NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 31.40 32.71 1.31 4.2% 32.07
High 32.63 35.07 2.44 7.5% 32.63
Low 31.32 32.71 1.39 4.4% 30.35
Close 32.40 34.43 2.03 6.3% 32.40
Range 1.31 2.36 1.05 80.2% 2.28
ATR 1.92 1.98 0.05 2.8% 0.00
Volume 10,892 10,061 -831 -7.6% 55,819
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 41.15 40.15 35.73
R3 38.79 37.79 35.08
R2 36.43 36.43 34.86
R1 35.43 35.43 34.65 35.93
PP 34.07 34.07 34.07 34.32
S1 33.07 33.07 34.21 33.57
S2 31.71 31.71 34.00
S3 29.35 30.71 33.78
S4 26.99 28.35 33.13
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 38.63 37.80 33.65
R3 36.35 35.52 33.03
R2 34.07 34.07 32.82
R1 33.24 33.24 32.61 33.66
PP 31.79 31.79 31.79 32.00
S1 30.96 30.96 32.19 31.38
S2 29.51 29.51 31.98
S3 27.23 28.68 31.77
S4 24.95 26.40 31.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.07 30.35 4.72 13.7% 1.45 4.2% 86% True False 11,167
10 35.07 30.00 5.07 14.7% 1.79 5.2% 87% True False 10,895
20 35.07 26.22 8.85 25.7% 2.22 6.4% 93% True False 11,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 45.10
2.618 41.25
1.618 38.89
1.000 37.43
0.618 36.53
HIGH 35.07
0.618 34.17
0.500 33.89
0.382 33.61
LOW 32.71
0.618 31.25
1.000 30.35
1.618 28.89
2.618 26.53
4.250 22.68
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 34.25 33.86
PP 34.07 33.28
S1 33.89 32.71

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

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