NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 40.24 40.88 0.64 1.6% 38.62
High 41.18 41.61 0.43 1.0% 41.18
Low 39.99 40.33 0.34 0.9% 38.27
Close 41.11 41.10 -0.01 0.0% 41.11
Range 1.19 1.28 0.09 7.6% 2.91
ATR 1.86 1.82 -0.04 -2.2% 0.00
Volume 77,584 81,031 3,447 4.4% 309,307
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.85 44.26 41.80
R3 43.57 42.98 41.45
R2 42.29 42.29 41.33
R1 41.70 41.70 41.22 42.00
PP 41.01 41.01 41.01 41.16
S1 40.42 40.42 40.98 40.72
S2 39.73 39.73 40.87
S3 38.45 39.14 40.75
S4 37.17 37.86 40.40
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.92 47.92 42.71
R3 46.01 45.01 41.91
R2 43.10 43.10 41.64
R1 42.10 42.10 41.38 42.60
PP 40.19 40.19 40.19 40.44
S1 39.19 39.19 40.84 39.69
S2 37.28 37.28 40.58
S3 34.37 36.28 40.31
S4 31.46 33.37 39.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.61 38.27 3.34 8.1% 1.41 3.4% 85% True False 78,067
10 41.98 38.02 3.96 9.6% 1.67 4.1% 78% False False 72,605
20 41.98 35.72 6.26 15.2% 1.89 4.6% 86% False False 75,500
40 41.98 29.68 12.30 29.9% 1.83 4.5% 93% False False 77,341
60 41.98 25.31 16.67 40.6% 2.08 5.1% 95% False False 86,852
80 41.98 25.31 16.67 40.6% 2.21 5.4% 95% False False 92,908
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.05
2.618 44.96
1.618 43.68
1.000 42.89
0.618 42.40
HIGH 41.61
0.618 41.12
0.500 40.97
0.382 40.82
LOW 40.33
0.618 39.54
1.000 39.05
1.618 38.26
2.618 36.98
4.250 34.89
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 41.06 40.90
PP 41.01 40.70
S1 40.97 40.50

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

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