NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 33.76 33.13 -0.63 -1.9% 30.09
High 34.17 34.90 0.73 2.1% 31.38
Low 32.85 33.08 0.23 0.7% 28.25
Close 33.38 34.65 1.27 3.8% 31.11
Range 1.32 1.82 0.50 37.9% 3.13
ATR 2.24 2.21 -0.03 -1.3% 0.00
Volume 27,406 28,628 1,222 4.5% 210,271
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 39.67 38.98 35.65
R3 37.85 37.16 35.15
R2 36.03 36.03 34.98
R1 35.34 35.34 34.82 35.69
PP 34.21 34.21 34.21 34.38
S1 33.52 33.52 34.48 33.87
S2 32.39 32.39 34.32
S3 30.57 31.70 34.15
S4 28.75 29.88 33.65
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 34.90 28.30 6.60 19.0% 1.94 5.6% 96% True False 34,439
10 34.90 28.20 6.70 19.3% 1.80 5.2% 96% True False 38,449
20 34.90 24.78 10.12 29.2% 2.04 5.9% 98% True False 40,479
40 36.46 23.26 13.20 38.1% 2.25 6.5% 86% False False 37,004
60 50.44 23.26 27.18 78.4% 2.56 7.4% 42% False False 35,742
80 54.30 23.26 31.04 89.6% 2.21 6.4% 37% False False 30,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.64
2.618 39.66
1.618 37.84
1.000 36.72
0.618 36.02
HIGH 34.90
0.618 34.20
0.500 33.99
0.382 33.78
LOW 33.08
0.618 31.96
1.000 31.26
1.618 30.14
2.618 28.32
4.250 25.35
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 34.43 34.13
PP 34.21 33.62
S1 33.99 33.10

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

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