NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 39.91 40.21 0.30 0.8% 37.49
High 40.90 41.25 0.35 0.9% 40.90
Low 39.26 40.07 0.81 2.1% 36.33
Close 40.35 41.24 0.89 2.2% 40.35
Range 1.64 1.18 -0.46 -28.0% 4.57
ATR 1.75 1.71 -0.04 -2.3% 0.00
Volume 10,679 5,625 -5,054 -47.3% 28,106
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 44.39 44.00 41.89
R3 43.21 42.82 41.56
R2 42.03 42.03 41.46
R1 41.64 41.64 41.35 41.84
PP 40.85 40.85 40.85 40.95
S1 40.46 40.46 41.13 40.66
S2 39.67 39.67 41.02
S3 38.49 39.28 40.92
S4 37.31 38.10 40.59
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 52.90 51.20 42.86
R3 48.33 46.63 41.61
R2 43.76 43.76 41.19
R1 42.06 42.06 40.77 42.91
PP 39.19 39.19 39.19 39.62
S1 37.49 37.49 39.93 38.34
S2 34.62 34.62 39.51
S3 30.05 32.92 39.09
S4 25.48 28.35 37.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.25 38.64 2.61 6.3% 1.38 3.3% 100% True False 5,416
10 41.25 36.26 4.99 12.1% 1.77 4.3% 100% True False 6,709
20 41.34 34.40 6.94 16.8% 1.69 4.1% 99% False False 6,113
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.27
2.618 44.34
1.618 43.16
1.000 42.43
0.618 41.98
HIGH 41.25
0.618 40.80
0.500 40.66
0.382 40.52
LOW 40.07
0.618 39.34
1.000 38.89
1.618 38.16
2.618 36.98
4.250 35.06
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 41.05 40.83
PP 40.85 40.43
S1 40.66 40.02

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

View Archives - Comment on this page... - Back to Index of Symbols