NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 05-May-2020

Day Change Summary
	Previous	Current
	04-May-2020	05-May-2020	Change	Change %	Previous Week
Open	28.08	29.69	1.61	5.7%	28.43
High	29.80	32.30	2.50	8.4%	30.69
Low	27.57	29.30	1.73	6.3%	26.91
Close	29.08	31.65	2.57	8.8%	28.59
Range	2.23	3.00	0.77	34.5%	3.78
ATR	2.55	2.60	0.05	1.9%	0.00
Volume	131,574	125,154	-6,420	-4.9%	522,814

Daily Pivots for day following 05-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.08	38.87	33.30
R3	37.08	35.87	32.48
R2	34.08	34.08	32.20
R1	32.87	32.87	31.93	33.48
PP	31.08	31.08	31.08	31.39
S1	29.87	29.87	31.38	30.48
S2	28.08	28.08	31.10
S3	25.08	26.87	30.83
S4	22.08	23.87	30.00

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.07	38.11	30.67
R3	36.29	34.33	29.63
R2	32.51	32.51	29.28
R1	30.55	30.55	28.94	31.53
PP	28.73	28.73	28.73	29.22
S1	26.77	26.77	28.24	27.75
S2	24.95	24.95	27.90
S3	21.17	22.99	27.55
S4	17.39	19.21	26.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	32.30	27.08	5.22	16.5%	2.41	7.6%	88%	True	False	112,503
10	32.30	25.31	6.99	22.1%	2.46	7.8%	91%	True	False	109,555
20	37.27	25.31	11.96	37.8%	2.44	7.7%	53%	False	False	105,462
40	40.05	25.31	14.74	46.6%	2.65	8.4%	43%	False	False	110,130

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	0.74
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	45.05
2.618	40.15
1.618	37.15
1.000	35.30
0.618	34.15
HIGH	32.30
0.618	31.15
0.500	30.80
0.382	30.45
LOW	29.30
0.618	27.45
1.000	26.30
1.618	24.45
2.618	21.45
4.250	16.55

Fisher Pivots for day following 05-May-2020
Pivot	1 day	3 day
R1	31.37	31.08
PP	31.08	30.51
S1	30.80	29.94

Download as Excel Spreadsheet

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

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