NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 37.05 37.39 0.34 0.9% 35.63
High 37.51 38.36 0.85 2.3% 37.57
Low 36.48 37.32 0.84 2.3% 34.40
Close 37.39 38.28 0.89 2.4% 37.41
Range 1.03 1.04 0.01 1.0% 3.17
ATR 1.73 1.68 -0.05 -2.8% 0.00
Volume 7,238 5,364 -1,874 -25.9% 21,157
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 41.11 40.73 38.85
R3 40.07 39.69 38.57
R2 39.03 39.03 38.47
R1 38.65 38.65 38.38 38.84
PP 37.99 37.99 37.99 38.08
S1 37.61 37.61 38.18 37.80
S2 36.95 36.95 38.09
S3 35.91 36.57 37.99
S4 34.87 35.53 37.71
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 45.97 44.86 39.15
R3 42.80 41.69 38.28
R2 39.63 39.63 37.99
R1 38.52 38.52 37.70 39.08
PP 36.46 36.46 36.46 36.74
S1 35.35 35.35 37.12 35.91
S2 33.29 33.29 36.83
S3 30.12 32.18 36.54
S4 26.95 29.01 35.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.36 34.40 3.96 10.3% 1.64 4.3% 98% True False 5,714
10 38.36 33.99 4.37 11.4% 1.48 3.9% 98% True False 5,048
20 38.36 30.75 7.61 19.9% 1.60 4.2% 99% True False 5,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.78
2.618 41.08
1.618 40.04
1.000 39.40
0.618 39.00
HIGH 38.36
0.618 37.96
0.500 37.84
0.382 37.72
LOW 37.32
0.618 36.68
1.000 36.28
1.618 35.64
2.618 34.60
4.250 32.90
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 38.13 37.78
PP 37.99 37.28
S1 37.84 36.78

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

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