NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 27.32 28.59 1.27 4.6% 27.62
High 28.90 31.66 2.76 9.6% 29.58
Low 26.73 28.55 1.82 6.8% 25.99
Close 28.19 30.95 2.76 9.8% 27.74
Range 2.17 3.11 0.94 43.3% 3.59
ATR 2.40 2.48 0.08 3.2% 0.00
Volume 29,057 38,467 9,410 32.4% 114,933
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 39.72 38.44 32.66
R3 36.61 35.33 31.81
R2 33.50 33.50 31.52
R1 32.22 32.22 31.24 32.86
PP 30.39 30.39 30.39 30.71
S1 29.11 29.11 30.66 29.75
S2 27.28 27.28 30.38
S3 24.17 26.00 30.09
S4 21.06 22.89 29.24
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 38.54 36.73 29.71
R3 34.95 33.14 28.73
R2 31.36 31.36 28.40
R1 29.55 29.55 28.07 30.46
PP 27.77 27.77 27.77 28.22
S1 25.96 25.96 27.41 26.87
S2 24.18 24.18 27.08
S3 20.59 22.37 26.75
S4 17.00 18.78 25.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.66 26.29 5.37 17.4% 2.29 7.4% 87% True False 29,522
10 31.66 24.43 7.23 23.4% 2.35 7.6% 90% True False 24,462
20 36.88 24.43 12.45 40.2% 2.38 7.7% 52% False False 23,224
40 39.54 24.43 15.11 48.8% 2.53 8.2% 43% False False 23,664
60 54.17 24.43 29.74 96.1% 2.30 7.4% 22% False False 20,276
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 0.56
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 44.88
2.618 39.80
1.618 36.69
1.000 34.77
0.618 33.58
HIGH 31.66
0.618 30.47
0.500 30.11
0.382 29.74
LOW 28.55
0.618 26.63
1.000 25.44
1.618 23.52
2.618 20.41
4.250 15.33
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 30.67 30.37
PP 30.39 29.78
S1 30.11 29.20

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

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