NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 37.28 38.80 1.52 4.1% 40.57
High 38.68 40.25 1.57 4.1% 41.23
Low 36.07 38.00 1.93 5.4% 35.94
Close 38.64 39.69 1.05 2.7% 37.62
Range 2.61 2.25 -0.36 -13.8% 5.29
ATR 1.97 1.99 0.02 1.0% 0.00
Volume 8,169 5,958 -2,211 -27.1% 64,807
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.06 45.13 40.93
R3 43.81 42.88 40.31
R2 41.56 41.56 40.10
R1 40.63 40.63 39.90 41.10
PP 39.31 39.31 39.31 39.55
S1 38.38 38.38 39.48 38.85
S2 37.06 37.06 39.28
S3 34.81 36.13 39.07
S4 32.56 33.88 38.45
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.13 51.17 40.53
R3 48.84 45.88 39.07
R2 43.55 43.55 38.59
R1 40.59 40.59 38.10 39.43
PP 38.26 38.26 38.26 37.68
S1 35.30 35.30 37.14 34.14
S2 32.97 32.97 36.65
S3 27.68 30.01 36.17
S4 22.39 24.72 34.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.71 35.94 4.77 12.0% 2.35 5.9% 79% False False 10,422
10 41.23 35.94 5.29 13.3% 1.99 5.0% 71% False False 11,938
20 41.23 33.62 7.61 19.2% 1.82 4.6% 80% False False 11,243
40 41.23 26.22 15.01 37.8% 2.02 5.1% 90% False False 11,252
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.81
2.618 46.14
1.618 43.89
1.000 42.50
0.618 41.64
HIGH 40.25
0.618 39.39
0.500 39.13
0.382 38.86
LOW 38.00
0.618 36.61
1.000 35.75
1.618 34.36
2.618 32.11
4.250 28.44
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 39.50 39.16
PP 39.31 38.63
S1 39.13 38.10

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

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