NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 39.28 39.80 0.52 1.3% 36.86
High 40.71 39.80 -0.91 -2.2% 40.72
Low 38.96 36.89 -2.07 -5.3% 36.13
Close 40.44 37.59 -2.85 -7.0% 40.52
Range 1.75 2.91 1.16 66.3% 4.59
ATR 1.77 1.90 0.13 7.2% 0.00
Volume 12,021 14,589 2,568 21.4% 65,918
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.82 45.12 39.19
R3 43.91 42.21 38.39
R2 41.00 41.00 38.12
R1 39.30 39.30 37.86 38.70
PP 38.09 38.09 38.09 37.79
S1 36.39 36.39 37.32 35.79
S2 35.18 35.18 37.06
S3 32.27 33.48 36.79
S4 29.36 30.57 35.99
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 36.89 4.34 11.5% 2.08 5.5% 16% False True 14,819
10 41.23 34.91 6.32 16.8% 1.77 4.7% 42% False False 12,846
20 41.23 30.35 10.88 28.9% 1.73 4.6% 67% False False 11,784
40 41.23 26.22 15.01 39.9% 1.95 5.2% 76% False False 11,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 52.17
2.618 47.42
1.618 44.51
1.000 42.71
0.618 41.60
HIGH 39.80
0.618 38.69
0.500 38.35
0.382 38.00
LOW 36.89
0.618 35.09
1.000 33.98
1.618 32.18
2.618 29.27
4.250 24.52
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 38.35 38.80
PP 38.09 38.40
S1 37.84 37.99

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

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