NYMEX Light Sweet Crude Oil Future February 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	31.06	31.16	0.10	0.3%	29.55
High	31.81	32.35	0.54	1.7%	33.46
Low	30.93	30.75	-0.18	-0.6%	29.00
Close	31.16	32.01	0.85	2.7%	32.98
Range	0.88	1.60	0.72	81.8%	4.46
ATR
Volume	6,996	9,532	2,536	36.2%	33,453

Daily Pivots for day following 14-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.50	35.86	32.89
R3	34.90	34.26	32.45
R2	33.30	33.30	32.30
R1	32.66	32.66	32.16	32.98
PP	31.70	31.70	31.70	31.87
S1	31.06	31.06	31.86	31.38
S2	30.10	30.10	31.72
S3	28.50	29.46	31.57
S4	26.90	27.86	31.13

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.19	43.55	35.43
R3	40.73	39.09	34.21
R2	36.27	36.27	33.80
R1	34.63	34.63	33.39	35.45
PP	31.81	31.81	31.81	32.23
S1	30.17	30.17	32.57	30.99
S2	27.35	27.35	32.16
S3	22.89	25.71	31.75
S4	18.43	21.25	30.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	33.00	30.75	2.25	7.0%	1.23	3.9%	56%	False	True	6,653
10	33.46	29.00	4.46	13.9%	1.77	5.5%	67%	False	False	6,953

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	39.15
2.618	36.54
1.618	34.94
1.000	33.95
0.618	33.34
HIGH	32.35
0.618	31.74
0.500	31.55
0.382	31.36
LOW	30.75
0.618	29.76
1.000	29.15
1.618	28.16
2.618	26.56
4.250	23.95

Fisher Pivots for day following 14-May-2020
Pivot	1 day	3 day
R1	31.86	31.86
PP	31.70	31.70
S1	31.55	31.55

Download as Excel Spreadsheet

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

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