NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 32.25 30.65 -1.60 -5.0% 28.43
High 32.77 32.11 -0.66 -2.0% 30.69
Low 29.93 29.63 -0.30 -1.0% 26.91
Close 30.47 30.12 -0.35 -1.1% 28.59
Range 2.84 2.48 -0.36 -12.7% 3.78
ATR 2.61 2.60 -0.01 -0.4% 0.00
Volume 99,553 99,114 -439 -0.4% 522,814
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 38.06 36.57 31.48
R3 35.58 34.09 30.80
R2 33.10 33.10 30.57
R1 31.61 31.61 30.35 31.12
PP 30.62 30.62 30.62 30.37
S1 29.13 29.13 29.89 28.64
S2 28.14 28.14 29.67
S3 25.66 26.65 29.44
S4 23.18 24.17 28.76
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 17.3% 2.63 8.7% 49% False False 110,377
10 32.77 26.91 5.86 19.5% 2.27 7.5% 55% False False 104,921
20 37.27 25.31 11.96 39.7% 2.57 8.5% 40% False False 105,873
40 38.23 25.31 12.92 42.9% 2.60 8.6% 37% False False 108,476
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.65
2.618 38.60
1.618 36.12
1.000 34.59
0.618 33.64
HIGH 32.11
0.618 31.16
0.500 30.87
0.382 30.58
LOW 29.63
0.618 28.10
1.000 27.15
1.618 25.62
2.618 23.14
4.250 19.09
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 30.87 31.04
PP 30.62 30.73
S1 30.37 30.43

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

View Archives - Comment on this page... - Back to Index of Symbols