NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 38.78 39.50 0.72 1.9% 37.29
High 39.73 40.82 1.09 2.7% 40.82
Low 38.24 39.02 0.78 2.0% 35.81
Close 39.63 40.19 0.56 1.4% 40.19
Range 1.49 1.80 0.31 20.8% 5.01
ATR 2.07 2.05 -0.02 -0.9% 0.00
Volume 67,400 97,423 30,023 44.5% 386,123
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.41 44.60 41.18
R3 43.61 42.80 40.69
R2 41.81 41.81 40.52
R1 41.00 41.00 40.36 41.41
PP 40.01 40.01 40.01 40.21
S1 39.20 39.20 40.03 39.61
S2 38.21 38.21 39.86
S3 36.41 37.40 39.70
S4 34.61 35.60 39.20
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.97 52.09 42.95
R3 48.96 47.08 41.57
R2 43.95 43.95 41.11
R1 42.07 42.07 40.65 43.01
PP 38.94 38.94 38.94 39.41
S1 37.06 37.06 39.73 38.00
S2 33.93 33.93 39.27
S3 28.92 32.05 38.81
S4 23.91 27.04 37.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.82 35.81 5.01 12.5% 1.96 4.9% 87% True False 77,224
10 41.19 35.72 5.47 13.6% 2.12 5.3% 82% False False 78,396
20 41.19 33.12 8.07 20.1% 2.04 5.1% 88% False False 78,455
40 41.19 26.91 14.28 35.5% 1.98 4.9% 93% False False 85,420
60 41.19 25.31 15.88 39.5% 2.15 5.3% 94% False False 92,725
80 49.09 25.31 23.78 59.2% 2.39 5.9% 63% False False 98,176
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 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.47
2.618 45.53
1.618 43.73
1.000 42.62
0.618 41.93
HIGH 40.82
0.618 40.13
0.500 39.92
0.382 39.71
LOW 39.02
0.618 37.91
1.000 37.22
1.618 36.11
2.618 34.31
4.250 31.37
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 40.10 39.97
PP 40.01 39.75
S1 39.92 39.53

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

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