NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 38.89 40.57 1.68 4.3% 36.86
High 40.72 41.23 0.51 1.3% 40.72
Low 38.68 39.11 0.43 1.1% 36.13
Close 40.52 39.23 -1.29 -3.2% 40.52
Range 2.04 2.12 0.08 3.9% 4.59
ATR 1.76 1.79 0.03 1.4% 0.00
Volume 20,666 11,999 -8,667 -41.9% 65,918
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.22 44.84 40.40
R3 44.10 42.72 39.81
R2 41.98 41.98 39.62
R1 40.60 40.60 39.42 40.23
PP 39.86 39.86 39.86 39.67
S1 38.48 38.48 39.04 38.11
S2 37.74 37.74 38.84
S3 35.62 36.36 38.65
S4 33.50 34.24 38.06
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 52.89 51.30 43.04
R3 48.30 46.71 41.78
R2 43.71 43.71 41.36
R1 42.12 42.12 40.94 42.92
PP 39.12 39.12 39.12 39.52
S1 37.53 37.53 40.10 38.33
S2 34.53 34.53 39.68
S3 29.94 32.94 39.26
S4 25.35 28.35 38.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.23 37.04 4.19 10.7% 1.56 4.0% 52% True False 12,684
10 41.23 33.95 7.28 18.6% 1.73 4.4% 73% True False 12,168
20 41.23 30.35 10.88 27.7% 1.59 4.1% 82% True False 11,190
40 41.23 26.22 15.01 38.3% 1.95 5.0% 87% True False 10,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.24
2.618 46.78
1.618 44.66
1.000 43.35
0.618 42.54
HIGH 41.23
0.618 40.42
0.500 40.17
0.382 39.92
LOW 39.11
0.618 37.80
1.000 36.99
1.618 35.68
2.618 33.56
4.250 30.10
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 40.17 39.60
PP 39.86 39.47
S1 39.54 39.35

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

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