NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 35.69 35.20 -0.49 -1.4% 32.25
High 35.85 36.52 0.67 1.9% 36.08
Low 33.12 34.53 1.41 4.3% 32.13
Close 35.18 36.21 1.03 2.9% 35.18
Range 2.73 1.99 -0.74 -27.1% 3.95
ATR 2.11 2.10 -0.01 -0.4% 0.00
Volume 68,414 70,714 2,300 3.4% 385,418
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 41.72 40.96 37.30
R3 39.73 38.97 36.76
R2 37.74 37.74 36.57
R1 36.98 36.98 36.39 37.36
PP 35.75 35.75 35.75 35.95
S1 34.99 34.99 36.03 35.37
S2 33.76 33.76 35.85
S3 31.77 33.00 35.66
S4 29.78 31.01 35.12
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 46.31 44.70 37.35
R3 42.36 40.75 36.27
R2 38.41 38.41 35.90
R1 36.80 36.80 35.54 37.61
PP 34.46 34.46 34.46 34.87
S1 32.85 32.85 34.82 33.66
S2 30.51 30.51 34.46
S3 26.56 28.90 34.09
S4 22.61 24.95 33.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.52 33.12 3.40 9.4% 1.73 4.8% 91% True False 71,849
10 36.52 29.68 6.84 18.9% 1.69 4.7% 95% True False 77,529
20 36.52 26.91 9.61 26.5% 1.98 5.5% 97% True False 90,816
40 37.27 25.31 11.96 33.0% 2.26 6.2% 91% False False 99,190
60 49.09 25.31 23.78 65.7% 2.51 6.9% 46% False False 103,461
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.98
2.618 41.73
1.618 39.74
1.000 38.51
0.618 37.75
HIGH 36.52
0.618 35.76
0.500 35.53
0.382 35.29
LOW 34.53
0.618 33.30
1.000 32.54
1.618 31.31
2.618 29.32
4.250 26.07
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 35.98 35.75
PP 35.75 35.28
S1 35.53 34.82

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

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