NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 34.13 35.18 1.05 3.1% 31.67
High 35.55 36.08 0.53 1.5% 32.27
Low 33.82 35.06 1.24 3.7% 29.68
Close 35.23 35.70 0.47 1.3% 32.01
Range 1.73 1.02 -0.71 -41.0% 2.59
ATR 2.15 2.07 -0.08 -3.7% 0.00
Volume 73,744 82,460 8,716 11.8% 405,996
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 38.67 38.21 36.26
R3 37.65 37.19 35.98
R2 36.63 36.63 35.89
R1 36.17 36.17 35.79 36.40
PP 35.61 35.61 35.61 35.73
S1 35.15 35.15 35.61 35.38
S2 34.59 34.59 35.51
S3 33.57 34.13 35.42
S4 32.55 33.11 35.14
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 36.08 30.79 5.29 14.8% 1.61 4.5% 93% True False 79,208
10 36.08 29.68 6.40 17.9% 1.58 4.4% 94% True False 79,848
20 36.08 26.91 9.17 25.7% 1.92 5.4% 96% True False 92,385
40 37.27 25.31 11.96 33.5% 2.20 6.2% 87% False False 99,860
60 49.09 25.31 23.78 66.6% 2.50 7.0% 44% False False 104,750
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 40.42
2.618 38.75
1.618 37.73
1.000 37.10
0.618 36.71
HIGH 36.08
0.618 35.69
0.500 35.57
0.382 35.45
LOW 35.06
0.618 34.43
1.000 34.04
1.618 33.41
2.618 32.39
4.250 30.73
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 35.66 35.43
PP 35.61 35.17
S1 35.57 34.90

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

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