NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 12-May-2020

Day Change Summary
	Previous	Current
	11-May-2020	12-May-2020	Change	Change %	Previous Week
Open	31.67	30.83	-0.84	-2.7%	28.08
High	32.09	31.10	-0.99	-3.1%	32.77
Low	30.47	30.04	-0.43	-1.4%	27.57
Close	30.57	30.60	0.03	0.1%	31.94
Range	1.62	1.06	-0.56	-34.6%	5.20
ATR	2.50	2.39	-0.10	-4.1%	0.00
Volume	86,835	76,534	-10,301	-11.9%	530,879

Daily Pivots for day following 12-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	33.76	33.24	31.18
R3	32.70	32.18	30.89
R2	31.64	31.64	30.79
R1	31.12	31.12	30.70	30.85
PP	30.58	30.58	30.58	30.45
S1	30.06	30.06	30.50	29.79
S2	29.52	29.52	30.41
S3	28.46	29.00	30.31
S4	27.40	27.94	30.02

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	29.63	3.14	10.3%	2.01	6.6%	31%	False	False	87,504
10	32.77	27.08	5.69	18.6%	2.21	7.2%	62%	False	False	100,003
20	36.73	25.31	11.42	37.3%	2.49	8.1%	46%	False	False	102,246
40	37.27	25.31	11.96	39.1%	2.50	8.2%	44%	False	False	103,190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	35.61
2.618	33.88
1.618	32.82
1.000	32.16
0.618	31.76
HIGH	31.10
0.618	30.70
0.500	30.57
0.382	30.44
LOW	30.04
0.618	29.38
1.000	28.98
1.618	28.32
2.618	27.26
4.250	25.54

Fisher Pivots for day following 12-May-2020
Pivot	1 day	3 day
R1	30.59	31.02
PP	30.58	30.88
S1	30.57	30.74

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

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