NYMEX Light Sweet Crude Oil Future February 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	31.16	31.93	0.77	2.5%	32.65
High	32.35	32.89	0.54	1.7%	32.89
Low	30.75	31.75	1.00	3.3%	30.75
Close	32.01	32.76	0.75	2.3%	32.76
Range	1.60	1.14	-0.46	-28.8%	2.14
ATR	0.00	1.77	1.77		0.00
Volume	9,532	4,850	-4,682	-49.1%	31,792

Daily Pivots for day following 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	35.89	35.46	33.39
R3	34.75	34.32	33.07
R2	33.61	33.61	32.97
R1	33.18	33.18	32.86	33.40
PP	32.47	32.47	32.47	32.57
S1	32.04	32.04	32.66	32.26
S2	31.33	31.33	32.55
S3	30.19	30.90	32.45
S4	29.05	29.76	32.13

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.55	37.80	33.94
R3	36.41	35.66	33.35
R2	34.27	34.27	33.15
R1	33.52	33.52	32.96	33.90
PP	32.13	32.13	32.13	32.32
S1	31.38	31.38	32.56	31.76
S2	29.99	29.99	32.37
S3	27.85	29.24	32.17
S4	25.71	27.10	31.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	32.89	30.75	2.14	6.5%	1.14	3.5%	94%	True	False	6,358
10	33.46	29.00	4.46	13.6%	1.65	5.0%	84%	False	False	6,524

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	37.74
2.618	35.87
1.618	34.73
1.000	34.03
0.618	33.59
HIGH	32.89
0.618	32.45
0.500	32.32
0.382	32.19
LOW	31.75
0.618	31.05
1.000	30.61
1.618	29.91
2.618	28.77
4.250	26.91

Fisher Pivots for day following 15-May-2020
Pivot	1 day	3 day
R1	32.61	32.45
PP	32.47	32.13
S1	32.32	31.82

Download as Excel Spreadsheet

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

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