NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 30.22 28.93 -1.29 -4.3% 29.21
High 31.50 30.47 -1.03 -3.3% 31.50
Low 28.86 28.36 -0.50 -1.7% 27.77
Close 29.32 29.82 0.50 1.7% 29.32
Range 2.64 2.11 -0.53 -20.1% 3.73
ATR 2.18 2.17 0.00 -0.2% 0.00
Volume 12,452 8,055 -4,397 -35.3% 55,378
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 35.88 34.96 30.98
R3 33.77 32.85 30.40
R2 31.66 31.66 30.21
R1 30.74 30.74 30.01 31.20
PP 29.55 29.55 29.55 29.78
S1 28.63 28.63 29.63 29.09
S2 27.44 27.44 29.43
S3 25.33 26.52 29.24
S4 23.22 24.41 28.66
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 40.72 38.75 31.37
R3 36.99 35.02 30.35
R2 33.26 33.26 30.00
R1 31.29 31.29 29.66 32.28
PP 29.53 29.53 29.53 30.02
S1 27.56 27.56 28.98 28.55
S2 25.80 25.80 28.64
S3 22.07 23.83 28.29
S4 18.34 20.10 27.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.50 27.77 3.73 12.5% 2.03 6.8% 55% False False 11,513
10 33.69 26.22 7.47 25.1% 2.65 8.9% 48% False False 11,629
20 37.52 26.22 11.30 37.9% 2.17 7.3% 32% False False 11,276
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 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.44
2.618 35.99
1.618 33.88
1.000 32.58
0.618 31.77
HIGH 30.47
0.618 29.66
0.500 29.42
0.382 29.17
LOW 28.36
0.618 27.06
1.000 26.25
1.618 24.95
2.618 22.84
4.250 19.39
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 29.69 29.93
PP 29.55 29.89
S1 29.42 29.86

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

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