NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 19-May-2020
Day Change Summary
Previous Current
18-May-2020 19-May-2020 Change Change % Previous Week
Open 31.30 33.76 2.46 7.9% 30.09
High 34.13 34.17 0.04 0.1% 31.38
Low 31.30 32.85 1.55 5.0% 28.25
Close 33.25 33.38 0.13 0.4% 31.11
Range 2.83 1.32 -1.51 -53.4% 3.13
ATR 2.31 2.24 -0.07 -3.1% 0.00
Volume 44,255 27,406 -16,849 -38.1% 210,271
Daily Pivots for day following 19-May-2020
Classic Woodie Camarilla DeMark
R4 37.43 36.72 34.11
R3 36.11 35.40 33.74
R2 34.79 34.79 33.62
R1 34.08 34.08 33.50 33.78
PP 33.47 33.47 33.47 33.31
S1 32.76 32.76 33.26 32.46
S2 32.15 32.15 33.14
S3 30.83 31.44 33.02
S4 29.51 30.12 32.65
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 34.17 28.25 5.92 17.7% 1.84 5.5% 87% True False 37,928
10 34.17 28.20 5.97 17.9% 1.91 5.7% 87% True False 38,990
20 34.17 23.26 10.91 32.7% 2.20 6.6% 93% True False 41,233
40 36.46 23.26 13.20 39.5% 2.24 6.7% 77% False False 36,685
60 52.02 23.26 28.76 86.2% 2.56 7.7% 35% False False 35,428
80 54.30 23.26 31.04 93.0% 2.21 6.6% 33% False False 30,504
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 39.78
2.618 37.63
1.618 36.31
1.000 35.49
0.618 34.99
HIGH 34.17
0.618 33.67
0.500 33.51
0.382 33.35
LOW 32.85
0.618 32.03
1.000 31.53
1.618 30.71
2.618 29.39
4.250 27.24
Fisher Pivots for day following 19-May-2020
Pivot 1 day 3 day
R1 33.51 32.89
PP 33.47 32.41
S1 33.42 31.92

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

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