NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 28.08 29.69 1.61 5.7% 28.43
High 29.80 32.30 2.50 8.4% 30.69
Low 27.57 29.30 1.73 6.3% 26.91
Close 29.08 31.65 2.57 8.8% 28.59
Range 2.23 3.00 0.77 34.5% 3.78
ATR 2.55 2.60 0.05 1.9% 0.00
Volume 131,574 125,154 -6,420 -4.9% 522,814
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 40.08 38.87 33.30
R3 37.08 35.87 32.48
R2 34.08 34.08 32.20
R1 32.87 32.87 31.93 33.48
PP 31.08 31.08 31.08 31.39
S1 29.87 29.87 31.38 30.48
S2 28.08 28.08 31.10
S3 25.08 26.87 30.83
S4 22.08 23.87 30.00
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 40.07 38.11 30.67
R3 36.29 34.33 29.63
R2 32.51 32.51 29.28
R1 30.55 30.55 28.94 31.53
PP 28.73 28.73 28.73 29.22
S1 26.77 26.77 28.24 27.75
S2 24.95 24.95 27.90
S3 21.17 22.99 27.55
S4 17.39 19.21 26.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.30 27.08 5.22 16.5% 2.41 7.6% 88% True False 112,503
10 32.30 25.31 6.99 22.1% 2.46 7.8% 91% True False 109,555
20 37.27 25.31 11.96 37.8% 2.44 7.7% 53% False False 105,462
40 40.05 25.31 14.74 46.6% 2.65 8.4% 43% False False 110,130
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 0.74
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 45.05
2.618 40.15
1.618 37.15
1.000 35.30
0.618 34.15
HIGH 32.30
0.618 31.15
0.500 30.80
0.382 30.45
LOW 29.30
0.618 27.45
1.000 26.30
1.618 24.45
2.618 21.45
4.250 16.55
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 31.37 31.08
PP 31.08 30.51
S1 30.80 29.94

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

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