NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 34.31 35.67 1.36 4.0% 32.07
High 35.80 36.24 0.44 1.2% 32.63
Low 34.29 35.54 1.25 3.6% 30.35
Close 35.48 35.94 0.46 1.3% 32.40
Range 1.51 0.70 -0.81 -53.6% 2.28
ATR 1.89 1.81 -0.08 -4.3% 0.00
Volume 8,186 14,824 6,638 81.1% 55,819
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 38.01 37.67 36.33
R3 37.31 36.97 36.13
R2 36.61 36.61 36.07
R1 36.27 36.27 36.00 36.44
PP 35.91 35.91 35.91 35.99
S1 35.57 35.57 35.88 35.74
S2 35.21 35.21 35.81
S3 34.51 34.87 35.75
S4 33.81 34.17 35.56
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 36.24 31.32 4.92 13.7% 1.40 3.9% 94% True False 9,736
10 36.24 30.35 5.89 16.4% 1.37 3.8% 95% True False 10,137
20 36.24 27.77 8.47 23.6% 1.73 4.8% 96% True False 10,320
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 39.22
2.618 38.07
1.618 37.37
1.000 36.94
0.618 36.67
HIGH 36.24
0.618 35.97
0.500 35.89
0.382 35.81
LOW 35.54
0.618 35.11
1.000 34.84
1.618 34.41
2.618 33.71
4.250 32.57
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 35.92 35.68
PP 35.91 35.43
S1 35.89 35.17

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

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