NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 27.91 30.94 3.03 10.9% 26.90
High 30.77 31.28 0.51 1.7% 28.77
Low 27.67 28.38 0.71 2.6% 24.78
Close 30.14 29.03 -1.11 -3.7% 26.79
Range 3.10 2.90 -0.20 -6.5% 3.99
ATR 2.61 2.63 0.02 0.8% 0.00
Volume 50,376 34,037 -16,339 -32.4% 241,107
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 38.26 36.55 30.63
R3 35.36 33.65 29.83
R2 32.46 32.46 29.56
R1 30.75 30.75 29.30 30.16
PP 29.56 29.56 29.56 29.27
S1 27.85 27.85 28.76 27.26
S2 26.66 26.66 28.50
S3 23.76 24.95 28.23
S4 20.86 22.05 27.44
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 31.28 25.68 5.60 19.3% 2.67 9.2% 60% True False 44,279
10 31.28 24.78 6.50 22.4% 2.28 7.9% 65% True False 42,509
20 36.46 23.26 13.20 45.5% 2.59 8.9% 44% False False 39,033
40 39.00 23.26 15.74 54.2% 2.61 9.0% 37% False False 36,761
60 54.30 23.26 31.04 106.9% 2.44 8.4% 19% False False 31,710
80 56.82 23.26 33.56 115.6% 2.12 7.3% 17% False False 26,962
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 True
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.61
2.618 38.87
1.618 35.97
1.000 34.18
0.618 33.07
HIGH 31.28
0.618 30.17
0.500 29.83
0.382 29.49
LOW 28.38
0.618 26.59
1.000 25.48
1.618 23.69
2.618 20.79
4.250 16.06
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 29.83 28.86
PP 29.56 28.68
S1 29.30 28.51

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

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