NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 31.16 32.25 1.09 3.5% 31.67
High 32.27 34.77 2.50 7.7% 32.27
Low 30.79 32.13 1.34 4.4% 29.68
Close 32.01 34.07 2.06 6.4% 32.01
Range 1.48 2.64 1.16 78.4% 2.59
ATR 2.22 2.26 0.04 1.8% 0.00
Volume 79,037 96,883 17,846 22.6% 405,996
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 41.58 40.46 35.52
R3 38.94 37.82 34.80
R2 36.30 36.30 34.55
R1 35.18 35.18 34.31 35.74
PP 33.66 33.66 33.66 33.94
S1 32.54 32.54 33.83 33.10
S2 31.02 31.02 33.59
S3 28.38 29.90 33.34
S4 25.74 27.26 32.62
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 39.09 38.14 33.43
R3 36.50 35.55 32.72
R2 33.91 33.91 32.48
R1 32.96 32.96 32.25 33.44
PP 31.32 31.32 31.32 31.56
S1 30.37 30.37 31.77 30.85
S2 28.73 28.73 31.54
S3 26.14 27.78 31.30
S4 23.55 25.19 30.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.77 29.68 5.09 14.9% 1.64 4.8% 86% True False 83,208
10 34.77 29.30 5.47 16.1% 2.02 5.9% 87% True False 90,218
20 34.77 25.31 9.46 27.8% 2.44 7.2% 93% True False 104,904
40 37.27 25.31 11.96 35.1% 2.26 6.6% 73% False False 99,625
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 0.43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 45.99
2.618 41.68
1.618 39.04
1.000 37.41
0.618 36.40
HIGH 34.77
0.618 33.76
0.500 33.45
0.382 33.14
LOW 32.13
0.618 30.50
1.000 29.49
1.618 27.86
2.618 25.22
4.250 20.91
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 33.86 33.46
PP 33.66 32.84
S1 33.45 32.23

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

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