NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 34.15 33.53 -0.62 -1.8% 31.10
High 34.51 35.20 0.69 2.0% 31.82
Low 33.29 33.53 0.24 0.7% 29.00
Close 33.77 34.94 1.17 3.5% 31.56
Range 1.22 1.67 0.45 36.9% 2.82
ATR 2.12 2.09 -0.03 -1.5% 0.00
Volume 15,007 16,328 1,321 8.8% 112,776
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 39.57 38.92 35.86
R3 37.90 37.25 35.40
R2 36.23 36.23 35.25
R1 35.58 35.58 35.09 35.91
PP 34.56 34.56 34.56 34.72
S1 33.91 33.91 34.79 34.24
S2 32.89 32.89 34.63
S3 31.22 32.24 34.48
S4 29.55 30.57 34.02
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 35.20 29.03 6.17 17.7% 1.78 5.1% 96% True False 20,837
10 35.20 29.00 6.20 17.7% 1.68 4.8% 96% True False 21,822
20 35.20 25.99 9.21 26.4% 1.92 5.5% 97% True False 23,458
40 36.88 24.43 12.45 35.6% 2.13 6.1% 84% False False 23,114
60 50.44 24.43 26.01 74.4% 2.45 7.0% 40% False False 22,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.30
2.618 39.57
1.618 37.90
1.000 36.87
0.618 36.23
HIGH 35.20
0.618 34.56
0.500 34.37
0.382 34.17
LOW 33.53
0.618 32.50
1.000 31.86
1.618 30.83
2.618 29.16
4.250 26.43
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 34.75 34.45
PP 34.56 33.96
S1 34.37 33.48

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

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