NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 31.74 29.84 -1.90 -6.0% 27.62
High 32.12 31.42 -0.70 -2.2% 29.58
Low 29.25 29.00 -0.25 -0.9% 25.99
Close 29.78 29.45 -0.33 -1.1% 27.74
Range 2.87 2.42 -0.45 -15.7% 3.59
ATR 2.51 2.50 -0.01 -0.3% 0.00
Volume 33,139 30,621 -2,518 -7.6% 114,933
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 37.22 35.75 30.78
R3 34.80 33.33 30.12
R2 32.38 32.38 29.89
R1 30.91 30.91 29.67 30.44
PP 29.96 29.96 29.96 29.72
S1 28.49 28.49 29.23 28.02
S2 27.54 27.54 29.01
S3 25.12 26.07 28.78
S4 22.70 23.65 28.12
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 38.54 36.73 29.71
R3 34.95 33.14 28.73
R2 31.36 31.36 28.40
R1 29.55 29.55 28.07 30.46
PP 27.77 27.77 27.77 28.22
S1 25.96 25.96 27.41 26.87
S2 24.18 24.18 27.08
S3 20.59 22.37 26.75
S4 17.00 18.78 25.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.12 26.73 5.39 18.3% 2.57 8.7% 50% False False 32,715
10 32.12 25.99 6.13 20.8% 2.17 7.4% 56% False False 26,329
20 36.88 24.43 12.45 42.3% 2.52 8.5% 40% False False 24,724
40 37.62 24.43 13.19 44.8% 2.49 8.5% 38% False False 24,042
60 54.17 24.43 29.74 101.0% 2.37 8.0% 17% False False 20,892
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 False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.71
2.618 37.76
1.618 35.34
1.000 33.84
0.618 32.92
HIGH 31.42
0.618 30.50
0.500 30.21
0.382 29.92
LOW 29.00
0.618 27.50
1.000 26.58
1.618 25.08
2.618 22.66
4.250 18.72
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 30.21 30.34
PP 29.96 30.04
S1 29.70 29.75

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

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