NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 40.33 39.08 -1.25 -3.1% 36.20
High 41.06 39.81 -1.25 -3.0% 40.43
Low 38.87 38.07 -0.80 -2.1% 35.60
Close 38.94 39.67 0.73 1.9% 40.28
Range 2.19 1.74 -0.45 -20.5% 4.83
ATR 1.96 1.94 -0.02 -0.8% 0.00
Volume 22,730 22,361 -369 -1.6% 103,118
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 44.40 43.78 40.63
R3 42.66 42.04 40.15
R2 40.92 40.92 39.99
R1 40.30 40.30 39.83 40.61
PP 39.18 39.18 39.18 39.34
S1 38.56 38.56 39.51 38.87
S2 37.44 37.44 39.35
S3 35.70 36.82 39.19
S4 33.96 35.08 38.71
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 41.06 37.11 3.95 10.0% 1.73 4.4% 65% False False 21,373
10 41.06 33.09 7.97 20.1% 1.87 4.7% 83% False False 20,181
20 41.06 29.00 12.06 30.4% 1.77 4.5% 88% False False 20,120
40 41.06 24.43 16.63 41.9% 2.11 5.3% 92% False False 22,542
60 41.06 24.43 16.63 41.9% 2.22 5.6% 92% False False 21,708
80 54.17 24.43 29.74 75.0% 2.24 5.6% 51% False False 20,770
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 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.21
2.618 44.37
1.618 42.63
1.000 41.55
0.618 40.89
HIGH 39.81
0.618 39.15
0.500 38.94
0.382 38.73
LOW 38.07
0.618 36.99
1.000 36.33
1.618 35.25
2.618 33.51
4.250 30.68
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 39.43 39.64
PP 39.18 39.60
S1 38.94 39.57

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

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