NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 35.33 33.65 -1.68 -4.8% 31.30
High 35.40 35.29 -0.11 -0.3% 35.62
Low 33.19 32.66 -0.53 -1.6% 31.30
Close 34.04 34.81 0.77 2.3% 34.49
Range 2.21 2.63 0.42 19.0% 4.32
ATR 2.18 2.22 0.03 1.5% 0.00
Volume 38,206 30,311 -7,895 -20.7% 157,116
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 42.14 41.11 36.26
R3 39.51 38.48 35.53
R2 36.88 36.88 35.29
R1 35.85 35.85 35.05 36.37
PP 34.25 34.25 34.25 34.51
S1 33.22 33.22 34.57 33.74
S2 31.62 31.62 34.33
S3 28.99 30.59 34.09
S4 26.36 27.96 33.36
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 10.2% 2.16 6.2% 70% False False 33,513
10 35.89 28.30 7.59 21.8% 2.05 5.9% 86% False False 33,976
20 35.89 25.68 10.21 29.3% 2.11 6.1% 89% False False 38,672
40 36.46 23.26 13.20 37.9% 2.35 6.7% 88% False False 37,946
60 48.81 23.26 25.55 73.4% 2.54 7.3% 45% False False 36,752
80 54.30 23.26 31.04 89.2% 2.27 6.5% 37% False False 32,037
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.47
2.618 42.18
1.618 39.55
1.000 37.92
0.618 36.92
HIGH 35.29
0.618 34.29
0.500 33.98
0.382 33.66
LOW 32.66
0.618 31.03
1.000 30.03
1.618 28.40
2.618 25.77
4.250 21.48
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 34.53 34.63
PP 34.25 34.45
S1 33.98 34.28

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

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