NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 06-May-2020

Day Change Summary
	Previous	Current
	05-May-2020	06-May-2020	Change	Change %	Previous Week
Open	29.69	32.25	2.56	8.6%	28.43
High	32.30	32.77	0.47	1.5%	30.69
Low	29.30	29.93	0.63	2.2%	26.91
Close	31.65	30.47	-1.18	-3.7%	28.59
Range	3.00	2.84	-0.16	-5.3%	3.78
ATR	2.60	2.61	0.02	0.7%	0.00
Volume	125,154	99,553	-25,601	-20.5%	522,814

Daily Pivots for day following 06-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	39.58	37.86	32.03
R3	36.74	35.02	31.25
R2	33.90	33.90	30.99
R1	32.18	32.18	30.73	31.62
PP	31.06	31.06	31.06	30.78
S1	29.34	29.34	30.21	28.78
S2	28.22	28.22	29.95
S3	25.38	26.50	29.69
S4	22.54	23.66	28.91

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	32.77	27.57	5.20	17.1%	2.70	8.8%	56%	True	False	113,634
10	32.77	26.91	5.86	19.2%	2.27	7.4%	61%	True	False	104,953
20	37.27	25.31	11.96	39.3%	2.52	8.3%	43%	False	False	106,014
40	40.05	25.31	14.74	48.4%	2.62	8.6%	35%	False	False	109,291

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.84
2.618	40.21
1.618	37.37
1.000	35.61
0.618	34.53
HIGH	32.77
0.618	31.69
0.500	31.35
0.382	31.01
LOW	29.93
0.618	28.17
1.000	27.09
1.618	25.33
2.618	22.49
4.250	17.86

Fisher Pivots for day following 06-May-2020
Pivot	1 day	3 day
R1	31.35	30.37
PP	31.06	30.27
S1	30.76	30.17

Download as Excel Spreadsheet

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

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