NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 34.40 35.72 1.32 3.8% 35.63
High 36.39 37.57 1.18 3.2% 37.57
Low 34.40 35.19 0.79 2.3% 34.40
Close 36.10 37.41 1.31 3.6% 37.41
Range 1.99 2.38 0.39 19.6% 3.17
ATR 1.74 1.78 0.05 2.6% 0.00
Volume 4,139 5,647 1,508 36.4% 21,157
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 43.86 43.02 38.72
R3 41.48 40.64 38.06
R2 39.10 39.10 37.85
R1 38.26 38.26 37.63 38.68
PP 36.72 36.72 36.72 36.94
S1 35.88 35.88 37.19 36.30
S2 34.34 34.34 36.97
S3 31.96 33.50 36.76
S4 29.58 31.12 36.10
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 45.97 44.86 39.15
R3 42.80 41.69 38.28
R2 39.63 39.63 37.99
R1 38.52 38.52 37.70 39.08
PP 36.46 36.46 36.46 36.74
S1 35.35 35.35 37.12 35.91
S2 33.29 33.29 36.83
S3 30.12 32.18 36.54
S4 26.95 29.01 35.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.57 33.99 3.58 9.6% 1.94 5.2% 96% True False 4,878
10 37.57 31.75 5.82 15.6% 1.66 4.4% 97% True False 4,847
20 37.57 29.00 8.57 22.9% 1.72 4.6% 98% True False 5,900
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 0.21
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 47.69
2.618 43.80
1.618 41.42
1.000 39.95
0.618 39.04
HIGH 37.57
0.618 36.66
0.500 36.38
0.382 36.10
LOW 35.19
0.618 33.72
1.000 32.81
1.618 31.34
2.618 28.96
4.250 25.08
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 37.07 36.94
PP 36.72 36.46
S1 36.38 35.99

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

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