NYMEX Light Sweet Crude Oil Future January 2021


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 30.73 30.76 0.03 0.1% 28.93
High 31.43 31.91 0.48 1.5% 33.14
Low 30.38 30.35 -0.03 -0.1% 28.36
Close 30.65 31.58 0.93 3.0% 32.50
Range 1.05 1.56 0.51 48.6% 4.78
ATR 2.00 1.97 -0.03 -1.6% 0.00
Volume 11,914 15,374 3,460 29.0% 51,134
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 35.96 35.33 32.44
R3 34.40 33.77 32.01
R2 32.84 32.84 31.87
R1 32.21 32.21 31.72 32.53
PP 31.28 31.28 31.28 31.44
S1 30.65 30.65 31.44 30.97
S2 29.72 29.72 31.29
S3 28.16 29.09 31.15
S4 26.60 27.53 30.72
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 32.52 30.35 2.17 6.9% 1.34 4.2% 57% False True 10,538
10 33.14 28.36 4.78 15.1% 1.90 6.0% 67% False False 10,851
20 35.08 26.22 8.86 28.1% 2.17 6.9% 60% False False 11,009
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 False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 38.54
2.618 35.99
1.618 34.43
1.000 33.47
0.618 32.87
HIGH 31.91
0.618 31.31
0.500 31.13
0.382 30.95
LOW 30.35
0.618 29.39
1.000 28.79
1.618 27.83
2.618 26.27
4.250 23.72
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 31.43 31.43
PP 31.28 31.28
S1 31.13 31.13

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

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