NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 29.51 29.03 -0.48 -1.6% 27.32
High 30.27 30.86 0.59 1.9% 32.12
Low 29.00 29.03 0.03 0.1% 26.73
Close 29.37 30.57 1.20 4.1% 31.27
Range 1.27 1.83 0.56 44.1% 5.39
ATR 2.21 2.18 -0.03 -1.2% 0.00
Volume 23,952 22,460 -1,492 -6.2% 148,436
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 35.64 34.94 31.58
R3 33.81 33.11 31.07
R2 31.98 31.98 30.91
R1 31.28 31.28 30.74 31.63
PP 30.15 30.15 30.15 30.33
S1 29.45 29.45 30.40 29.80
S2 28.32 28.32 30.23
S3 26.49 27.62 30.07
S4 24.66 25.79 29.56
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 46.21 44.13 34.23
R3 40.82 38.74 32.75
R2 35.43 35.43 32.26
R1 33.35 33.35 31.76 34.39
PP 30.04 30.04 30.04 30.56
S1 27.96 27.96 30.78 29.00
S2 24.65 24.65 30.28
S3 19.26 22.57 29.79
S4 13.87 17.18 28.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.29 29.00 2.29 7.5% 1.46 4.8% 69% False False 21,176
10 32.12 26.73 5.39 17.6% 2.01 6.6% 71% False False 26,945
20 34.25 24.43 9.82 32.1% 2.33 7.6% 63% False False 25,871
40 36.88 24.43 12.45 40.7% 2.28 7.5% 49% False False 22,485
60 54.17 24.43 29.74 97.3% 2.41 7.9% 21% False False 21,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 38.64
2.618 35.65
1.618 33.82
1.000 32.69
0.618 31.99
HIGH 30.86
0.618 30.16
0.500 29.95
0.382 29.73
LOW 29.03
0.618 27.90
1.000 27.20
1.618 26.07
2.618 24.24
4.250 21.25
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 30.36 30.36
PP 30.15 30.14
S1 29.95 29.93

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

View Archives - Comment on this page... - Back to Index of Symbols