NYMEX Light Sweet Crude Oil Future January 2021

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	32.07	31.18	-0.89	-2.8%	28.93
High	32.51	31.60	-0.91	-2.8%	33.14
Low	31.06	30.65	-0.41	-1.3%	28.36
Close	31.15	31.11	-0.04	-0.1%	32.50
Range	1.45	0.95	-0.50	-34.5%	4.78
ATR	2.16	2.08	-0.09	-4.0%	0.00
Volume	10,042	7,597	-2,445	-24.3%	51,134

Daily Pivots for day following 12-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	33.97	33.49	31.63
R3	33.02	32.54	31.37
R2	32.07	32.07	31.28
R1	31.59	31.59	31.20	31.36
PP	31.12	31.12	31.12	31.00
S1	30.64	30.64	31.02	30.41
S2	30.17	30.17	30.94
S3	29.22	29.69	30.85
S4	28.27	28.74	30.59

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.67	43.87	35.13
R3	40.89	39.09	33.81
R2	36.11	36.11	33.38
R1	34.31	34.31	32.94	35.21
PP	31.33	31.33	31.33	31.79
S1	29.53	29.53	32.06	30.43
S2	26.55	26.55	31.62
S3	21.77	24.75	31.19
S4	16.99	19.97	29.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	33.14	30.34	2.80	9.0%	1.79	5.8%	28%	False	False	9,098
10	33.14	28.01	5.13	16.5%	2.02	6.5%	60%	False	False	10,968
20	36.94	26.22	10.72	34.5%	2.26	7.3%	46%	False	False	10,302

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	0.46
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	35.64
2.618	34.09
1.618	33.14
1.000	32.55
0.618	32.19
HIGH	31.60
0.618	31.24
0.500	31.13
0.382	31.01
LOW	30.65
0.618	30.06
1.000	29.70
1.618	29.11
2.618	28.16
4.250	26.61

Fisher Pivots for day following 12-May-2020
Pivot	1 day	3 day
R1	31.13	31.59
PP	31.12	31.43
S1	31.12	31.27

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols