NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 19-May-2020
Day Change Summary
Previous Current
18-May-2020 19-May-2020 Change Change % Previous Week
Open 32.25 34.63 2.38 7.4% 31.67
High 34.77 34.90 0.13 0.4% 32.27
Low 32.13 33.72 1.59 4.9% 29.68
Close 34.07 34.17 0.10 0.3% 32.01
Range 2.64 1.18 -1.46 -55.3% 2.59
ATR 2.26 2.18 -0.08 -3.4% 0.00
Volume 96,883 63,917 -32,966 -34.0% 405,996
Daily Pivots for day following 19-May-2020
Classic Woodie Camarilla DeMark
R4 37.80 37.17 34.82
R3 36.62 35.99 34.49
R2 35.44 35.44 34.39
R1 34.81 34.81 34.28 34.54
PP 34.26 34.26 34.26 34.13
S1 33.63 33.63 34.06 33.36
S2 33.08 33.08 33.95
S3 31.90 32.45 33.85
S4 30.72 31.27 33.52
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 34.90 29.68 5.22 15.3% 1.66 4.9% 86% True False 80,685
10 34.90 29.63 5.27 15.4% 1.84 5.4% 86% True False 84,094
20 34.90 25.31 9.59 28.1% 2.15 6.3% 92% True False 96,824
40 37.27 25.31 11.96 35.0% 2.22 6.5% 74% False False 99,521
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 39.92
2.618 37.99
1.618 36.81
1.000 36.08
0.618 35.63
HIGH 34.90
0.618 34.45
0.500 34.31
0.382 34.17
LOW 33.72
0.618 32.99
1.000 32.54
1.618 31.81
2.618 30.63
4.250 28.71
Fisher Pivots for day following 19-May-2020
Pivot 1 day 3 day
R1 34.31 33.73
PP 34.26 33.29
S1 34.22 32.85

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

View Archives - Comment on this page... - Back to Index of Symbols