NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 30.83 30.14 -0.69 -2.2% 28.08
High 31.10 30.95 -0.15 -0.5% 32.77
Low 30.04 29.73 -0.31 -1.0% 27.57
Close 30.60 30.06 -0.54 -1.8% 31.94
Range 1.06 1.22 0.16 15.1% 5.20
ATR 2.39 2.31 -0.08 -3.5% 0.00
Volume 76,534 73,913 -2,621 -3.4% 530,879
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 33.91 33.20 30.73
R3 32.69 31.98 30.40
R2 31.47 31.47 30.28
R1 30.76 30.76 30.17 30.51
PP 30.25 30.25 30.25 30.12
S1 29.54 29.54 29.95 29.29
S2 29.03 29.03 29.84
S3 27.81 28.32 29.72
S4 26.59 27.10 29.39
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 32.11 29.63 2.48 8.3% 1.68 5.6% 17% False False 82,376
10 32.77 27.57 5.20 17.3% 2.19 7.3% 48% False False 98,005
20 35.00 25.31 9.69 32.2% 2.40 8.0% 49% False False 102,794
40 37.27 25.31 11.96 39.8% 2.46 8.2% 40% False False 102,711
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 36.14
2.618 34.14
1.618 32.92
1.000 32.17
0.618 31.70
HIGH 30.95
0.618 30.48
0.500 30.34
0.382 30.20
LOW 29.73
0.618 28.98
1.000 28.51
1.618 27.76
2.618 26.54
4.250 24.55
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 30.34 30.91
PP 30.25 30.63
S1 30.15 30.34

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

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