NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 01-May-2020

Day Change Summary
	Previous	Current
	30-Apr-2020	01-May-2020	Change	Change %	Previous Week
Open	27.87	29.50	1.63	5.8%	28.43
High	30.46	30.69	0.23	0.8%	30.69
Low	27.63	28.11	0.48	1.7%	26.91
Close	29.62	28.59	-1.03	-3.5%	28.59
Range	2.83	2.58	-0.25	-8.8%	3.78
ATR	2.57	2.57	0.00	0.0%	0.00
Volume	115,402	96,491	-18,911	-16.4%	522,814

Daily Pivots for day following 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.87	35.31	30.01
R3	34.29	32.73	29.30
R2	31.71	31.71	29.06
R1	30.15	30.15	28.83	29.64
PP	29.13	29.13	29.13	28.88
S1	27.57	27.57	28.35	27.06
S2	26.55	26.55	28.12
S3	23.97	24.99	27.88
S4	21.39	22.41	27.17

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.07	38.11	30.67
R3	36.29	34.33	29.63
R2	32.51	32.51	29.28
R1	30.55	30.55	28.94	31.53
PP	28.73	28.73	28.73	29.22
S1	26.77	26.77	28.24	27.75
S2	24.95	24.95	27.90
S3	21.17	22.99	27.55
S4	17.39	19.21	26.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	30.69	26.91	3.78	13.2%	2.04	7.1%	44%	True	False	104,562
10	34.14	25.31	8.83	30.9%	2.86	10.0%	37%	False	False	117,476
20	37.27	25.31	11.96	41.8%	2.47	8.6%	27%	False	False	105,583
40	47.28	25.31	21.97	76.8%	2.77	9.7%	15%	False	False	113,232

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	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.66
2.618	37.44
1.618	34.86
1.000	33.27
0.618	32.28
HIGH	30.69
0.618	29.70
0.500	29.40
0.382	29.10
LOW	28.11
0.618	26.52
1.000	25.53
1.618	23.94
2.618	21.36
4.250	17.15

Fisher Pivots for day following 01-May-2020
Pivot	1 day	3 day
R1	29.40	28.89
PP	29.13	28.79
S1	28.86	28.69

Download as Excel Spreadsheet

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

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