NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 35.71 36.86 1.15 3.2% 35.02
High 37.34 37.37 0.03 0.1% 37.34
Low 34.91 36.13 1.22 3.5% 33.95
Close 37.16 37.15 -0.01 0.0% 37.16
Range 2.43 1.24 -1.19 -49.0% 3.39
ATR 1.92 1.88 -0.05 -2.5% 0.00
Volume 9,112 14,496 5,384 59.1% 43,768
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 40.60 40.12 37.83
R3 39.36 38.88 37.49
R2 38.12 38.12 37.38
R1 37.64 37.64 37.26 37.88
PP 36.88 36.88 36.88 37.01
S1 36.40 36.40 37.04 36.64
S2 35.64 35.64 36.92
S3 34.40 35.16 36.81
S4 33.16 33.92 36.47
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 46.32 45.13 39.02
R3 42.93 41.74 38.09
R2 39.54 39.54 37.78
R1 38.35 38.35 37.47 38.95
PP 36.15 36.15 36.15 36.45
S1 34.96 34.96 36.85 35.56
S2 32.76 32.76 36.54
S3 29.37 31.57 36.23
S4 25.98 28.18 35.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.37 33.95 3.42 9.2% 1.91 5.1% 94% True False 11,652
10 37.37 32.71 4.66 12.5% 1.77 4.8% 95% True False 10,457
20 37.37 28.36 9.01 24.3% 1.77 4.8% 98% True False 10,576
40 37.52 26.22 11.30 30.4% 1.98 5.3% 97% False False 11,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.64
2.618 40.62
1.618 39.38
1.000 38.61
0.618 38.14
HIGH 37.37
0.618 36.90
0.500 36.75
0.382 36.60
LOW 36.13
0.618 35.36
1.000 34.89
1.618 34.12
2.618 32.88
4.250 30.86
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 37.02 36.65
PP 36.88 36.16
S1 36.75 35.66

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

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