NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 34.38 34.37 -0.01 0.0% 31.76
High 35.08 35.10 0.02 0.1% 34.32
Low 33.67 33.83 0.16 0.5% 30.18
Close 33.90 34.30 0.40 1.2% 33.62
Range 1.41 1.27 -0.14 -9.9% 4.14
ATR 2.55 2.46 -0.09 -3.6% 0.00
Volume 15,405 28,476 13,071 84.8% 190,021
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 38.22 37.53 35.00
R3 36.95 36.26 34.65
R2 35.68 35.68 34.53
R1 34.99 34.99 34.42 34.70
PP 34.41 34.41 34.41 34.27
S1 33.72 33.72 34.18 33.43
S2 33.14 33.14 34.07
S3 31.87 32.45 33.95
S4 30.60 31.18 33.60
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 45.13 43.51 35.90
R3 40.99 39.37 34.76
R2 36.85 36.85 34.38
R1 35.23 35.23 34.00 36.04
PP 32.71 32.71 32.71 33.11
S1 31.09 31.09 33.24 31.90
S2 28.57 28.57 32.86
S3 24.43 26.95 32.48
S4 20.29 22.81 31.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.10 30.32 4.78 13.9% 2.52 7.4% 83% True False 34,530
10 35.10 30.18 4.92 14.3% 1.97 5.7% 84% True False 32,079
20 37.05 26.36 10.69 31.2% 2.53 7.4% 74% False False 34,145
40 54.30 26.36 27.94 81.5% 2.38 6.9% 28% False False 28,347
60 56.82 26.36 30.46 88.8% 1.97 5.8% 26% False False 23,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 40.50
2.618 38.42
1.618 37.15
1.000 36.37
0.618 35.88
HIGH 35.10
0.618 34.61
0.500 34.47
0.382 34.32
LOW 33.83
0.618 33.05
1.000 32.56
1.618 31.78
2.618 30.51
4.250 28.43
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 34.47 33.97
PP 34.41 33.64
S1 34.36 33.31

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

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