NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 34.20 35.33 1.13 3.3% 31.30
High 35.89 35.40 -0.49 -1.4% 35.62
Low 33.95 33.19 -0.76 -2.2% 31.30
Close 35.56 34.04 -1.52 -4.3% 34.49
Range 1.94 2.21 0.27 13.9% 4.32
ATR 2.17 2.18 0.01 0.7% 0.00
Volume 42,223 38,206 -4,017 -9.5% 157,116
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 40.84 39.65 35.26
R3 38.63 37.44 34.65
R2 36.42 36.42 34.45
R1 35.23 35.23 34.24 34.72
PP 34.21 34.21 34.21 33.96
S1 33.02 33.02 33.84 32.51
S2 32.00 32.00 33.63
S3 29.79 30.81 33.43
S4 27.58 28.60 32.82
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 46.76 44.95 36.87
R3 42.44 40.63 35.68
R2 38.12 38.12 35.28
R1 36.31 36.31 34.89 37.22
PP 33.80 33.80 33.80 34.26
S1 31.99 31.99 34.09 32.90
S2 29.48 29.48 33.70
S3 25.16 27.67 33.30
S4 20.84 23.35 32.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.89 32.33 3.56 10.5% 2.00 5.9% 48% False False 33,176
10 35.89 28.25 7.64 22.4% 1.92 5.6% 76% False False 35,552
20 35.89 25.00 10.89 32.0% 2.05 6.0% 83% False False 39,876
40 36.46 23.26 13.20 38.8% 2.32 6.8% 82% False False 37,607
60 49.00 23.26 25.74 75.6% 2.52 7.4% 42% False False 36,441
80 54.30 23.26 31.04 91.2% 2.26 6.6% 35% False False 31,846
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.79
2.618 41.19
1.618 38.98
1.000 37.61
0.618 36.77
HIGH 35.40
0.618 34.56
0.500 34.30
0.382 34.03
LOW 33.19
0.618 31.82
1.000 30.98
1.618 29.61
2.618 27.40
4.250 23.80
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 34.30 34.11
PP 34.21 34.09
S1 34.13 34.06

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

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