NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 30.76 31.40 0.64 2.1% 32.07
High 31.91 32.63 0.72 2.3% 32.63
Low 30.35 31.32 0.97 3.2% 30.35
Close 31.58 32.40 0.82 2.6% 32.40
Range 1.56 1.31 -0.25 -16.0% 2.28
ATR 1.97 1.92 -0.05 -2.4% 0.00
Volume 15,374 10,892 -4,482 -29.2% 55,819
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 36.05 35.53 33.12
R3 34.74 34.22 32.76
R2 33.43 33.43 32.64
R1 32.91 32.91 32.52 33.17
PP 32.12 32.12 32.12 32.25
S1 31.60 31.60 32.28 31.86
S2 30.81 30.81 32.16
S3 29.50 30.29 32.04
S4 28.19 28.98 31.68
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 38.63 37.80 33.65
R3 36.35 35.52 33.03
R2 34.07 34.07 32.82
R1 33.24 33.24 32.61 33.66
PP 31.79 31.79 31.79 32.00
S1 30.96 30.96 32.19 31.38
S2 29.51 29.51 31.98
S3 27.23 28.68 31.77
S4 24.95 26.40 31.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.63 30.35 2.28 7.0% 1.26 3.9% 90% True False 11,163
10 33.14 28.36 4.78 14.8% 1.76 5.4% 85% False False 10,695
20 34.50 26.22 8.28 25.6% 2.19 6.8% 75% False False 11,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.20
2.618 36.06
1.618 34.75
1.000 33.94
0.618 33.44
HIGH 32.63
0.618 32.13
0.500 31.98
0.382 31.82
LOW 31.32
0.618 30.51
1.000 30.01
1.618 29.20
2.618 27.89
4.250 25.75
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 32.26 32.10
PP 32.12 31.79
S1 31.98 31.49

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

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