NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 38.40 39.08 0.68 1.8% 40.28
High 40.19 39.76 -0.43 -1.1% 41.19
Low 37.71 38.41 0.70 1.9% 35.72
Close 39.51 38.90 -0.61 -1.5% 37.42
Range 2.48 1.35 -1.13 -45.6% 5.47
ATR 2.18 2.12 -0.06 -2.7% 0.00
Volume 80,640 67,240 -13,400 -16.6% 397,843
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.07 42.34 39.64
R3 41.72 40.99 39.27
R2 40.37 40.37 39.15
R1 39.64 39.64 39.02 39.33
PP 39.02 39.02 39.02 38.87
S1 38.29 38.29 38.78 37.98
S2 37.67 37.67 38.65
S3 36.32 36.94 38.53
S4 34.97 35.59 38.16
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 40.19 35.72 4.47 11.5% 2.41 6.2% 71% False False 82,624
10 41.19 35.72 5.47 14.1% 2.12 5.4% 58% False False 78,305
20 41.19 33.12 8.07 20.7% 2.01 5.2% 72% False False 78,024
40 41.19 25.31 15.88 40.8% 2.08 5.3% 86% False False 87,424
60 41.19 25.31 15.88 40.8% 2.15 5.5% 86% False False 92,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 45.50
2.618 43.29
1.618 41.94
1.000 41.11
0.618 40.59
HIGH 39.76
0.618 39.24
0.500 39.09
0.382 38.93
LOW 38.41
0.618 37.58
1.000 37.06
1.618 36.23
2.618 34.88
4.250 32.67
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 39.09 38.60
PP 39.02 38.30
S1 38.96 38.00

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

View Archives - Comment on this page... - Back to Index of Symbols