NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 38.78 39.68 0.90 2.3% 39.59
High 39.83 39.91 0.08 0.2% 41.98
Low 38.02 38.49 0.47 1.2% 38.02
Close 39.43 39.07 -0.36 -0.9% 39.07
Range 1.81 1.42 -0.39 -21.5% 3.96
ATR 2.06 2.01 -0.05 -2.2% 0.00
Volume 81,407 63,201 -18,206 -22.4% 335,715
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.42 42.66 39.85
R3 42.00 41.24 39.46
R2 40.58 40.58 39.33
R1 39.82 39.82 39.20 39.49
PP 39.16 39.16 39.16 38.99
S1 38.40 38.40 38.94 38.07
S2 37.74 37.74 38.81
S3 36.32 36.98 38.68
S4 34.90 35.56 38.29
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 51.57 49.28 41.25
R3 47.61 45.32 40.16
R2 43.65 43.65 39.80
R1 41.36 41.36 39.43 40.53
PP 39.69 39.69 39.69 39.27
S1 37.40 37.40 38.71 36.57
S2 35.73 35.73 38.34
S3 31.77 33.44 37.98
S4 27.81 29.48 36.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.98 38.02 3.96 10.1% 1.93 5.0% 27% False False 67,143
10 41.98 35.81 6.17 15.8% 1.95 5.0% 53% False False 72,183
20 41.98 35.72 6.26 16.0% 1.93 4.9% 54% False False 76,909
40 41.98 27.57 14.41 36.9% 1.98 5.1% 80% False False 81,380
60 41.98 25.31 16.67 42.7% 2.18 5.6% 83% False False 90,582
80 48.33 25.31 23.02 58.9% 2.37 6.1% 60% False False 96,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.61
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 45.95
2.618 43.63
1.618 42.21
1.000 41.33
0.618 40.79
HIGH 39.91
0.618 39.37
0.500 39.20
0.382 39.03
LOW 38.49
0.618 37.61
1.000 37.07
1.618 36.19
2.618 34.77
4.250 32.46
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 39.20 39.51
PP 39.16 39.36
S1 39.11 39.22

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

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