NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 18-May-2020

Day Change Summary
	Previous	Current
	15-May-2020	18-May-2020	Change	Change %	Previous Week
Open	31.16	32.25	1.09	3.5%	31.67
High	32.27	34.77	2.50	7.7%	32.27
Low	30.79	32.13	1.34	4.4%	29.68
Close	32.01	34.07	2.06	6.4%	32.01
Range	1.48	2.64	1.16	78.4%	2.59
ATR	2.22	2.26	0.04	1.8%	0.00
Volume	79,037	96,883	17,846	22.6%	405,996

Daily Pivots for day following 18-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.58	40.46	35.52
R3	38.94	37.82	34.80
R2	36.30	36.30	34.55
R1	35.18	35.18	34.31	35.74
PP	33.66	33.66	33.66	33.94
S1	32.54	32.54	33.83	33.10
S2	31.02	31.02	33.59
S3	28.38	29.90	33.34
S4	25.74	27.26	32.62

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	39.09	38.14	33.43
R3	36.50	35.55	32.72
R2	33.91	33.91	32.48
R1	32.96	32.96	32.25	33.44
PP	31.32	31.32	31.32	31.56
S1	30.37	30.37	31.77	30.85
S2	28.73	28.73	31.54
S3	26.14	27.78	31.30
S4	23.55	25.19	30.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.77	29.68	5.09	14.9%	1.64	4.8%	86%	True	False	83,208
10	34.77	29.30	5.47	16.1%	2.02	5.9%	87%	True	False	90,218
20	34.77	25.31	9.46	27.8%	2.44	7.2%	93%	True	False	104,904
40	37.27	25.31	11.96	35.1%	2.26	6.6%	73%	False	False	99,625

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	45.99
2.618	41.68
1.618	39.04
1.000	37.41
0.618	36.40
HIGH	34.77
0.618	33.76
0.500	33.45
0.382	33.14
LOW	32.13
0.618	30.50
1.000	29.49
1.618	27.86
2.618	25.22
4.250	20.91

Fisher Pivots for day following 18-May-2020
Pivot	1 day	3 day
R1	33.86	33.46
PP	33.66	32.84
S1	33.45	32.23

Download as Excel Spreadsheet

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

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