NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 37.29 37.29 0.00 0.0% 40.28
High 38.05 38.50 0.45 1.2% 41.19
Low 35.72 35.81 0.09 0.3% 35.72
Close 37.42 38.43 1.01 2.7% 37.42
Range 2.33 2.69 0.36 15.5% 5.47
ATR 2.11 2.15 0.04 2.0% 0.00
Volume 71,948 73,420 1,472 2.0% 397,843
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.65 44.73 39.91
R3 42.96 42.04 39.17
R2 40.27 40.27 38.92
R1 39.35 39.35 38.68 39.81
PP 37.58 37.58 37.58 37.81
S1 36.66 36.66 38.18 37.12
S2 34.89 34.89 37.94
S3 32.20 33.97 37.69
S4 29.51 31.28 36.95
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.52 51.44 40.43
R3 49.05 45.97 38.92
R2 43.58 43.58 38.42
R1 40.50 40.50 37.92 39.31
PP 38.11 38.11 38.11 37.51
S1 35.03 35.03 36.92 33.84
S2 32.64 32.64 36.42
S3 27.17 29.56 35.92
S4 21.70 24.09 34.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.64 35.72 4.92 12.8% 2.36 6.1% 55% False False 79,801
10 41.19 35.72 5.47 14.2% 2.04 5.3% 50% False False 80,223
20 41.19 32.13 9.06 23.6% 2.01 5.2% 70% False False 78,670
40 41.19 25.31 15.88 41.3% 2.21 5.8% 83% False False 92,126
60 41.19 25.31 15.88 41.3% 2.21 5.7% 83% False False 92,860
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.93
2.618 45.54
1.618 42.85
1.000 41.19
0.618 40.16
HIGH 38.50
0.618 37.47
0.500 37.16
0.382 36.84
LOW 35.81
0.618 34.15
1.000 33.12
1.618 31.46
2.618 28.77
4.250 24.38
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 38.01 38.22
PP 37.58 38.00
S1 37.16 37.79

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

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