NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 32.07 31.18 -0.89 -2.8% 28.93
High 32.51 31.60 -0.91 -2.8% 33.14
Low 31.06 30.65 -0.41 -1.3% 28.36
Close 31.15 31.11 -0.04 -0.1% 32.50
Range 1.45 0.95 -0.50 -34.5% 4.78
ATR 2.16 2.08 -0.09 -4.0% 0.00
Volume 10,042 7,597 -2,445 -24.3% 51,134
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 33.97 33.49 31.63
R3 33.02 32.54 31.37
R2 32.07 32.07 31.28
R1 31.59 31.59 31.20 31.36
PP 31.12 31.12 31.12 31.00
S1 30.64 30.64 31.02 30.41
S2 30.17 30.17 30.94
S3 29.22 29.69 30.85
S4 28.27 28.74 30.59
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 30.34 2.80 9.0% 1.79 5.8% 28% False False 9,098
10 33.14 28.01 5.13 16.5% 2.02 6.5% 60% False False 10,968
20 36.94 26.22 10.72 34.5% 2.26 7.3% 46% False False 10,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 35.64
2.618 34.09
1.618 33.14
1.000 32.55
0.618 32.19
HIGH 31.60
0.618 31.24
0.500 31.13
0.382 31.01
LOW 30.65
0.618 30.06
1.000 29.70
1.618 29.11
2.618 28.16
4.250 26.61
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 31.13 31.59
PP 31.12 31.43
S1 31.12 31.27

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

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