NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 28.93 30.15 1.22 4.2% 29.21
High 30.47 32.64 2.17 7.1% 31.50
Low 28.36 30.00 1.64 5.8% 27.77
Close 29.82 32.23 2.41 8.1% 29.32
Range 2.11 2.64 0.53 25.1% 3.73
ATR 2.17 2.22 0.05 2.1% 0.00
Volume 8,055 15,225 7,170 89.0% 55,378
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 39.54 38.53 33.68
R3 36.90 35.89 32.96
R2 34.26 34.26 32.71
R1 33.25 33.25 32.47 33.76
PP 31.62 31.62 31.62 31.88
S1 30.61 30.61 31.99 31.12
S2 28.98 28.98 31.75
S3 26.34 27.97 31.50
S4 23.70 25.33 30.78
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 32.64 28.01 4.63 14.4% 2.24 7.0% 91% True False 12,837
10 32.64 26.22 6.42 19.9% 2.27 7.0% 94% True False 10,492
20 37.52 26.22 11.30 35.1% 2.23 6.9% 53% False False 11,492
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 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.86
2.618 39.55
1.618 36.91
1.000 35.28
0.618 34.27
HIGH 32.64
0.618 31.63
0.500 31.32
0.382 31.01
LOW 30.00
0.618 28.37
1.000 27.36
1.618 25.73
2.618 23.09
4.250 18.78
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 31.93 31.65
PP 31.62 31.08
S1 31.32 30.50

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

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