NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 33.65 34.73 1.08 3.2% 34.20
High 35.29 36.67 1.38 3.9% 36.67
Low 32.66 33.65 0.99 3.0% 32.66
Close 34.81 36.43 1.62 4.7% 36.43
Range 2.63 3.02 0.39 14.8% 4.01
ATR 2.22 2.27 0.06 2.6% 0.00
Volume 30,311 27,245 -3,066 -10.1% 137,985
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 44.64 43.56 38.09
R3 41.62 40.54 37.26
R2 38.60 38.60 36.98
R1 37.52 37.52 36.71 38.06
PP 35.58 35.58 35.58 35.86
S1 34.50 34.50 36.15 35.04
S2 32.56 32.56 35.88
S3 29.54 31.48 35.60
S4 26.52 28.46 34.77
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 47.28 45.87 38.64
R3 43.27 41.86 37.53
R2 39.26 39.26 37.17
R1 37.85 37.85 36.80 38.56
PP 35.25 35.25 35.25 35.61
S1 33.84 33.84 36.06 34.55
S2 31.24 31.24 35.69
S3 27.23 29.83 35.33
S4 23.22 25.82 34.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.67 32.33 4.34 11.9% 2.55 7.0% 94% True False 31,335
10 36.67 29.67 7.00 19.2% 2.15 5.9% 97% True False 32,908
20 36.67 25.73 10.94 30.0% 2.12 5.8% 98% True False 37,462
40 36.67 23.26 13.41 36.8% 2.37 6.5% 98% True False 37,603
60 48.15 23.26 24.89 68.3% 2.56 7.0% 53% False False 36,990
80 54.30 23.26 31.04 85.2% 2.29 6.3% 42% False False 32,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 49.51
2.618 44.58
1.618 41.56
1.000 39.69
0.618 38.54
HIGH 36.67
0.618 35.52
0.500 35.16
0.382 34.80
LOW 33.65
0.618 31.78
1.000 30.63
1.618 28.76
2.618 25.74
4.250 20.82
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 36.01 35.84
PP 35.58 35.25
S1 35.16 34.67

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

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