NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 38.53 38.40 -0.13 -0.3% 40.10
High 39.37 39.48 0.11 0.3% 40.97
Low 37.94 37.86 -0.08 -0.2% 35.25
Close 38.58 39.38 0.80 2.1% 37.00
Range 1.43 1.62 0.19 13.3% 5.72
ATR 2.21 2.17 -0.04 -1.9% 0.00
Volume 28,416 34,523 6,107 21.5% 178,856
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.77 43.19 40.27
R3 42.15 41.57 39.83
R2 40.53 40.53 39.68
R1 39.95 39.95 39.53 40.24
PP 38.91 38.91 38.91 39.05
S1 38.33 38.33 39.23 38.62
S2 37.29 37.29 39.08
S3 35.67 36.71 38.93
S4 34.05 35.09 38.49
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 39.79 35.25 4.54 11.5% 2.15 5.5% 91% False False 30,198
10 40.97 35.25 5.72 14.5% 2.23 5.7% 72% False False 34,120
20 40.97 32.33 8.64 21.9% 2.09 5.3% 82% False False 32,704
40 40.97 24.78 16.19 41.1% 2.07 5.2% 90% False False 36,591
60 40.97 23.26 17.71 45.0% 2.20 5.6% 91% False False 35,571
80 50.44 23.26 27.18 69.0% 2.44 6.2% 59% False False 34,982
100 54.30 23.26 31.04 78.8% 2.19 5.6% 52% False False 31,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.37
2.618 43.72
1.618 42.10
1.000 41.10
0.618 40.48
HIGH 39.48
0.618 38.86
0.500 38.67
0.382 38.48
LOW 37.86
0.618 36.86
1.000 36.24
1.618 35.24
2.618 33.62
4.250 30.98
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 39.14 39.09
PP 38.91 38.80
S1 38.67 38.52

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

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