NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 26-May-2020

Day Change Summary
	Previous	Current
	22-May-2020	26-May-2020	Change	Change %	Previous Week
Open	35.41	35.63	0.22	0.6%	32.60
High	36.00	36.94	0.94	2.6%	36.39
Low	33.99	35.38	1.39	4.1%	32.58
Close	35.75	36.78	1.03	2.9%	35.75
Range	2.01	1.56	-0.45	-22.4%	3.81
ATR	1.71	1.70	-0.01	-0.6%	0.00
Volume	3,237	5,187	1,950	60.2%	22,470

Daily Pivots for day following 26-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.05	40.47	37.64
R3	39.49	38.91	37.21
R2	37.93	37.93	37.07
R1	37.35	37.35	36.92	37.64
PP	36.37	36.37	36.37	36.51
S1	35.79	35.79	36.64	36.08
S2	34.81	34.81	36.49
S3	33.25	34.23	36.35
S4	31.69	32.67	35.92

Weekly Pivots for week ending 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.34	44.85	37.85
R3	42.53	41.04	36.80
R2	38.72	38.72	36.45
R1	37.23	37.23	36.10	37.98
PP	34.91	34.91	34.91	35.28
S1	33.42	33.42	35.40	34.17
S2	31.10	31.10	35.05
S3	27.29	29.61	34.70
S4	23.48	25.80	33.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.94	33.99	2.95	8.0%	1.31	3.6%	95%	True	False	4,383
10	36.94	30.75	6.19	16.8%	1.38	3.7%	97%	True	False	5,489

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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	43.57
2.618	41.02
1.618	39.46
1.000	38.50
0.618	37.90
HIGH	36.94
0.618	36.34
0.500	36.16
0.382	35.98
LOW	35.38
0.618	34.42
1.000	33.82
1.618	32.86
2.618	31.30
4.250	28.75

Fisher Pivots for day following 26-May-2020
Pivot	1 day	3 day
R1	36.57	36.34
PP	36.37	35.90
S1	36.16	35.47

Download as Excel Spreadsheet

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

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