NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 30.65 30.08 -0.57 -1.9% 28.08
High 32.11 31.98 -0.13 -0.4% 32.77
Low 29.63 29.95 0.32 1.1% 27.57
Close 30.12 31.94 1.82 6.0% 31.94
Range 2.48 2.03 -0.45 -18.1% 5.20
ATR 2.60 2.56 -0.04 -1.6% 0.00
Volume 99,114 75,484 -23,630 -23.8% 530,879
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 37.38 36.69 33.06
R3 35.35 34.66 32.50
R2 33.32 33.32 32.31
R1 32.63 32.63 32.13 32.98
PP 31.29 31.29 31.29 31.46
S1 30.60 30.60 31.75 30.95
S2 29.26 29.26 31.57
S3 27.23 28.57 31.38
S4 25.20 26.54 30.82
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 46.36 44.35 34.80
R3 41.16 39.15 33.37
R2 35.96 35.96 32.89
R1 33.95 33.95 32.42 34.96
PP 30.76 30.76 30.76 31.26
S1 28.75 28.75 31.46 29.76
S2 25.56 25.56 30.99
S3 20.36 23.55 30.51
S4 15.16 18.35 29.08
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 16.3% 2.52 7.9% 84% False False 106,175
10 32.77 26.91 5.86 18.3% 2.28 7.1% 86% False False 105,369
20 37.27 25.31 11.96 37.4% 2.53 7.9% 55% False False 102,822
40 38.23 25.31 12.92 40.5% 2.59 8.1% 51% False False 104,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 40.61
2.618 37.29
1.618 35.26
1.000 34.01
0.618 33.23
HIGH 31.98
0.618 31.20
0.500 30.97
0.382 30.73
LOW 29.95
0.618 28.70
1.000 27.92
1.618 26.67
2.618 24.64
4.250 21.32
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 31.62 31.69
PP 31.29 31.45
S1 30.97 31.20

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

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