NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 38.39 39.05 0.66 1.7% 37.05
High 39.20 40.85 1.65 4.2% 40.85
Low 38.24 38.86 0.62 1.6% 36.48
Close 39.10 40.64 1.54 3.9% 40.64
Range 0.96 1.99 1.03 107.3% 4.37
ATR 1.60 1.63 0.03 1.7% 0.00
Volume 3,264 6,481 3,217 98.6% 27,081
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.09 45.35 41.73
R3 44.10 43.36 41.19
R2 42.11 42.11 41.00
R1 41.37 41.37 40.82 41.74
PP 40.12 40.12 40.12 40.30
S1 39.38 39.38 40.46 39.75
S2 38.13 38.13 40.28
S3 36.14 37.39 40.09
S4 34.15 35.40 39.55
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 52.43 50.91 43.04
R3 48.06 46.54 41.84
R2 43.69 43.69 41.44
R1 42.17 42.17 41.04 42.93
PP 39.32 39.32 39.32 39.71
S1 37.80 37.80 40.24 38.56
S2 34.95 34.95 39.84
S3 30.58 33.43 39.44
S4 26.21 29.06 38.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.85 36.48 4.37 10.8% 1.25 3.1% 95% True False 5,416
10 40.85 33.99 6.86 16.9% 1.60 3.9% 97% True False 5,147
20 40.85 30.75 10.10 24.9% 1.45 3.6% 98% True False 5,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 49.31
2.618 46.06
1.618 44.07
1.000 42.84
0.618 42.08
HIGH 40.85
0.618 40.09
0.500 39.86
0.382 39.62
LOW 38.86
0.618 37.63
1.000 36.87
1.618 35.64
2.618 33.65
4.250 30.40
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 40.38 40.22
PP 40.12 39.80
S1 39.86 39.39

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

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