NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 29.50 31.10 1.60 5.4% 27.32
High 31.29 31.23 -0.06 -0.2% 32.12
Low 29.50 29.79 0.29 1.0% 26.73
Close 31.27 29.87 -1.40 -4.5% 31.27
Range 1.79 1.44 -0.35 -19.6% 5.39
ATR 2.46 2.39 -0.07 -2.8% 0.00
Volume 17,152 20,024 2,872 16.7% 148,436
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 34.62 33.68 30.66
R3 33.18 32.24 30.27
R2 31.74 31.74 30.13
R1 30.80 30.80 30.00 30.55
PP 30.30 30.30 30.30 30.17
S1 29.36 29.36 29.74 29.11
S2 28.86 28.86 29.61
S3 27.42 27.92 29.47
S4 25.98 26.48 29.08
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 46.21 44.13 34.23
R3 40.82 38.74 32.75
R2 35.43 35.43 32.26
R1 33.35 33.35 31.76 34.39
PP 30.04 30.04 30.04 30.56
S1 27.96 27.96 30.78 29.00
S2 24.65 24.65 30.28
S3 19.26 22.57 29.79
S4 13.87 17.18 28.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.12 28.55 3.57 12.0% 2.33 7.8% 37% False False 27,880
10 32.12 25.99 6.13 20.5% 2.15 7.2% 63% False False 26,747
20 36.88 24.43 12.45 41.7% 2.44 8.2% 44% False False 24,965
40 36.88 24.43 12.45 41.7% 2.44 8.2% 44% False False 22,503
60 54.17 24.43 29.74 99.6% 2.39 8.0% 18% False False 20,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 37.35
2.618 35.00
1.618 33.56
1.000 32.67
0.618 32.12
HIGH 31.23
0.618 30.68
0.500 30.51
0.382 30.34
LOW 29.79
0.618 28.90
1.000 28.35
1.618 27.46
2.618 26.02
4.250 23.67
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 30.51 30.21
PP 30.30 30.10
S1 30.08 29.98

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

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