NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 28.85 30.09 1.24 4.3% 30.09
High 30.33 31.38 1.05 3.5% 31.38
Low 28.30 29.67 1.37 4.8% 28.25
Close 30.00 31.11 1.11 3.7% 31.11
Range 2.03 1.71 -0.32 -15.8% 3.13
ATR 2.30 2.25 -0.04 -1.8% 0.00
Volume 37,922 33,988 -3,934 -10.4% 210,271
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 35.85 35.19 32.05
R3 34.14 33.48 31.58
R2 32.43 32.43 31.42
R1 31.77 31.77 31.27 32.10
PP 30.72 30.72 30.72 30.89
S1 30.06 30.06 30.95 30.39
S2 29.01 29.01 30.80
S3 27.30 28.35 30.64
S4 25.59 26.64 30.17
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 39.64 38.50 32.83
R3 36.51 35.37 31.97
R2 33.38 33.38 31.68
R1 32.24 32.24 31.40 32.81
PP 30.25 30.25 30.25 30.53
S1 29.11 29.11 30.82 29.68
S2 27.12 27.12 30.54
S3 23.99 25.98 30.25
S4 20.86 22.85 29.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.38 28.25 3.13 10.1% 1.53 4.9% 91% True False 42,054
10 31.38 25.73 5.65 18.2% 2.02 6.5% 95% True False 41,015
20 32.80 23.26 9.54 30.7% 2.50 8.0% 82% False False 45,193
40 36.46 23.26 13.20 42.4% 2.32 7.5% 59% False False 36,379
60 53.32 23.26 30.06 96.6% 2.53 8.1% 26% False False 34,914
80 54.51 23.26 31.25 100.5% 2.19 7.1% 25% False False 29,812
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 True
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.65
2.618 35.86
1.618 34.15
1.000 33.09
0.618 32.44
HIGH 31.38
0.618 30.73
0.500 30.53
0.382 30.32
LOW 29.67
0.618 28.61
1.000 27.96
1.618 26.90
2.618 25.19
4.250 22.40
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 30.92 30.68
PP 30.72 30.25
S1 30.53 29.82

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

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