NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 31.18 30.73 -0.45 -1.4% 28.93
High 31.60 31.43 -0.17 -0.5% 33.14
Low 30.65 30.38 -0.27 -0.9% 28.36
Close 31.11 30.65 -0.46 -1.5% 32.50
Range 0.95 1.05 0.10 10.5% 4.78
ATR 2.08 2.00 -0.07 -3.5% 0.00
Volume 7,597 11,914 4,317 56.8% 51,134
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 33.97 33.36 31.23
R3 32.92 32.31 30.94
R2 31.87 31.87 30.84
R1 31.26 31.26 30.75 31.04
PP 30.82 30.82 30.82 30.71
S1 30.21 30.21 30.55 29.99
S2 29.77 29.77 30.46
S3 28.72 29.16 30.36
S4 27.67 28.11 30.07
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 32.59 30.34 2.25 7.3% 1.48 4.8% 14% False False 9,473
10 33.14 28.36 4.78 15.6% 2.01 6.5% 48% False False 10,978
20 35.28 26.22 9.06 29.6% 2.18 7.1% 49% False False 10,563
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.89
2.618 34.18
1.618 33.13
1.000 32.48
0.618 32.08
HIGH 31.43
0.618 31.03
0.500 30.91
0.382 30.78
LOW 30.38
0.618 29.73
1.000 29.33
1.618 28.68
2.618 27.63
4.250 25.92
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 30.91 31.45
PP 30.82 31.18
S1 30.74 30.92

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

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