NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 39.40 39.58 0.18 0.5% 36.67
High 40.76 41.06 0.30 0.7% 40.76
Low 38.95 39.45 0.50 1.3% 35.56
Close 40.10 41.04 0.94 2.3% 40.10
Range 1.81 1.61 -0.20 -11.0% 5.20
ATR 2.04 2.01 -0.03 -1.5% 0.00
Volume 27,026 15,661 -11,365 -42.1% 102,561
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.35 44.80 41.93
R3 43.74 43.19 41.48
R2 42.13 42.13 41.34
R1 41.58 41.58 41.19 41.86
PP 40.52 40.52 40.52 40.65
S1 39.97 39.97 40.89 40.25
S2 38.91 38.91 40.74
S3 37.30 38.36 40.60
S4 35.69 36.75 40.15
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.41 52.45 42.96
R3 49.21 47.25 41.53
R2 44.01 44.01 41.05
R1 42.05 42.05 40.58 43.03
PP 38.81 38.81 38.81 39.30
S1 36.85 36.85 39.62 37.83
S2 33.61 33.61 39.15
S3 28.41 31.65 38.67
S4 23.21 26.45 37.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.06 37.56 3.50 8.5% 1.75 4.3% 99% True False 20,224
10 41.06 35.54 5.52 13.5% 2.07 5.0% 100% True False 20,741
20 41.06 33.09 7.97 19.4% 1.97 4.8% 100% True False 20,265
40 41.06 25.99 15.07 36.7% 1.94 4.7% 100% True False 21,771
60 41.06 24.43 16.63 40.5% 2.09 5.1% 100% True False 22,210
80 48.99 24.43 24.56 59.8% 2.33 5.7% 68% False False 21,978
100 54.17 24.43 29.74 72.5% 2.10 5.1% 56% False False 19,938
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.90
2.618 45.27
1.618 43.66
1.000 42.67
0.618 42.05
HIGH 41.06
0.618 40.44
0.500 40.26
0.382 40.07
LOW 39.45
0.618 38.46
1.000 37.84
1.618 36.85
2.618 35.24
4.250 32.61
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 40.78 40.55
PP 40.52 40.05
S1 40.26 39.56

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

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