NYMEX Light Sweet Crude Oil Future February 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	35.63	36.55	0.92	2.6%	32.60
High	36.94	36.58	-0.36	-1.0%	36.39
Low	35.38	34.82	-0.56	-1.6%	32.58
Close	36.78	35.50	-1.28	-3.5%	35.75
Range	1.56	1.76	0.20	12.8%	3.81
ATR	1.70	1.72	0.02	1.1%	0.00
Volume	5,187	6,184	997	19.2%	22,470

Daily Pivots for day following 27-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.91	39.97	36.47
R3	39.15	38.21	35.98
R2	37.39	37.39	35.82
R1	36.45	36.45	35.66	36.04
PP	35.63	35.63	35.63	35.43
S1	34.69	34.69	35.34	34.28
S2	33.87	33.87	35.18
S3	32.11	32.93	35.02
S4	30.35	31.17	34.53

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	8.3%	1.47	4.2%	51%	False	False	5,026
10	36.94	30.75	6.19	17.4%	1.47	4.1%	77%	False	False	5,521
20	36.94	28.68	8.26	23.3%	1.69	4.8%	83%	False	False	6,394

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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.06
2.618	41.19
1.618	39.43
1.000	38.34
0.618	37.67
HIGH	36.58
0.618	35.91
0.500	35.70
0.382	35.49
LOW	34.82
0.618	33.73
1.000	33.06
1.618	31.97
2.618	30.21
4.250	27.34

Fisher Pivots for day following 27-May-2020
Pivot	1 day	3 day
R1	35.70	35.49
PP	35.63	35.48
S1	35.57	35.47

Download as Excel Spreadsheet

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

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