NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 36.05 34.25 -1.80 -5.0% 32.25
High 36.08 35.91 -0.17 -0.5% 36.08
Low 33.95 33.53 -0.42 -1.2% 32.13
Close 34.81 35.49 0.68 2.0% 35.18
Range 2.13 2.38 0.25 11.7% 3.95
ATR 2.12 2.13 0.02 0.9% 0.00
Volume 68,904 75,040 6,136 8.9% 385,418
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 42.12 41.18 36.80
R3 39.74 38.80 36.14
R2 37.36 37.36 35.93
R1 36.42 36.42 35.71 36.89
PP 34.98 34.98 34.98 35.21
S1 34.04 34.04 35.27 34.51
S2 32.60 32.60 35.05
S3 30.22 31.66 34.84
S4 27.84 29.28 34.18
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 9.6% 2.05 5.8% 70% False False 73,106
10 36.52 29.68 6.84 19.3% 1.91 5.4% 85% False False 76,879
20 36.52 27.57 8.95 25.2% 2.05 5.8% 88% False False 87,442
40 37.27 25.31 11.96 33.7% 2.28 6.4% 85% False False 98,335
60 48.98 25.31 23.67 66.7% 2.49 7.0% 43% False False 103,143
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.03
2.618 42.14
1.618 39.76
1.000 38.29
0.618 37.38
HIGH 35.91
0.618 35.00
0.500 34.72
0.382 34.44
LOW 33.53
0.618 32.06
1.000 31.15
1.618 29.68
2.618 27.30
4.250 23.42
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 35.23 35.34
PP 34.98 35.18
S1 34.72 35.03

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

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