NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 35.02 36.31 1.29 3.7% 32.71
High 36.76 36.37 -0.39 -1.1% 36.24
Low 35.01 34.42 -0.59 -1.7% 32.71
Close 36.51 35.17 -1.34 -3.7% 35.48
Range 1.75 1.95 0.20 11.4% 3.53
ATR 1.85 1.86 0.02 0.9% 0.00
Volume 13,522 13,565 43 0.3% 46,306
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 41.17 40.12 36.24
R3 39.22 38.17 35.71
R2 37.27 37.27 35.53
R1 36.22 36.22 35.35 35.77
PP 35.32 35.32 35.32 35.10
S1 34.27 34.27 34.99 33.82
S2 33.37 33.37 34.81
S3 31.42 32.32 34.63
S4 29.47 30.37 34.10
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 45.40 43.97 37.42
R3 41.87 40.44 36.45
R2 38.34 38.34 36.13
R1 36.91 36.91 35.80 37.63
PP 34.81 34.81 34.81 35.17
S1 33.38 33.38 35.16 34.10
S2 31.28 31.28 34.83
S3 27.75 29.85 34.51
S4 24.22 26.32 33.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.76 33.62 3.14 8.9% 1.67 4.8% 49% False False 11,722
10 36.76 30.35 6.41 18.2% 1.58 4.5% 75% False False 11,157
20 36.76 28.01 8.75 24.9% 1.80 5.1% 82% False False 11,062
40 37.52 26.22 11.30 32.1% 1.99 5.7% 79% False False 11,397
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.66
2.618 41.48
1.618 39.53
1.000 38.32
0.618 37.58
HIGH 36.37
0.618 35.63
0.500 35.40
0.382 35.16
LOW 34.42
0.618 33.21
1.000 32.47
1.618 31.26
2.618 29.31
4.250 26.13
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 35.40 35.19
PP 35.32 35.18
S1 35.25 35.18

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

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