NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 19-May-2020
Day Change Summary
Previous Current
18-May-2020 19-May-2020 Change Change % Previous Week
Open 31.80 34.15 2.35 7.4% 31.10
High 34.44 34.51 0.07 0.2% 31.82
Low 31.75 33.29 1.54 4.9% 29.00
Close 33.66 33.77 0.11 0.3% 31.56
Range 2.69 1.22 -1.47 -54.6% 2.82
ATR 2.19 2.12 -0.07 -3.2% 0.00
Volume 26,344 15,007 -11,337 -43.0% 112,776
Daily Pivots for day following 19-May-2020
Classic Woodie Camarilla DeMark
R4 37.52 36.86 34.44
R3 36.30 35.64 34.11
R2 35.08 35.08 33.99
R1 34.42 34.42 33.88 34.14
PP 33.86 33.86 33.86 33.72
S1 33.20 33.20 33.66 32.92
S2 32.64 32.64 33.55
S3 31.42 31.98 33.43
S4 30.20 30.76 33.10
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 34.51 29.00 5.51 16.3% 1.70 5.0% 87% True False 22,362
10 34.51 29.00 5.51 16.3% 1.80 5.3% 87% True False 23,503
20 34.51 24.43 10.08 29.8% 2.07 6.1% 93% True False 23,983
40 36.88 24.43 12.45 36.9% 2.13 6.3% 75% False False 22,923
60 51.98 24.43 27.55 81.6% 2.46 7.3% 34% False False 22,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 39.70
2.618 37.70
1.618 36.48
1.000 35.73
0.618 35.26
HIGH 34.51
0.618 34.04
0.500 33.90
0.382 33.76
LOW 33.29
0.618 32.54
1.000 32.07
1.618 31.32
2.618 30.10
4.250 28.11
Fisher Pivots for day following 19-May-2020
Pivot 1 day 3 day
R1 33.90 33.32
PP 33.86 32.87
S1 33.81 32.43

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

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