NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 35.67 36.05 0.38 1.1% 32.71
High 36.24 36.08 -0.16 -0.4% 36.24
Low 35.54 33.62 -1.92 -5.4% 32.71
Close 35.94 35.48 -0.46 -1.3% 35.48
Range 0.70 2.46 1.76 251.4% 3.53
ATR 1.81 1.85 0.05 2.6% 0.00
Volume 14,824 8,515 -6,309 -42.6% 46,306
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 42.44 41.42 36.83
R3 39.98 38.96 36.16
R2 37.52 37.52 35.93
R1 36.50 36.50 35.71 35.78
PP 35.06 35.06 35.06 34.70
S1 34.04 34.04 35.25 33.32
S2 32.60 32.60 35.03
S3 30.14 31.58 34.80
S4 27.68 29.12 34.13
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 45.40 43.97 37.42
R3 41.87 40.44 36.45
R2 38.34 38.34 36.13
R1 36.91 36.91 35.80 37.63
PP 34.81 34.81 34.81 35.17
S1 33.38 33.38 35.16 34.10
S2 31.28 31.28 34.83
S3 27.75 29.85 34.51
S4 24.22 26.32 33.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.24 32.71 3.53 9.9% 1.63 4.6% 78% False False 9,261
10 36.24 30.35 5.89 16.6% 1.45 4.1% 87% False False 10,212
20 36.24 27.77 8.47 23.9% 1.76 5.0% 91% False False 10,431
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 0.20
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 46.54
2.618 42.52
1.618 40.06
1.000 38.54
0.618 37.60
HIGH 36.08
0.618 35.14
0.500 34.85
0.382 34.56
LOW 33.62
0.618 32.10
1.000 31.16
1.618 29.64
2.618 27.18
4.250 23.17
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 35.27 35.30
PP 35.06 35.11
S1 34.85 34.93

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

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