NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 38.61 38.61 0.00 0.0% 40.33
High 39.58 39.60 0.02 0.1% 41.06
Low 38.23 38.05 -0.18 -0.5% 35.54
Close 38.74 39.51 0.77 2.0% 37.21
Range 1.35 1.55 0.20 14.8% 5.52
ATR 2.10 2.06 -0.04 -1.9% 0.00
Volume 20,864 18,470 -2,394 -11.5% 111,920
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.70 43.16 40.36
R3 42.15 41.61 39.94
R2 40.60 40.60 39.79
R1 40.06 40.06 39.65 40.33
PP 39.05 39.05 39.05 39.19
S1 38.51 38.51 39.37 38.78
S2 37.50 37.50 39.23
S3 35.95 36.96 39.08
S4 34.40 35.41 38.66
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 11.3% 2.07 5.2% 89% False False 19,744
10 41.06 35.54 5.52 14.0% 2.15 5.5% 72% False False 21,246
20 41.06 32.79 8.27 20.9% 1.99 5.0% 81% False False 19,717
40 41.06 25.99 15.07 38.1% 1.96 5.0% 90% False False 21,587
60 41.06 24.43 16.63 42.1% 2.08 5.3% 91% False False 21,981
80 50.44 24.43 26.01 65.8% 2.33 5.9% 58% False False 21,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.19
2.618 43.66
1.618 42.11
1.000 41.15
0.618 40.56
HIGH 39.60
0.618 39.01
0.500 38.83
0.382 38.64
LOW 38.05
0.618 37.09
1.000 36.50
1.618 35.54
2.618 33.99
4.250 31.46
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 39.28 39.27
PP 39.05 39.02
S1 38.83 38.78

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

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