NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 26.24 27.91 1.67 6.4% 26.90
High 27.96 30.77 2.81 10.1% 28.77
Low 25.73 27.67 1.94 7.5% 24.78
Close 27.20 30.14 2.94 10.8% 26.79
Range 2.23 3.10 0.87 39.0% 3.99
ATR 2.54 2.61 0.07 2.9% 0.00
Volume 41,540 50,376 8,836 21.3% 241,107
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 38.83 37.58 31.85
R3 35.73 34.48 30.99
R2 32.63 32.63 30.71
R1 31.38 31.38 30.42 32.01
PP 29.53 29.53 29.53 29.84
S1 28.28 28.28 29.86 28.91
S2 26.43 26.43 29.57
S3 23.33 25.18 29.29
S4 20.23 22.08 28.44
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 38.75 36.76 28.98
R3 34.76 32.77 27.89
R2 30.77 30.77 27.52
R1 28.78 28.78 27.16 27.78
PP 26.78 26.78 26.78 26.28
S1 24.79 24.79 26.42 23.79
S2 22.79 22.79 26.06
S3 18.80 20.80 25.69
S4 14.81 16.81 24.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.77 25.00 5.77 19.1% 2.39 7.9% 89% True False 48,347
10 30.77 23.26 7.51 24.9% 2.49 8.3% 92% True False 43,477
20 36.46 23.26 13.20 43.8% 2.52 8.3% 52% False False 38,101
40 39.00 23.26 15.74 52.2% 2.64 8.8% 44% False False 36,731
60 54.30 23.26 31.04 103.0% 2.40 8.0% 22% False False 31,568
80 56.88 23.26 33.62 111.5% 2.09 6.9% 20% False False 26,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 43.95
2.618 38.89
1.618 35.79
1.000 33.87
0.618 32.69
HIGH 30.77
0.618 29.59
0.500 29.22
0.382 28.85
LOW 27.67
0.618 25.75
1.000 24.57
1.618 22.65
2.618 19.55
4.250 14.50
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 29.83 29.51
PP 29.53 28.88
S1 29.22 28.25

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

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