NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 37.39 38.50 1.11 3.0% 35.63
High 38.36 39.16 0.80 2.1% 37.57
Low 37.32 37.92 0.60 1.6% 34.40
Close 38.28 38.83 0.55 1.4% 37.41
Range 1.04 1.24 0.20 19.2% 3.17
ATR 1.68 1.65 -0.03 -1.9% 0.00
Volume 5,364 4,734 -630 -11.7% 21,157
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 42.36 41.83 39.51
R3 41.12 40.59 39.17
R2 39.88 39.88 39.06
R1 39.35 39.35 38.94 39.62
PP 38.64 38.64 38.64 38.77
S1 38.11 38.11 38.72 38.38
S2 37.40 37.40 38.60
S3 36.16 36.87 38.49
S4 34.92 35.63 38.15
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 39.16 34.40 4.76 12.3% 1.54 4.0% 93% True False 5,424
10 39.16 33.99 5.17 13.3% 1.51 3.9% 94% True False 5,225
20 39.16 30.75 8.41 21.7% 1.54 4.0% 96% True False 5,580
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.43
2.618 42.41
1.618 41.17
1.000 40.40
0.618 39.93
HIGH 39.16
0.618 38.69
0.500 38.54
0.382 38.39
LOW 37.92
0.618 37.15
1.000 36.68
1.618 35.91
2.618 34.67
4.250 32.65
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 38.73 38.49
PP 38.64 38.16
S1 38.54 37.82

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

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