NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 37.67 38.42 0.75 2.0% 36.20
High 38.56 40.43 1.87 4.8% 40.43
Low 37.55 38.34 0.79 2.1% 35.60
Close 38.44 40.28 1.84 4.8% 40.28
Range 1.01 2.09 1.08 106.9% 4.83
ATR 1.93 1.94 0.01 0.6% 0.00
Volume 13,744 25,014 11,270 82.0% 103,118
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.95 45.21 41.43
R3 43.86 43.12 40.85
R2 41.77 41.77 40.66
R1 41.03 41.03 40.47 41.40
PP 39.68 39.68 39.68 39.87
S1 38.94 38.94 40.09 39.31
S2 37.59 37.59 39.90
S3 35.50 36.85 39.71
S4 33.41 34.76 39.13
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.26 51.60 42.94
R3 48.43 46.77 41.61
R2 43.60 43.60 41.17
R1 41.94 41.94 40.72 42.77
PP 38.77 38.77 38.77 39.19
S1 37.11 37.11 39.84 37.94
S2 33.94 33.94 39.39
S3 29.11 32.28 38.95
S4 24.28 27.45 37.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.43 35.60 4.83 12.0% 1.47 3.6% 97% True False 20,623
10 40.43 32.79 7.64 19.0% 1.94 4.8% 98% True False 18,614
20 40.43 29.00 11.43 28.4% 1.74 4.3% 99% True False 19,724
40 40.43 24.43 16.00 39.7% 2.13 5.3% 99% True False 22,224
60 40.43 24.43 16.00 39.7% 2.24 5.6% 99% True False 22,603
80 54.17 24.43 29.74 73.8% 2.21 5.5% 53% False False 20,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 49.31
2.618 45.90
1.618 43.81
1.000 42.52
0.618 41.72
HIGH 40.43
0.618 39.63
0.500 39.39
0.382 39.14
LOW 38.34
0.618 37.05
1.000 36.25
1.618 34.96
2.618 32.87
4.250 29.46
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 39.98 39.78
PP 39.68 39.27
S1 39.39 38.77

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

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