NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 38.15 38.61 0.46 1.2% 40.33
High 39.99 39.58 -0.41 -1.0% 41.06
Low 37.56 38.23 0.67 1.8% 35.54
Close 39.30 38.74 -0.56 -1.4% 37.21
Range 2.43 1.35 -1.08 -44.4% 5.52
ATR 2.15 2.10 -0.06 -2.7% 0.00
Volume 19,099 20,864 1,765 9.2% 111,920
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 42.90 42.17 39.48
R3 41.55 40.82 39.11
R2 40.20 40.20 38.99
R1 39.47 39.47 38.86 39.84
PP 38.85 38.85 38.85 39.03
S1 38.12 38.12 38.62 38.49
S2 37.50 37.50 38.49
S3 36.15 36.77 38.37
S4 34.80 35.42 38.00
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 39.99 35.54 4.45 11.5% 2.41 6.2% 72% False False 21,349
10 41.06 35.54 5.52 14.2% 2.10 5.4% 58% False False 20,774
20 41.06 32.79 8.27 21.3% 2.00 5.2% 72% False False 19,609
40 41.06 24.43 16.63 42.9% 2.04 5.3% 86% False False 21,796
60 41.06 24.43 16.63 42.9% 2.08 5.4% 86% False False 21,819
80 51.98 24.43 27.55 71.1% 2.34 6.0% 52% False False 21,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 45.32
2.618 43.11
1.618 41.76
1.000 40.93
0.618 40.41
HIGH 39.58
0.618 39.06
0.500 38.91
0.382 38.75
LOW 38.23
0.618 37.40
1.000 36.88
1.618 36.05
2.618 34.70
4.250 32.49
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 38.91 38.42
PP 38.85 38.10
S1 38.80 37.78

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

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