NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 28.59 31.74 3.15 11.0% 27.62
High 31.66 32.12 0.46 1.5% 29.58
Low 28.55 29.25 0.70 2.5% 25.99
Close 30.95 29.78 -1.17 -3.8% 27.74
Range 3.11 2.87 -0.24 -7.7% 3.59
ATR 2.48 2.51 0.03 1.1% 0.00
Volume 38,467 33,139 -5,328 -13.9% 114,933
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 38.99 37.26 31.36
R3 36.12 34.39 30.57
R2 33.25 33.25 30.31
R1 31.52 31.52 30.04 30.95
PP 30.38 30.38 30.38 30.10
S1 28.65 28.65 29.52 28.08
S2 27.51 27.51 29.25
S3 24.64 25.78 28.99
S4 21.77 22.91 28.20
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 32.12 26.73 5.39 18.1% 2.62 8.8% 57% True False 32,087
10 32.12 25.99 6.13 20.6% 2.16 7.3% 62% True False 25,094
20 36.88 24.43 12.45 41.8% 2.45 8.2% 43% False False 24,343
40 39.54 24.43 15.11 50.7% 2.51 8.4% 35% False False 23,929
60 54.17 24.43 29.74 99.9% 2.34 7.8% 18% False False 20,601
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 True
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.32
2.618 39.63
1.618 36.76
1.000 34.99
0.618 33.89
HIGH 32.12
0.618 31.02
0.500 30.69
0.382 30.35
LOW 29.25
0.618 27.48
1.000 26.38
1.618 24.61
2.618 21.74
4.250 17.05
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 30.69 29.66
PP 30.38 29.54
S1 30.08 29.43

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

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