NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 34.83 35.39 0.56 1.6% 31.80
High 35.86 35.54 -0.32 -0.9% 35.86
Low 34.83 32.79 -2.04 -5.9% 31.75
Close 35.42 34.84 -0.58 -1.6% 34.84
Range 1.03 2.75 1.72 167.0% 4.11
ATR 2.01 2.06 0.05 2.6% 0.00
Volume 20,745 10,979 -9,766 -47.1% 89,403
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 42.64 41.49 36.35
R3 39.89 38.74 35.60
R2 37.14 37.14 35.34
R1 35.99 35.99 35.09 35.19
PP 34.39 34.39 34.39 33.99
S1 33.24 33.24 34.59 32.44
S2 31.64 31.64 34.34
S3 28.89 30.49 34.08
S4 26.14 27.74 33.33
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 46.48 44.77 37.10
R3 42.37 40.66 35.97
R2 38.26 38.26 35.59
R1 36.55 36.55 35.22 37.41
PP 34.15 34.15 34.15 34.58
S1 32.44 32.44 34.46 33.30
S2 30.04 30.04 34.09
S3 25.93 28.33 33.71
S4 21.82 24.22 32.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.86 31.75 4.11 11.8% 1.87 5.4% 75% False False 17,880
10 35.86 29.00 6.86 19.7% 1.63 4.7% 85% False False 20,217
20 35.86 25.99 9.87 28.3% 1.91 5.5% 90% False False 23,277
40 36.88 24.43 12.45 35.7% 2.15 6.2% 84% False False 23,182
60 48.99 24.43 24.56 70.5% 2.45 7.0% 42% False False 22,550
80 54.17 24.43 29.74 85.4% 2.14 6.1% 35% False False 19,857
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 0.18
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 47.23
2.618 42.74
1.618 39.99
1.000 38.29
0.618 37.24
HIGH 35.54
0.618 34.49
0.500 34.17
0.382 33.84
LOW 32.79
0.618 31.09
1.000 30.04
1.618 28.34
2.618 25.59
4.250 21.10
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 34.62 34.67
PP 34.39 34.50
S1 34.17 34.33

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

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