NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 38.40 39.28 0.88 2.3% 36.50
High 39.48 40.71 1.23 3.1% 40.71
Low 37.86 38.78 0.92 2.4% 35.28
Close 39.38 40.02 0.64 1.6% 40.02
Range 1.62 1.93 0.31 19.1% 5.43
ATR 2.17 2.15 -0.02 -0.8% 0.00
Volume 34,523 50,025 15,502 44.9% 169,654
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.63 44.75 41.08
R3 43.70 42.82 40.55
R2 41.77 41.77 40.37
R1 40.89 40.89 40.20 41.33
PP 39.84 39.84 39.84 40.06
S1 38.96 38.96 39.84 39.40
S2 37.91 37.91 39.67
S3 35.98 37.03 39.49
S4 34.05 35.10 38.96
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.96 52.92 43.01
R3 49.53 47.49 41.51
R2 44.10 44.10 41.02
R1 42.06 42.06 40.52 43.08
PP 38.67 38.67 38.67 39.18
S1 36.63 36.63 39.52 37.65
S2 33.24 33.24 39.02
S3 27.81 31.20 38.53
S4 22.38 25.77 37.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.71 35.28 5.43 13.6% 2.06 5.1% 87% True False 33,930
10 40.97 35.25 5.72 14.3% 2.19 5.5% 83% False False 34,851
20 40.97 32.33 8.64 21.6% 2.14 5.3% 89% False False 33,299
40 40.97 24.78 16.19 40.5% 2.06 5.1% 94% False False 37,112
60 40.97 23.26 17.71 44.3% 2.20 5.5% 95% False False 36,026
80 49.00 23.26 25.74 64.3% 2.44 6.1% 65% False False 35,415
100 54.30 23.26 31.04 77.6% 2.20 5.5% 54% False False 31,526
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 0.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.91
2.618 45.76
1.618 43.83
1.000 42.64
0.618 41.90
HIGH 40.71
0.618 39.97
0.500 39.75
0.382 39.52
LOW 38.78
0.618 37.59
1.000 36.85
1.618 35.66
2.618 33.73
4.250 30.58
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 39.93 39.78
PP 39.84 39.53
S1 39.75 39.29

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

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