NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 36.50 37.88 1.38 3.8% 40.10
High 38.04 39.79 1.75 4.6% 40.97
Low 35.28 37.24 1.96 5.6% 35.25
Close 37.96 39.09 1.13 3.0% 37.00
Range 2.76 2.55 -0.21 -7.6% 5.72
ATR 2.25 2.27 0.02 1.0% 0.00
Volume 28,557 28,133 -424 -1.5% 178,856
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.36 45.27 40.49
R3 43.81 42.72 39.79
R2 41.26 41.26 39.56
R1 40.17 40.17 39.32 40.72
PP 38.71 38.71 38.71 38.98
S1 37.62 37.62 38.86 38.17
S2 36.16 36.16 38.62
S3 33.61 35.07 38.39
S4 31.06 32.52 37.69
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 13.2% 2.56 6.6% 75% False False 32,291
10 40.97 35.25 5.72 14.6% 2.22 5.7% 67% False False 33,869
20 40.97 32.33 8.64 22.1% 2.10 5.4% 78% False False 32,359
40 40.97 23.26 17.71 45.3% 2.31 5.9% 89% False False 38,838
60 40.97 23.26 17.71 45.3% 2.22 5.7% 89% False False 35,130
80 52.35 23.26 29.09 74.4% 2.45 6.3% 54% False False 34,620
100 54.30 23.26 31.04 79.4% 2.19 5.6% 51% False False 30,641
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.63
2.618 46.47
1.618 43.92
1.000 42.34
0.618 41.37
HIGH 39.79
0.618 38.82
0.500 38.52
0.382 38.21
LOW 37.24
0.618 35.66
1.000 34.69
1.618 33.11
2.618 30.56
4.250 26.40
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 38.90 38.57
PP 38.71 38.04
S1 38.52 37.52

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

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