NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 38.29 38.13 -0.16 -0.4% 35.02
High 39.03 39.00 -0.03 -0.1% 37.34
Low 37.63 37.96 0.33 0.9% 33.95
Close 38.64 38.90 0.26 0.7% 37.16
Range 1.40 1.04 -0.36 -25.7% 3.39
ATR 1.80 1.74 -0.05 -3.0% 0.00
Volume 11,738 8,047 -3,691 -31.4% 43,768
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.74 41.36 39.47
R3 40.70 40.32 39.19
R2 39.66 39.66 39.09
R1 39.28 39.28 39.00 39.47
PP 38.62 38.62 38.62 38.72
S1 38.24 38.24 38.80 38.43
S2 37.58 37.58 38.71
S3 36.54 37.20 38.61
S4 35.50 36.16 38.33
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 39.03 34.91 4.12 10.6% 1.46 3.7% 97% False False 10,872
10 39.03 33.62 5.41 13.9% 1.63 4.2% 98% False False 11,235
20 39.03 30.34 8.69 22.3% 1.58 4.1% 99% False False 10,447
40 39.03 26.22 12.81 32.9% 1.94 5.0% 99% False False 10,879
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 43.42
2.618 41.72
1.618 40.68
1.000 40.04
0.618 39.64
HIGH 39.00
0.618 38.60
0.500 38.48
0.382 38.36
LOW 37.96
0.618 37.32
1.000 36.92
1.618 36.28
2.618 35.24
4.250 33.54
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 38.76 38.61
PP 38.62 38.32
S1 38.48 38.04

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

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