NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 36.86 37.27 0.41 1.1% 35.02
High 37.37 38.22 0.85 2.3% 37.34
Low 36.13 37.04 0.91 2.5% 33.95
Close 37.15 38.10 0.95 2.6% 37.16
Range 1.24 1.18 -0.06 -4.8% 3.39
ATR 1.88 1.83 -0.05 -2.6% 0.00
Volume 14,496 10,971 -3,525 -24.3% 43,768
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.33 40.89 38.75
R3 40.15 39.71 38.42
R2 38.97 38.97 38.32
R1 38.53 38.53 38.21 38.75
PP 37.79 37.79 37.79 37.90
S1 37.35 37.35 37.99 37.57
S2 36.61 36.61 37.88
S3 35.43 36.17 37.78
S4 34.25 34.99 37.45
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 38.22 33.95 4.27 11.2% 1.79 4.7% 97% True False 11,142
10 38.22 33.62 4.60 12.1% 1.65 4.3% 97% True False 10,548
20 38.22 30.00 8.22 21.6% 1.72 4.5% 99% True False 10,721
40 38.22 26.22 12.00 31.5% 1.94 5.1% 99% True False 10,999
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 0.25
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 43.24
2.618 41.31
1.618 40.13
1.000 39.40
0.618 38.95
HIGH 38.22
0.618 37.77
0.500 37.63
0.382 37.49
LOW 37.04
0.618 36.31
1.000 35.86
1.618 35.13
2.618 33.95
4.250 32.03
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 37.94 37.59
PP 37.79 37.08
S1 37.63 36.57

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

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