NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 28.73 28.85 0.12 0.4% 26.24
High 29.56 30.33 0.77 2.6% 31.28
Low 28.25 28.30 0.05 0.2% 25.73
Close 28.62 30.00 1.38 4.8% 30.48
Range 1.31 2.03 0.72 55.0% 5.55
ATR 2.32 2.30 -0.02 -0.9% 0.00
Volume 46,071 37,922 -8,149 -17.7% 199,884
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 35.63 34.85 31.12
R3 33.60 32.82 30.56
R2 31.57 31.57 30.37
R1 30.79 30.79 30.19 31.18
PP 29.54 29.54 29.54 29.74
S1 28.76 28.76 29.81 29.15
S2 27.51 27.51 29.63
S3 25.48 26.73 29.44
S4 23.45 24.70 28.88
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 45.81 43.70 33.53
R3 40.26 38.15 32.01
R2 34.71 34.71 31.50
R1 32.60 32.60 30.99 33.66
PP 29.16 29.16 29.16 29.69
S1 27.05 27.05 29.97 28.11
S2 23.61 23.61 29.46
S3 18.06 21.50 28.95
S4 12.51 15.95 27.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.58 28.25 2.33 7.8% 1.55 5.2% 75% False False 41,747
10 31.28 25.73 5.55 18.5% 2.10 7.0% 77% False False 42,015
20 33.78 23.26 10.52 35.1% 2.48 8.3% 64% False False 44,315
40 36.46 23.26 13.20 44.0% 2.40 8.0% 51% False False 36,668
60 54.30 23.26 31.04 103.5% 2.52 8.4% 22% False False 34,513
80 56.11 23.26 32.85 109.5% 2.19 7.3% 21% False False 29,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 38.96
2.618 35.64
1.618 33.61
1.000 32.36
0.618 31.58
HIGH 30.33
0.618 29.55
0.500 29.32
0.382 29.08
LOW 28.30
0.618 27.05
1.000 26.27
1.618 25.02
2.618 22.99
4.250 19.67
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 29.77 29.76
PP 29.54 29.53
S1 29.32 29.29

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

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