NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 40.95 40.43 -0.52 -1.3% 36.67
High 41.91 40.85 -1.06 -2.5% 40.76
Low 40.16 37.90 -2.26 -5.6% 35.56
Close 40.73 38.56 -2.17 -5.3% 40.10
Range 1.75 2.95 1.20 68.6% 5.20
ATR 1.99 2.06 0.07 3.4% 0.00
Volume 16,104 31,276 15,172 94.2% 102,561
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 47.95 46.21 40.18
R3 45.00 43.26 39.37
R2 42.05 42.05 39.10
R1 40.31 40.31 38.83 39.71
PP 39.10 39.10 39.10 38.80
S1 37.36 37.36 38.29 36.76
S2 36.15 36.15 38.02
S3 33.20 34.41 37.75
S4 30.25 31.46 36.94
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 37.90 4.01 10.4% 1.93 5.0% 16% False True 21,707
10 41.91 35.54 6.37 16.5% 2.17 5.6% 47% False False 21,528
20 41.91 33.09 8.82 22.9% 2.01 5.2% 62% False False 20,625
40 41.91 26.29 15.62 40.5% 1.98 5.1% 79% False False 22,084
60 41.91 24.43 17.48 45.3% 2.13 5.5% 81% False False 22,263
80 48.99 24.43 24.56 63.7% 2.31 6.0% 58% False False 22,279
100 54.17 24.43 29.74 77.1% 2.13 5.5% 48% False False 20,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 53.39
2.618 48.57
1.618 45.62
1.000 43.80
0.618 42.67
HIGH 40.85
0.618 39.72
0.500 39.38
0.382 39.03
LOW 37.90
0.618 36.08
1.000 34.95
1.618 33.13
2.618 30.18
4.250 25.36
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 39.38 39.91
PP 39.10 39.46
S1 38.83 39.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.