NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 39.58 40.95 1.37 3.5% 36.67
High 41.06 41.91 0.85 2.1% 40.76
Low 39.45 40.16 0.71 1.8% 35.56
Close 41.04 40.73 -0.31 -0.8% 40.10
Range 1.61 1.75 0.14 8.7% 5.20
ATR 2.01 1.99 -0.02 -0.9% 0.00
Volume 15,661 16,104 443 2.8% 102,561
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.18 45.21 41.69
R3 44.43 43.46 41.21
R2 42.68 42.68 41.05
R1 41.71 41.71 40.89 41.32
PP 40.93 40.93 40.93 40.74
S1 39.96 39.96 40.57 39.57
S2 39.18 39.18 40.41
S3 37.43 38.21 40.25
S4 35.68 36.46 39.77
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 41.91 38.05 3.86 9.5% 1.61 4.0% 69% True False 19,625
10 41.91 35.54 6.37 15.6% 2.07 5.1% 81% True False 20,115
20 41.91 33.09 8.82 21.7% 1.97 4.8% 87% True False 20,148
40 41.91 25.99 15.92 39.1% 1.94 4.8% 93% True False 21,775
60 41.91 24.43 17.48 42.9% 2.10 5.2% 93% True False 22,144
80 48.99 24.43 24.56 60.3% 2.32 5.7% 66% False False 22,042
100 54.17 24.43 29.74 73.0% 2.11 5.2% 55% False False 20,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.35
2.618 46.49
1.618 44.74
1.000 43.66
0.618 42.99
HIGH 41.91
0.618 41.24
0.500 41.04
0.382 40.83
LOW 40.16
0.618 39.08
1.000 38.41
1.618 37.33
2.618 35.58
4.250 32.72
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 41.04 40.63
PP 40.93 40.53
S1 40.83 40.43

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

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