NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 14-May-2020

Day Change Summary
	Previous	Current
	13-May-2020	14-May-2020	Change	Change %	Previous Week
Open	30.14	30.29	0.15	0.5%	28.08
High	30.95	31.48	0.53	1.7%	32.77
Low	29.73	29.68	-0.05	-0.2%	27.57
Close	30.06	31.11	1.05	3.5%	31.94
Range	1.22	1.80	0.58	47.5%	5.20
ATR	2.31	2.27	-0.04	-1.6%	0.00
Volume	73,913	89,677	15,764	21.3%	530,879

Daily Pivots for day following 14-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.16	35.43	32.10
R3	34.36	33.63	31.61
R2	32.56	32.56	31.44
R1	31.83	31.83	31.28	32.20
PP	30.76	30.76	30.76	30.94
S1	30.03	30.03	30.95	30.40
S2	28.96	28.96	30.78
S3	27.16	28.23	30.62
S4	25.36	26.43	30.12

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	32.09	29.68	2.41	7.7%	1.55	5.0%	59%	False	True	80,488
10	32.77	27.57	5.20	16.7%	2.09	6.7%	68%	False	False	95,432
20	34.74	25.31	9.43	30.3%	2.39	7.7%	62%	False	False	104,515
40	37.27	25.31	11.96	38.4%	2.38	7.6%	48%	False	False	100,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	39.13
2.618	36.19
1.618	34.39
1.000	33.28
0.618	32.59
HIGH	31.48
0.618	30.79
0.500	30.58
0.382	30.37
LOW	29.68
0.618	28.57
1.000	27.88
1.618	26.77
2.618	24.97
4.250	22.03

Fisher Pivots for day following 14-May-2020
Pivot	1 day	3 day
R1	30.93	30.93
PP	30.76	30.76
S1	30.58	30.58

Download as Excel Spreadsheet

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

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