NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 40.09 40.24 0.15 0.4% 39.59
High 40.82 41.18 0.36 0.9% 41.98
Low 39.38 39.99 0.61 1.5% 38.02
Close 40.34 41.11 0.77 1.9% 39.07
Range 1.44 1.19 -0.25 -17.4% 3.96
ATR 1.91 1.86 -0.05 -2.7% 0.00
Volume 93,807 77,584 -16,223 -17.3% 335,715
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.33 43.91 41.76
R3 43.14 42.72 41.44
R2 41.95 41.95 41.33
R1 41.53 41.53 41.22 41.74
PP 40.76 40.76 40.76 40.87
S1 40.34 40.34 41.00 40.55
S2 39.57 39.57 40.89
S3 38.38 39.15 40.78
S4 37.19 37.96 40.46
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 41.18 38.27 2.91 7.1% 1.44 3.5% 98% True False 74,501
10 41.98 38.02 3.96 9.6% 1.72 4.2% 78% False False 74,244
20 41.98 35.72 6.26 15.2% 1.94 4.7% 86% False False 76,861
40 41.98 29.63 12.35 30.0% 1.86 4.5% 93% False False 77,793
60 41.98 25.31 16.67 40.5% 2.08 5.1% 95% False False 87,200
80 41.98 25.31 16.67 40.5% 2.24 5.4% 95% False False 93,542
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.24
2.618 44.30
1.618 43.11
1.000 42.37
0.618 41.92
HIGH 41.18
0.618 40.73
0.500 40.59
0.382 40.44
LOW 39.99
0.618 39.25
1.000 38.80
1.618 38.06
2.618 36.87
4.250 34.93
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 40.94 40.83
PP 40.76 40.55
S1 40.59 40.28

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

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