511 47,893 22,382 87.7% 160,793
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.94 45.11 38.73
R3 43.80 41.97 37.86
R2 40.66 40.66 37.58
R1 38.83 38.83 37.29 38.18
PP 37.52 37.52 37.52 37.19
S1 35.69 35.69 36.71 35.04
S2 34.38 34.38 36.42
S3 31.24 32.55 36.14
S4 28.10 29.41 35.27
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 36.21 4.76 12.9% 2.31 6.3% 17% False True 38,041
10 40.97 33.65 7.32 19.8% 2.03 5.5% 46% False False 33,553
20 40.97 28.30 12.67 34.2% 2.04 5.5% 69% False False 33,764
40 40.97 23.26 17.71 47.9% 2.26 6.1% 78% False False 38,532
60 40.97 23.26 17.71 47.9% 2.34 6.3% 78% False False 35,748
80 54.30 23.26 31.04 83.9% 2.39 6.5% 44% False False 33,986
100 56.82 23.26 33.56 90.7% 2.16 5.8% 41% False False 30,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 52.70
2.618 47.57
1.618 44.43
1.000 42.49
0.618 41.29
HIGH 39.35
0.618 38.15
0.500 37.78
0.382 37.41
LOW 36.21
0.618 34.27
1.000 33.07
1.618 31.13
2.618 27.99
4.250 22.87
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 37.78 38.31
PP 37.52 37.87
S1 37.26 37.44

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

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