NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 30.64 31.80 1.16 3.8% 31.10
High 31.82 34.44 2.62 8.2% 31.82
Low 30.34 31.75 1.41 4.6% 29.00
Close 31.56 33.66 2.10 6.7% 31.56
Range 1.48 2.69 1.21 81.8% 2.82
ATR 2.13 2.19 0.05 2.5% 0.00
Volume 24,047 26,344 2,297 9.6% 112,776
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 41.35 40.20 35.14
R3 38.66 37.51 34.40
R2 35.97 35.97 34.15
R1 34.82 34.82 33.91 35.40
PP 33.28 33.28 33.28 33.57
S1 32.13 32.13 33.41 32.71
S2 30.59 30.59 33.17
S3 27.90 29.44 32.92
S4 25.21 26.75 32.18
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 39.25 38.23 33.11
R3 36.43 35.41 32.34
R2 33.61 33.61 32.08
R1 32.59 32.59 31.82 33.10
PP 30.79 30.79 30.79 31.05
S1 29.77 29.77 31.30 30.28
S2 27.97 27.97 31.04
S3 25.15 26.95 30.78
S4 22.33 24.13 30.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.44 29.00 5.44 16.2% 1.65 4.9% 86% True False 23,819
10 34.44 28.55 5.89 17.5% 1.99 5.9% 87% True False 25,849
20 34.44 24.43 10.01 29.7% 2.37 7.0% 92% True False 26,472
40 36.88 24.43 12.45 37.0% 2.17 6.4% 74% False False 22,805
60 52.03 24.43 27.60 82.0% 2.46 7.3% 33% False False 22,377
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 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 45.87
2.618 41.48
1.618 38.79
1.000 37.13
0.618 36.10
HIGH 34.44
0.618 33.41
0.500 33.10
0.382 32.78
LOW 31.75
0.618 30.09
1.000 29.06
1.618 27.40
2.618 24.71
4.250 20.32
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 33.47 33.02
PP 33.28 32.38
S1 33.10 31.74

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

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