NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 31.10 30.17 -0.93 -3.0% 27.32
High 31.23 30.44 -0.79 -2.5% 32.12
Low 29.79 29.48 -0.31 -1.0% 26.73
Close 29.87 29.97 0.10 0.3% 31.27
Range 1.44 0.96 -0.48 -33.3% 5.39
ATR 2.39 2.28 -0.10 -4.3% 0.00
Volume 20,024 22,293 2,269 11.3% 148,436
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 32.84 32.37 30.50
R3 31.88 31.41 30.23
R2 30.92 30.92 30.15
R1 30.45 30.45 30.06 30.21
PP 29.96 29.96 29.96 29.84
S1 29.49 29.49 29.88 29.25
S2 29.00 29.00 29.79
S3 28.04 28.53 29.71
S4 27.08 27.57 29.44
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 29.00 3.12 10.4% 1.90 6.3% 31% False False 24,645
10 32.12 26.29 5.83 19.5% 2.09 7.0% 63% False False 27,084
20 36.18 24.43 11.75 39.2% 2.41 8.0% 47% False False 24,779
40 36.88 24.43 12.45 41.5% 2.40 8.0% 44% False False 22,643
60 54.17 24.43 29.74 99.2% 2.40 8.0% 19% False False 21,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 34.52
2.618 32.95
1.618 31.99
1.000 31.40
0.618 31.03
HIGH 30.44
0.618 30.07
0.500 29.96
0.382 29.85
LOW 29.48
0.618 28.89
1.000 28.52
1.618 27.93
2.618 26.97
4.250 25.40
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 29.97 30.39
PP 29.96 30.25
S1 29.96 30.11

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

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