NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 39.69 37.17 -2.52 -6.3% 40.33
High 39.70 37.86 -1.84 -4.6% 41.06
Low 36.45 35.54 -0.91 -2.5% 35.54
Close 37.20 37.21 0.01 0.0% 37.21
Range 3.25 2.32 -0.93 -28.6% 5.52
ATR 2.07 2.09 0.02 0.9% 0.00
Volume 26,494 23,188 -3,306 -12.5% 111,920
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.83 42.84 38.49
R3 41.51 40.52 37.85
R2 39.19 39.19 37.64
R1 38.20 38.20 37.42 38.70
PP 36.87 36.87 36.87 37.12
S1 35.88 35.88 37.00 36.38
S2 34.55 34.55 36.78
S3 32.23 33.56 36.57
S4 29.91 31.24 35.93
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.50 51.37 40.25
R3 48.98 45.85 38.73
R2 43.46 43.46 38.22
R1 40.33 40.33 37.72 39.14
PP 37.94 37.94 37.94 37.34
S1 34.81 34.81 36.70 33.62
S2 32.42 32.42 36.20
S3 26.90 29.29 35.69
S4 21.38 23.77 34.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.06 35.54 5.52 14.8% 2.28 6.1% 30% False True 22,384
10 41.06 35.54 5.52 14.8% 1.87 5.0% 30% False True 21,503
20 41.06 30.34 10.72 28.8% 1.94 5.2% 64% False False 20,026
40 41.06 24.43 16.63 44.7% 2.14 5.7% 77% False False 22,949
60 41.06 24.43 16.63 44.7% 2.17 5.8% 77% False False 21,665
80 54.17 24.43 29.74 79.9% 2.30 6.2% 43% False False 21,362
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.72
2.618 43.93
1.618 41.61
1.000 40.18
0.618 39.29
HIGH 37.86
0.618 36.97
0.500 36.70
0.382 36.43
LOW 35.54
0.618 34.11
1.000 33.22
1.618 31.79
2.618 29.47
4.250 25.68
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 37.04 38.02
PP 36.87 37.75
S1 36.70 37.48

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

View Archives - Comment on this page... - Back to Index of Symbols