NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 28.71 30.09 1.38 4.8% 26.24
High 30.52 30.58 0.06 0.2% 31.28
Low 28.71 28.95 0.24 0.8% 25.73
Close 30.48 29.05 -1.43 -4.7% 30.48
Range 1.81 1.63 -0.18 -9.9% 5.55
ATR 2.57 2.50 -0.07 -2.6% 0.00
Volume 32,455 48,955 16,500 50.8% 199,884
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 34.42 33.36 29.95
R3 32.79 31.73 29.50
R2 31.16 31.16 29.35
R1 30.10 30.10 29.20 29.82
PP 29.53 29.53 29.53 29.38
S1 28.47 28.47 28.90 28.19
S2 27.90 27.90 28.75
S3 26.27 26.84 28.60
S4 24.64 25.21 28.15
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 31.28 27.67 3.61 12.4% 2.39 8.2% 38% False False 41,459
10 31.28 24.78 6.50 22.4% 2.26 7.8% 66% False False 45,308
20 36.46 23.26 13.20 45.4% 2.59 8.9% 44% False False 41,220
40 36.46 23.26 13.20 45.4% 2.56 8.8% 44% False False 35,699
60 54.30 23.26 31.04 106.9% 2.49 8.6% 19% False False 32,825
80 56.82 23.26 33.56 115.5% 2.17 7.5% 17% False False 28,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 37.51
2.618 34.85
1.618 33.22
1.000 32.21
0.618 31.59
HIGH 30.58
0.618 29.96
0.500 29.77
0.382 29.57
LOW 28.95
0.618 27.94
1.000 27.32
1.618 26.31
2.618 24.68
4.250 22.02
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 29.77 29.47
PP 29.53 29.33
S1 29.29 29.19

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

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