NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 38.80 40.09 1.29 3.3% 39.55
High 40.45 40.50 0.05 0.1% 42.02
Low 38.46 39.53 1.07 2.8% 38.20
Close 40.28 39.78 -0.50 -1.2% 39.19
Range 1.99 0.97 -1.02 -51.3% 3.82
ATR 1.87 1.81 -0.06 -3.4% 0.00
Volume 11,953 15,890 3,937 32.9% 65,643
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 42.85 42.28 40.31
R3 41.88 41.31 40.05
R2 40.91 40.91 39.96
R1 40.34 40.34 39.87 40.14
PP 39.94 39.94 39.94 39.84
S1 39.37 39.37 39.69 39.17
S2 38.97 38.97 39.60
S3 38.00 38.40 39.51
S4 37.03 37.43 39.25
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 51.26 49.05 41.29
R3 47.44 45.23 40.24
R2 43.62 43.62 39.89
R1 41.41 41.41 39.54 40.61
PP 39.80 39.80 39.80 39.40
S1 37.59 37.59 38.84 36.79
S2 35.98 35.98 38.49
S3 32.16 33.77 38.14
S4 28.34 29.95 37.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.04 38.20 2.84 7.1% 1.78 4.5% 56% False False 15,620
10 42.02 38.20 3.82 9.6% 1.63 4.1% 41% False False 13,146
20 42.02 35.94 6.08 15.3% 1.81 4.6% 63% False False 12,542
40 42.02 30.00 12.02 30.2% 1.77 4.4% 81% False False 11,632
60 42.02 26.22 15.80 39.7% 1.90 4.8% 86% False False 11,513
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 44.62
2.618 43.04
1.618 42.07
1.000 41.47
0.618 41.10
HIGH 40.50
0.618 40.13
0.500 40.02
0.382 39.90
LOW 39.53
0.618 38.93
1.000 38.56
1.618 37.96
2.618 36.99
4.250 35.41
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 40.02 39.68
PP 39.94 39.58
S1 39.86 39.48

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

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