NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 36.05 35.02 -1.03 -2.9% 32.71
High 36.08 36.76 0.68 1.9% 36.24
Low 33.62 35.01 1.39 4.1% 32.71
Close 35.48 36.51 1.03 2.9% 35.48
Range 2.46 1.75 -0.71 -28.9% 3.53
ATR 1.85 1.85 -0.01 -0.4% 0.00
Volume 8,515 13,522 5,007 58.8% 46,306
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 41.34 40.68 37.47
R3 39.59 38.93 36.99
R2 37.84 37.84 36.83
R1 37.18 37.18 36.67 37.51
PP 36.09 36.09 36.09 36.26
S1 35.43 35.43 36.35 35.76
S2 34.34 34.34 36.19
S3 32.59 33.68 36.03
S4 30.84 31.93 35.55
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 36.76 33.62 3.14 8.6% 1.51 4.1% 92% True False 9,953
10 36.76 30.35 6.41 17.6% 1.48 4.0% 96% True False 10,560
20 36.76 27.77 8.99 24.6% 1.78 4.9% 97% True False 10,814
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.20
2.618 41.34
1.618 39.59
1.000 38.51
0.618 37.84
HIGH 36.76
0.618 36.09
0.500 35.89
0.382 35.68
LOW 35.01
0.618 33.93
1.000 33.26
1.618 32.18
2.618 30.43
4.250 27.57
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 36.30 36.07
PP 36.09 35.63
S1 35.89 35.19

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

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