NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 36.46 37.00 0.54 1.5% 35.20
High 37.21 38.11 0.90 2.4% 37.13
Low 35.87 36.72 0.85 2.4% 33.53
Close 36.90 37.91 1.01 2.7% 36.92
Range 1.34 1.39 0.05 3.7% 3.60
ATR 2.11 2.06 -0.05 -2.4% 0.00
Volume 87,523 80,486 -7,037 -8.0% 298,236
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.75 41.22 38.67
R3 40.36 39.83 38.29
R2 38.97 38.97 38.16
R1 38.44 38.44 38.04 38.71
PP 37.58 37.58 37.58 37.71
S1 37.05 37.05 37.78 37.32
S2 36.19 36.19 37.66
S3 34.80 35.66 37.53
S4 33.41 34.27 37.15
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 46.66 45.39 38.90
R3 43.06 41.79 37.91
R2 39.46 39.46 37.58
R1 38.19 38.19 37.25 38.83
PP 35.86 35.86 35.86 36.18
S1 34.59 34.59 36.59 35.23
S2 32.26 32.26 36.26
S3 28.66 30.99 35.93
S4 25.06 27.39 34.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.11 33.53 4.58 12.1% 1.98 5.2% 96% True False 79,106
10 38.11 33.12 4.99 13.2% 1.86 4.9% 96% True False 75,478
20 38.11 29.30 8.81 23.2% 1.94 5.1% 98% True False 82,848
40 38.11 25.31 12.80 33.8% 2.18 5.7% 98% True False 93,476
60 40.05 25.31 14.74 38.9% 2.46 6.5% 85% False False 103,015
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.02
2.618 41.75
1.618 40.36
1.000 39.50
0.618 38.97
HIGH 38.11
0.618 37.58
0.500 37.42
0.382 37.25
LOW 36.72
0.618 35.86
1.000 35.33
1.618 34.47
2.618 33.08
4.250 30.81
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 37.75 37.37
PP 37.58 36.82
S1 37.42 36.28

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

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