NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 18-May-2020

Day Change Summary
	Previous	Current
	15-May-2020	18-May-2020	Change	Change %	Previous Week
Open	31.40	32.71	1.31	4.2%	32.07
High	32.63	35.07	2.44	7.5%	32.63
Low	31.32	32.71	1.39	4.4%	30.35
Close	32.40	34.43	2.03	6.3%	32.40
Range	1.31	2.36	1.05	80.2%	2.28
ATR	1.92	1.98	0.05	2.8%	0.00
Volume	10,892	10,061	-831	-7.6%	55,819

Daily Pivots for day following 18-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.15	40.15	35.73
R3	38.79	37.79	35.08
R2	36.43	36.43	34.86
R1	35.43	35.43	34.65	35.93
PP	34.07	34.07	34.07	34.32
S1	33.07	33.07	34.21	33.57
S2	31.71	31.71	34.00
S3	29.35	30.71	33.78
S4	26.99	28.35	33.13

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	35.07	30.35	4.72	13.7%	1.45	4.2%	86%	True	False	11,167
10	35.07	30.00	5.07	14.7%	1.79	5.2%	87%	True	False	10,895
20	35.07	26.22	8.85	25.7%	2.22	6.4%	93%	True	False	11,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	45.10
2.618	41.25
1.618	38.89
1.000	37.43
0.618	36.53
HIGH	35.07
0.618	34.17
0.500	33.89
0.382	33.61
LOW	32.71
0.618	31.25
1.000	30.35
1.618	28.89
2.618	26.53
4.250	22.68

Fisher Pivots for day following 18-May-2020
Pivot	1 day	3 day
R1	34.25	33.86
PP	34.07	33.28
S1	33.89	32.71

Download as Excel Spreadsheet

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

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