NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 33.85 35.05 1.20 3.5% 34.61
High 35.55 36.90 1.35 3.8% 36.90
Low 33.09 34.07 0.98 3.0% 33.09
Close 35.15 36.67 1.52 4.3% 36.67
Range 2.46 2.83 0.37 15.0% 3.81
ATR 2.09 2.15 0.05 2.5% 0.00
Volume 15,291 16,575 1,284 8.4% 72,044
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 44.37 43.35 38.23
R3 41.54 40.52 37.45
R2 38.71 38.71 37.19
R1 37.69 37.69 36.93 38.20
PP 35.88 35.88 35.88 36.14
S1 34.86 34.86 36.41 35.37
S2 33.05 33.05 36.15
S3 30.22 32.03 35.89
S4 27.39 29.20 35.11
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 46.98 45.64 38.77
R3 43.17 41.83 37.72
R2 39.36 39.36 37.37
R1 38.02 38.02 37.02 38.69
PP 35.55 35.55 35.55 35.89
S1 34.21 34.21 36.32 34.88
S2 31.74 31.74 35.97
S3 27.93 30.40 35.62
S4 24.12 26.59 34.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.90 32.79 4.11 11.2% 2.40 6.6% 94% True False 16,604
10 36.90 30.34 6.56 17.9% 2.01 5.5% 96% True False 18,549
20 36.90 26.73 10.17 27.7% 2.01 5.5% 98% True False 22,747
40 36.90 24.43 12.47 34.0% 2.23 6.1% 98% True False 22,829
60 48.23 24.43 23.80 64.9% 2.45 6.7% 51% False False 23,122
80 54.17 24.43 29.74 81.1% 2.18 6.0% 41% False False 20,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 48.93
2.618 44.31
1.618 41.48
1.000 39.73
0.618 38.65
HIGH 36.90
0.618 35.82
0.500 35.49
0.382 35.15
LOW 34.07
0.618 32.32
1.000 31.24
1.618 29.49
2.618 26.66
4.250 22.04
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 36.28 36.11
PP 35.88 35.55
S1 35.49 35.00

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

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