NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 40.02 40.09 0.07 0.2% 39.59
High 40.43 40.82 0.39 1.0% 41.98
Low 39.37 39.38 0.01 0.0% 38.02
Close 39.68 40.34 0.66 1.7% 39.07
Range 1.06 1.44 0.38 35.8% 3.96
ATR 1.95 1.91 -0.04 -1.9% 0.00
Volume 68,950 93,807 24,857 36.1% 335,715
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.50 43.86 41.13
R3 43.06 42.42 40.74
R2 41.62 41.62 40.60
R1 40.98 40.98 40.47 41.30
PP 40.18 40.18 40.18 40.34
S1 39.54 39.54 40.21 39.86
S2 38.74 38.74 40.08
S3 37.30 38.10 39.94
S4 35.86 36.66 39.55
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 40.82 38.02 2.80 6.9% 1.56 3.9% 83% True False 75,266
10 41.98 38.02 3.96 9.8% 1.75 4.3% 59% False False 73,226
20 41.98 35.72 6.26 15.5% 1.94 4.8% 74% False False 75,766
40 41.98 29.63 12.35 30.6% 1.90 4.7% 87% False False 78,342
60 41.98 25.31 16.67 41.3% 2.08 5.2% 90% False False 87,382
80 41.98 25.31 16.67 41.3% 2.28 5.6% 90% False False 94,236
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.94
2.618 44.59
1.618 43.15
1.000 42.26
0.618 41.71
HIGH 40.82
0.618 40.27
0.500 40.10
0.382 39.93
LOW 39.38
0.618 38.49
1.000 37.94
1.618 37.05
2.618 35.61
4.250 33.26
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 40.26 40.08
PP 40.18 39.81
S1 40.10 39.55

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

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