NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 35.00 34.20 -0.80 -2.3% 31.30
High 35.26 35.89 0.63 1.8% 35.62
Low 32.33 33.95 1.62 5.0% 31.30
Close 34.49 35.56 1.07 3.1% 34.49
Range 2.93 1.94 -0.99 -33.8% 4.32
ATR 2.19 2.17 -0.02 -0.8% 0.00
Volume 18,692 42,223 23,531 125.9% 157,116
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 40.95 40.20 36.63
R3 39.01 38.26 36.09
R2 37.07 37.07 35.92
R1 36.32 36.32 35.74 36.70
PP 35.13 35.13 35.13 35.32
S1 34.38 34.38 35.38 34.76
S2 33.19 33.19 35.20
S3 31.25 32.44 35.03
S4 29.31 30.50 34.49
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 46.76 44.95 36.87
R3 42.44 40.63 35.68
R2 38.12 38.12 35.28
R1 36.31 36.31 34.89 37.22
PP 33.80 33.80 33.80 34.26
S1 31.99 31.99 34.09 32.90
S2 29.48 29.48 33.70
S3 25.16 27.67 33.30
S4 20.84 23.35 32.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.89 32.33 3.56 10.0% 1.82 5.1% 91% True False 31,016
10 35.89 28.25 7.64 21.5% 1.80 5.1% 96% True False 36,065
20 35.89 24.78 11.11 31.2% 2.03 5.7% 97% True False 40,686
40 36.46 23.26 13.20 37.1% 2.30 6.5% 93% False False 37,481
60 49.00 23.26 25.74 72.4% 2.55 7.2% 48% False False 36,202
80 54.30 23.26 31.04 87.3% 2.25 6.3% 40% False False 31,642
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.14
2.618 40.97
1.618 39.03
1.000 37.83
0.618 37.09
HIGH 35.89
0.618 35.15
0.500 34.92
0.382 34.69
LOW 33.95
0.618 32.75
1.000 32.01
1.618 30.81
2.618 28.87
4.250 25.71
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 35.35 35.08
PP 35.13 34.59
S1 34.92 34.11

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

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