NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 31.67 30.83 -0.84 -2.7% 28.08
High 32.09 31.10 -0.99 -3.1% 32.77
Low 30.47 30.04 -0.43 -1.4% 27.57
Close 30.57 30.60 0.03 0.1% 31.94
Range 1.62 1.06 -0.56 -34.6% 5.20
ATR 2.50 2.39 -0.10 -4.1% 0.00
Volume 86,835 76,534 -10,301 -11.9% 530,879
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 33.76 33.24 31.18
R3 32.70 32.18 30.89
R2 31.64 31.64 30.79
R1 31.12 31.12 30.70 30.85
PP 30.58 30.58 30.58 30.45
S1 30.06 30.06 30.50 29.79
S2 29.52 29.52 30.41
S3 28.46 29.00 30.31
S4 27.40 27.94 30.02
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 46.36 44.35 34.80
R3 41.16 39.15 33.37
R2 35.96 35.96 32.89
R1 33.95 33.95 32.42 34.96
PP 30.76 30.76 30.76 31.26
S1 28.75 28.75 31.46 29.76
S2 25.56 25.56 30.99
S3 20.36 23.55 30.51
S4 15.16 18.35 29.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.77 29.63 3.14 10.3% 2.01 6.6% 31% False False 87,504
10 32.77 27.08 5.69 18.6% 2.21 7.2% 62% False False 100,003
20 36.73 25.31 11.42 37.3% 2.49 8.1% 46% False False 102,246
40 37.27 25.31 11.96 39.1% 2.50 8.2% 44% False False 103,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 35.61
2.618 33.88
1.618 32.82
1.000 32.16
0.618 31.76
HIGH 31.10
0.618 30.70
0.500 30.57
0.382 30.44
LOW 30.04
0.618 29.38
1.000 28.98
1.618 28.32
2.618 27.26
4.250 25.54
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 30.59 31.02
PP 30.58 30.88
S1 30.57 30.74

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

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