NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 30.95 32.07 1.12 3.6% 28.93
High 32.52 32.51 -0.01 0.0% 33.14
Low 30.83 31.06 0.23 0.7% 28.36
Close 32.50 31.15 -1.35 -4.2% 32.50
Range 1.69 1.45 -0.24 -14.2% 4.78
ATR 2.22 2.16 -0.05 -2.5% 0.00
Volume 7,763 10,042 2,279 29.4% 51,134
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 35.92 34.99 31.95
R3 34.47 33.54 31.55
R2 33.02 33.02 31.42
R1 32.09 32.09 31.28 31.83
PP 31.57 31.57 31.57 31.45
S1 30.64 30.64 31.02 30.38
S2 30.12 30.12 30.88
S3 28.67 29.19 30.75
S4 27.22 27.74 30.35
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 45.67 43.87 35.13
R3 40.89 39.09 33.81
R2 36.11 36.11 33.38
R1 34.31 34.31 32.94 35.21
PP 31.33 31.33 31.33 31.79
S1 29.53 29.53 32.06 30.43
S2 26.55 26.55 31.62
S3 21.77 24.75 31.19
S4 16.99 19.97 29.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.14 30.00 3.14 10.1% 2.13 6.8% 37% False False 10,624
10 33.14 27.77 5.37 17.2% 2.08 6.7% 63% False False 11,068
20 37.52 26.22 11.30 36.3% 2.28 7.3% 44% False False 10,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 38.67
2.618 36.31
1.618 34.86
1.000 33.96
0.618 33.41
HIGH 32.51
0.618 31.96
0.500 31.79
0.382 31.61
LOW 31.06
0.618 30.16
1.000 29.61
1.618 28.71
2.618 27.26
4.250 24.90
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 31.79 31.47
PP 31.57 31.36
S1 31.36 31.26

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

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