NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 29.30 28.73 -0.57 -1.9% 26.24
High 29.75 29.56 -0.19 -0.6% 31.28
Low 28.76 28.25 -0.51 -1.8% 25.73
Close 29.26 28.62 -0.64 -2.2% 30.48
Range 0.99 1.31 0.32 32.3% 5.55
ATR 2.39 2.32 -0.08 -3.2% 0.00
Volume 43,335 46,071 2,736 6.3% 199,884
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 32.74 31.99 29.34
R3 31.43 30.68 28.98
R2 30.12 30.12 28.86
R1 29.37 29.37 28.74 29.09
PP 28.81 28.81 28.81 28.67
S1 28.06 28.06 28.50 27.78
S2 27.50 27.50 28.38
S3 26.19 26.75 28.26
S4 24.88 25.44 27.90
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 30.73 28.20 2.53 8.8% 1.65 5.8% 17% False False 42,458
10 31.28 25.68 5.60 19.6% 2.16 7.6% 53% False False 43,369
20 34.00 23.26 10.74 37.5% 2.48 8.7% 50% False False 43,300
40 36.46 23.26 13.20 46.1% 2.49 8.7% 41% False False 36,739
60 54.30 23.26 31.04 108.5% 2.50 8.7% 17% False False 34,060
80 56.82 23.26 33.56 117.3% 2.18 7.6% 16% False False 29,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.13
2.618 32.99
1.618 31.68
1.000 30.87
0.618 30.37
HIGH 29.56
0.618 29.06
0.500 28.91
0.382 28.75
LOW 28.25
0.618 27.44
1.000 26.94
1.618 26.13
2.618 24.82
4.250 22.68
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 28.91 29.42
PP 28.81 29.15
S1 28.72 28.89

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

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