NYMEX Light Sweet Crude Oil Future December 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 41.05 40.47 -0.58 -1.4% 37.29
High 41.98 40.99 -0.99 -2.4% 40.82
Low 40.25 38.08 -2.17 -5.4% 35.81
Close 40.82 38.73 -2.09 -5.1% 40.19
Range 1.73 2.91 1.18 68.2% 5.01
ATR 2.01 2.08 0.06 3.2% 0.00
Volume 59,020 82,041 23,021 39.0% 386,123
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 48.00 46.27 40.33
R3 45.09 43.36 39.53
R2 42.18 42.18 39.26
R1 40.45 40.45 39.00 39.86
PP 39.27 39.27 39.27 38.97
S1 37.54 37.54 38.46 36.95
S2 36.36 36.36 38.20
S3 33.45 34.63 37.93
S4 30.54 31.72 37.13
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 41.98 38.08 3.90 10.1% 1.95 5.0% 17% False True 71,186
10 41.98 35.72 6.26 16.2% 2.18 5.6% 48% False False 76,905
20 41.98 33.53 8.45 21.8% 2.02 5.2% 62% False False 77,609
40 41.98 27.08 14.90 38.5% 2.01 5.2% 78% False False 82,997
60 41.98 25.31 16.67 43.0% 2.19 5.6% 81% False False 91,375
80 49.09 25.31 23.78 61.4% 2.37 6.1% 56% False False 96,860
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 0.59
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 53.36
2.618 48.61
1.618 45.70
1.000 43.90
0.618 42.79
HIGH 40.99
0.618 39.88
0.500 39.54
0.382 39.19
LOW 38.08
0.618 36.28
1.000 35.17
1.618 33.37
2.618 30.46
4.250 25.71
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 39.54 40.03
PP 39.27 39.60
S1 39.00 39.16

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

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