NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 36.98 36.50 -0.48 -1.3% 40.10
High 37.64 38.04 0.40 1.1% 40.97
Low 35.25 35.28 0.03 0.1% 35.25
Close 37.00 37.96 0.96 2.6% 37.00
Range 2.39 2.76 0.37 15.5% 5.72
ATR 2.21 2.25 0.04 1.8% 0.00
Volume 31,364 28,557 -2,807 -8.9% 178,856
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.37 44.43 39.48
R3 42.61 41.67 38.72
R2 39.85 39.85 38.47
R1 38.91 38.91 38.21 39.38
PP 37.09 37.09 37.09 37.33
S1 36.15 36.15 37.71 36.62
S2 34.33 34.33 37.45
S3 31.57 33.39 37.20
S4 28.81 30.63 36.44
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.90 51.67 40.15
R3 49.18 45.95 38.57
R2 43.46 43.46 38.05
R1 40.23 40.23 37.52 38.99
PP 37.74 37.74 37.74 37.12
S1 34.51 34.51 36.48 33.27
S2 32.02 32.02 35.95
S3 26.30 28.79 35.43
S4 20.58 23.07 33.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.40 35.25 5.15 13.6% 2.42 6.4% 53% False False 33,492
10 40.97 35.25 5.72 15.1% 2.11 5.6% 47% False False 34,192
20 40.97 31.30 9.67 25.5% 2.11 5.6% 69% False False 33,165
40 40.97 23.26 17.71 46.7% 2.31 6.1% 83% False False 39,179
60 40.97 23.26 17.71 46.7% 2.25 5.9% 83% False False 35,307
80 53.32 23.26 30.06 79.2% 2.43 6.4% 49% False False 34,477
100 54.51 23.26 31.25 82.3% 2.18 5.7% 47% False False 30,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.77
2.618 45.27
1.618 42.51
1.000 40.80
0.618 39.75
HIGH 38.04
0.618 36.99
0.500 36.66
0.382 36.33
LOW 35.28
0.618 33.57
1.000 32.52
1.618 30.81
2.618 28.05
4.250 23.55
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 37.53 37.74
PP 37.09 37.52
S1 36.66 37.30

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

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