NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 29.03 30.64 1.61 5.5% 31.10
High 30.86 31.82 0.96 3.1% 31.82
Low 29.03 30.34 1.31 4.5% 29.00
Close 30.57 31.56 0.99 3.2% 31.56
Range 1.83 1.48 -0.35 -19.1% 2.82
ATR 2.18 2.13 -0.05 -2.3% 0.00
Volume 22,460 24,047 1,587 7.1% 112,776
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 35.68 35.10 32.37
R3 34.20 33.62 31.97
R2 32.72 32.72 31.83
R1 32.14 32.14 31.70 32.43
PP 31.24 31.24 31.24 31.39
S1 30.66 30.66 31.42 30.95
S2 29.76 29.76 31.29
S3 28.28 29.18 31.15
S4 26.80 27.70 30.75
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 39.25 38.23 33.11
R3 36.43 35.41 32.34
R2 33.61 33.61 32.08
R1 32.59 32.59 31.82 33.10
PP 30.79 30.79 30.79 31.05
S1 29.77 29.77 31.30 30.28
S2 27.97 27.97 31.04
S3 25.15 26.95 30.78
S4 22.33 24.13 30.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.82 29.00 2.82 8.9% 1.40 4.4% 91% True False 22,555
10 32.12 26.73 5.39 17.1% 1.93 6.1% 90% False False 26,121
20 33.51 24.43 9.08 28.8% 2.35 7.4% 79% False False 26,451
40 36.88 24.43 12.45 39.4% 2.22 7.0% 57% False False 22,544
60 53.26 24.43 28.83 91.3% 2.43 7.7% 25% False False 22,111
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 True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.11
2.618 35.69
1.618 34.21
1.000 33.30
0.618 32.73
HIGH 31.82
0.618 31.25
0.500 31.08
0.382 30.91
LOW 30.34
0.618 29.43
1.000 28.86
1.618 27.95
2.618 26.47
4.250 24.05
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 31.40 31.18
PP 31.24 30.79
S1 31.08 30.41

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

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