NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 35.20 36.05 0.85 2.4% 32.25
High 36.52 36.08 -0.44 -1.2% 36.08
Low 34.53 33.95 -0.58 -1.7% 32.13
Close 36.21 34.81 -1.40 -3.9% 35.18
Range 1.99 2.13 0.14 7.0% 3.95
ATR 2.10 2.12 0.01 0.5% 0.00
Volume 70,714 68,904 -1,810 -2.6% 385,418
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 41.34 40.20 35.98
R3 39.21 38.07 35.40
R2 37.08 37.08 35.20
R1 35.94 35.94 35.01 35.45
PP 34.95 34.95 34.95 34.70
S1 33.81 33.81 34.61 33.32
S2 32.82 32.82 34.42
S3 30.69 31.68 34.22
S4 28.56 29.55 33.64
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 46.31 44.70 37.35
R3 42.36 40.75 36.27
R2 38.41 38.41 35.90
R1 36.80 36.80 35.54 37.61
PP 34.46 34.46 34.46 34.87
S1 32.85 32.85 34.82 33.66
S2 30.51 30.51 34.46
S3 26.56 28.90 34.09
S4 22.61 24.95 33.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.52 33.12 3.40 9.8% 1.92 5.5% 50% False False 72,847
10 36.52 29.68 6.84 19.6% 1.79 5.1% 75% False False 76,766
20 36.52 27.08 9.44 27.1% 2.00 5.7% 82% False False 88,384
40 37.27 25.31 11.96 34.4% 2.27 6.5% 79% False False 98,258
60 49.09 25.31 23.78 68.3% 2.48 7.1% 40% False False 103,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.13
2.618 41.66
1.618 39.53
1.000 38.21
0.618 37.40
HIGH 36.08
0.618 35.27
0.500 35.02
0.382 34.76
LOW 33.95
0.618 32.63
1.000 31.82
1.618 30.50
2.618 28.37
4.250 24.90
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 35.02 34.82
PP 34.95 34.82
S1 34.88 34.81

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

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