NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 32.10 31.99 -0.11 -0.3% 29.20
High 33.33 32.04 -1.29 -3.9% 32.57
Low 31.67 30.18 -1.49 -4.7% 27.88
Close 32.08 30.52 -1.56 -4.9% 32.14
Range 1.66 1.86 0.20 12.0% 4.69
ATR 2.53 2.48 -0.04 -1.8% 0.00
Volume 16,748 40,958 24,210 144.6% 116,479
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 36.49 35.37 31.54
R3 34.63 33.51 31.03
R2 32.77 32.77 30.86
R1 31.65 31.65 30.69 31.28
PP 30.91 30.91 30.91 30.73
S1 29.79 29.79 30.35 29.42
S2 29.05 29.05 30.18
S3 27.19 27.93 30.01
S4 25.33 26.07 29.50
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.93 43.23 34.72
R3 40.24 38.54 33.43
R2 35.55 35.55 33.00
R1 33.85 33.85 32.57 34.70
PP 30.86 30.86 30.86 31.29
S1 29.16 29.16 31.71 30.01
S2 26.17 26.17 31.28
S3 21.48 24.47 30.85
S4 16.79 19.78 29.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.33 30.18 3.15 10.3% 1.41 4.6% 11% False True 29,628
10 33.33 27.50 5.83 19.1% 2.25 7.4% 52% False False 29,167
20 48.15 26.36 21.79 71.4% 2.94 9.6% 19% False False 35,766
40 54.30 26.36 27.94 91.5% 2.21 7.2% 15% False False 26,720
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 0.67
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 39.95
2.618 36.91
1.618 35.05
1.000 33.90
0.618 33.19
HIGH 32.04
0.618 31.33
0.500 31.11
0.382 30.89
LOW 30.18
0.618 29.03
1.000 28.32
1.618 27.17
2.618 25.31
4.250 22.28
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 31.11 31.76
PP 30.91 31.34
S1 30.72 30.93

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

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