NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 30.14 30.29 0.15 0.5% 28.08
High 30.95 31.48 0.53 1.7% 32.77
Low 29.73 29.68 -0.05 -0.2% 27.57
Close 30.06 31.11 1.05 3.5% 31.94
Range 1.22 1.80 0.58 47.5% 5.20
ATR 2.31 2.27 -0.04 -1.6% 0.00
Volume 73,913 89,677 15,764 21.3% 530,879
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 36.16 35.43 32.10
R3 34.36 33.63 31.61
R2 32.56 32.56 31.44
R1 31.83 31.83 31.28 32.20
PP 30.76 30.76 30.76 30.94
S1 30.03 30.03 30.95 30.40
S2 28.96 28.96 30.78
S3 27.16 28.23 30.62
S4 25.36 26.43 30.12
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 32.09 29.68 2.41 7.7% 1.55 5.0% 59% False True 80,488
10 32.77 27.57 5.20 16.7% 2.09 6.7% 68% False False 95,432
20 34.74 25.31 9.43 30.3% 2.39 7.7% 62% False False 104,515
40 37.27 25.31 11.96 38.4% 2.38 7.6% 48% False False 100,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 39.13
2.618 36.19
1.618 34.39
1.000 33.28
0.618 32.59
HIGH 31.48
0.618 30.79
0.500 30.58
0.382 30.37
LOW 29.68
0.618 28.57
1.000 27.88
1.618 26.77
2.618 24.97
4.250 22.03
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 30.93 30.93
PP 30.76 30.76
S1 30.58 30.58

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

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