NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 29-May-2020

Day Change Summary
	Previous	Current
	28-May-2020	29-May-2020	Change	Change %	Previous Week
Open	34.40	35.72	1.32	3.8%	35.63
High	36.39	37.57	1.18	3.2%	37.57
Low	34.40	35.19	0.79	2.3%	34.40
Close	36.10	37.41	1.31	3.6%	37.41
Range	1.99	2.38	0.39	19.6%	3.17
ATR	1.74	1.78	0.05	2.6%	0.00
Volume	4,139	5,647	1,508	36.4%	21,157

Daily Pivots for day following 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.86	43.02	38.72
R3	41.48	40.64	38.06
R2	39.10	39.10	37.85
R1	38.26	38.26	37.63	38.68
PP	36.72	36.72	36.72	36.94
S1	35.88	35.88	37.19	36.30
S2	34.34	34.34	36.97
S3	31.96	33.50	36.76
S4	29.58	31.12	36.10

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.97	44.86	39.15
R3	42.80	41.69	38.28
R2	39.63	39.63	37.99
R1	38.52	38.52	37.70	39.08
PP	36.46	36.46	36.46	36.74
S1	35.35	35.35	37.12	35.91
S2	33.29	33.29	36.83
S3	30.12	32.18	36.54
S4	26.95	29.01	35.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	37.57	33.99	3.58	9.6%	1.94	5.2%	96%	True	False	4,878
10	37.57	31.75	5.82	15.6%	1.66	4.4%	97%	True	False	4,847
20	37.57	29.00	8.57	22.9%	1.72	4.6%	98%	True	False	5,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	47.69
2.618	43.80
1.618	41.42
1.000	39.95
0.618	39.04
HIGH	37.57
0.618	36.66
0.500	36.38
0.382	36.10
LOW	35.19
0.618	33.72
1.000	32.81
1.618	31.34
2.618	28.96
4.250	25.08

Fisher Pivots for day following 29-May-2020
Pivot	1 day	3 day
R1	37.07	36.94
PP	36.72	36.46
S1	36.38	35.99

Download as Excel Spreadsheet

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

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