NYMEX Light Sweet Crude Oil Future November 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 34.61 35.56 0.95 2.7% 31.80
High 36.21 35.72 -0.49 -1.4% 35.86
Low 34.35 33.60 -0.75 -2.2% 31.75
Close 35.88 34.42 -1.46 -4.1% 34.84
Range 1.86 2.12 0.26 14.0% 4.11
ATR 2.05 2.07 0.02 0.8% 0.00
Volume 18,442 21,736 3,294 17.9% 89,403
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 40.94 39.80 35.59
R3 38.82 37.68 35.00
R2 36.70 36.70 34.81
R1 35.56 35.56 34.61 35.07
PP 34.58 34.58 34.58 34.34
S1 33.44 33.44 34.23 32.95
S2 32.46 32.46 34.03
S3 30.34 31.32 33.84
S4 28.22 29.20 33.25
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 46.48 44.77 37.10
R3 42.37 40.66 35.97
R2 38.26 38.26 35.59
R1 36.55 36.55 35.22 37.41
PP 34.15 34.15 34.15 34.58
S1 32.44 32.44 34.46 33.30
S2 30.04 30.04 34.09
S3 25.93 28.33 33.71
S4 21.82 24.22 32.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.21 32.79 3.42 9.9% 1.89 5.5% 48% False False 17,646
10 36.21 29.00 7.21 20.9% 1.79 5.2% 75% False False 20,004
20 36.21 26.29 9.92 28.8% 1.94 5.6% 82% False False 23,544
40 36.88 24.43 12.45 36.2% 2.19 6.4% 80% False False 23,082
60 48.99 24.43 24.56 71.4% 2.41 7.0% 41% False False 22,831
80 54.17 24.43 29.74 86.4% 2.15 6.3% 34% False False 20,110
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.73
2.618 41.27
1.618 39.15
1.000 37.84
0.618 37.03
HIGH 35.72
0.618 34.91
0.500 34.66
0.382 34.41
LOW 33.60
0.618 32.29
1.000 31.48
1.618 30.17
2.618 28.05
4.250 24.59
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 34.66 34.50
PP 34.58 34.47
S1 34.50 34.45

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

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