NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 35.13 34.31 -0.82 -2.3% 32.07
High 35.21 35.80 0.59 1.7% 32.63
Low 34.10 34.29 0.19 0.6% 30.35
Close 34.51 35.48 0.97 2.8% 32.40
Range 1.11 1.51 0.40 36.0% 2.28
ATR 1.92 1.89 -0.03 -1.5% 0.00
Volume 4,720 8,186 3,466 73.4% 55,819
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 39.72 39.11 36.31
R3 38.21 37.60 35.90
R2 36.70 36.70 35.76
R1 36.09 36.09 35.62 36.40
PP 35.19 35.19 35.19 35.34
S1 34.58 34.58 35.34 34.89
S2 33.68 33.68 35.20
S3 32.17 33.07 35.06
S4 30.66 31.56 34.65
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 35.80 30.35 5.45 15.4% 1.57 4.4% 94% True False 9,846
10 35.80 30.34 5.46 15.4% 1.52 4.3% 94% True False 9,659
20 35.80 27.77 8.03 22.6% 1.81 5.1% 96% True False 9,982
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.22
2.618 39.75
1.618 38.24
1.000 37.31
0.618 36.73
HIGH 35.80
0.618 35.22
0.500 35.05
0.382 34.87
LOW 34.29
0.618 33.36
1.000 32.78
1.618 31.85
2.618 30.34
4.250 27.87
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 35.34 35.07
PP 35.19 34.66
S1 35.05 34.26

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

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