NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 20-May-2020

Day Change Summary
	Previous	Current
	19-May-2020	20-May-2020	Change	Change %	Previous Week
Open	35.13	34.31	-0.82	-2.3%	32.07
High	35.21	35.80	0.59	1.7%	32.63
Low	34.10	34.29	0.19	0.6%	30.35
Close	34.51	35.48	0.97	2.8%	32.40
Range	1.11	1.51	0.40	36.0%	2.28
ATR	1.92	1.89	-0.03	-1.5%	0.00
Volume	4,720	8,186	3,466	73.4%	55,819

Daily Pivots for day following 20-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	39.72	39.11	36.31
R3	38.21	37.60	35.90
R2	36.70	36.70	35.76
R1	36.09	36.09	35.62	36.40
PP	35.19	35.19	35.19	35.34
S1	34.58	34.58	35.34	34.89
S2	33.68	33.68	35.20
S3	32.17	33.07	35.06
S4	30.66	31.56	34.65

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	35.80	30.35	5.45	15.4%	1.57	4.4%	94%	True	False	9,846
10	35.80	30.34	5.46	15.4%	1.52	4.3%	94%	True	False	9,659
20	35.80	27.77	8.03	22.6%	1.81	5.1%	96%	True	False	9,982

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	42.22
2.618	39.75
1.618	38.24
1.000	37.31
0.618	36.73
HIGH	35.80
0.618	35.22
0.500	35.05
0.382	34.87
LOW	34.29
0.618	33.36
1.000	32.78
1.618	31.85
2.618	30.34
4.250	27.87

Fisher Pivots for day following 20-May-2020
Pivot	1 day	3 day
R1	35.34	35.07
PP	35.19	34.66
S1	35.05	34.26

Download as Excel Spreadsheet

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

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