NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 30.09 29.30 -0.79 -2.6% 26.24
High 30.58 29.75 -0.83 -2.7% 31.28
Low 28.95 28.76 -0.19 -0.7% 25.73
Close 29.05 29.26 0.21 0.7% 30.48
Range 1.63 0.99 -0.64 -39.3% 5.55
ATR 2.50 2.39 -0.11 -4.3% 0.00
Volume 48,955 43,335 -5,620 -11.5% 199,884
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 32.23 31.73 29.80
R3 31.24 30.74 29.53
R2 30.25 30.25 29.44
R1 29.75 29.75 29.35 29.51
PP 29.26 29.26 29.26 29.13
S1 28.76 28.76 29.17 28.52
S2 28.27 28.27 29.08
S3 27.28 27.77 28.99
S4 26.29 26.78 28.72
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 45.81 43.70 33.53
R3 40.26 38.15 32.01
R2 34.71 34.71 31.50
R1 32.60 32.60 30.99 33.66
PP 29.16 29.16 29.16 29.69
S1 27.05 27.05 29.97 28.11
S2 23.61 23.61 29.46
S3 18.06 21.50 28.95
S4 12.51 15.95 27.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.28 28.20 3.08 10.5% 1.97 6.7% 34% False False 40,051
10 31.28 25.00 6.28 21.5% 2.18 7.5% 68% False False 44,199
20 35.72 23.26 12.46 42.6% 2.56 8.7% 48% False False 41,808
40 36.46 23.26 13.20 45.1% 2.52 8.6% 45% False False 36,116
60 54.30 23.26 31.04 106.1% 2.50 8.5% 19% False False 33,429
80 56.82 23.26 33.56 114.7% 2.17 7.4% 18% False False 28,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 33.96
2.618 32.34
1.618 31.35
1.000 30.74
0.618 30.36
HIGH 29.75
0.618 29.37
0.500 29.26
0.382 29.14
LOW 28.76
0.618 28.15
1.000 27.77
1.618 27.16
2.618 26.17
4.250 24.55
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 29.26 29.65
PP 29.26 29.52
S1 29.26 29.39

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

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