NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 40.18 37.92 -2.26 -5.6% 40.65
High 40.20 38.53 -1.67 -4.2% 41.45
Low 37.31 36.55 -0.76 -2.0% 36.55
Close 37.99 38.01 0.02 0.1% 38.01
Range 2.89 1.98 -0.91 -31.5% 4.90
ATR 0.00 1.77 1.77 0.00
Volume 15,788 10,976 -4,812 -30.5% 64,750
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.64 42.80 39.10
R3 41.66 40.82 38.55
R2 39.68 39.68 38.37
R1 38.84 38.84 38.19 39.26
PP 37.70 37.70 37.70 37.91
S1 36.86 36.86 37.83 37.28
S2 35.72 35.72 37.65
S3 33.74 34.88 37.47
S4 31.76 32.90 36.92
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 53.37 50.59 40.71
R3 48.47 45.69 39.36
R2 43.57 43.57 38.91
R1 40.79 40.79 38.46 39.73
PP 38.67 38.67 38.67 38.14
S1 35.89 35.89 37.56 34.83
S2 33.77 33.77 37.11
S3 28.87 30.99 36.66
S4 23.97 26.09 35.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.45 36.55 4.90 12.9% 1.99 5.2% 30% False True 12,950
10 41.45 36.55 4.90 12.9% 1.64 4.3% 30% False True 12,934
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.95
2.618 43.71
1.618 41.73
1.000 40.51
0.618 39.75
HIGH 38.53
0.618 37.77
0.500 37.54
0.382 37.31
LOW 36.55
0.618 35.33
1.000 34.57
1.618 33.35
2.618 31.37
4.250 28.14
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 37.85 38.74
PP 37.70 38.50
S1 37.54 38.25

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

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