NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 13-Apr-2020
Day Change Summary
Previous Current
09-Apr-2020 13-Apr-2020 Change Change % Previous Week
Open 35.20 34.48 -0.72 -2.0% 32.00
High 36.12 36.00 -0.12 -0.3% 36.12
Low 33.41 33.93 0.52 1.6% 31.51
Close 33.96 35.53 1.57 4.6% 33.96
Range 2.71 2.07 -0.64 -23.6% 4.61
ATR 2.48 2.45 -0.03 -1.2% 0.00
Volume 26,917 23,741 -3,176 -11.8% 100,436
Daily Pivots for day following 13-Apr-2020
Classic Woodie Camarilla DeMark
R4 41.36 40.52 36.67
R3 39.29 38.45 36.10
R2 37.22 37.22 35.91
R1 36.38 36.38 35.72 36.80
PP 35.15 35.15 35.15 35.37
S1 34.31 34.31 35.34 34.73
S2 33.08 33.08 35.15
S3 31.01 32.24 34.96
S4 28.94 30.17 34.39
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.69 45.44 36.50
R3 43.08 40.83 35.23
R2 38.47 38.47 34.81
R1 36.22 36.22 34.38 37.35
PP 33.86 33.86 33.86 34.43
S1 31.61 31.61 33.54 32.74
S2 29.25 29.25 33.11
S3 24.64 27.00 32.69
S4 20.03 22.39 31.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.12 31.51 4.61 13.0% 2.05 5.8% 87% False False 24,835
10 36.12 30.18 5.94 16.7% 2.23 6.3% 90% False False 31,419
20 36.12 26.36 9.76 27.5% 2.53 7.1% 94% False False 30,178
40 54.30 26.36 27.94 78.6% 2.44 6.9% 33% False False 28,628
60 56.82 26.36 30.46 85.7% 2.03 5.7% 30% False False 23,871
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.80
2.618 41.42
1.618 39.35
1.000 38.07
0.618 37.28
HIGH 36.00
0.618 35.21
0.500 34.97
0.382 34.72
LOW 33.93
0.618 32.65
1.000 31.86
1.618 30.58
2.618 28.51
4.250 25.13
Fisher Pivots for day following 13-Apr-2020
Pivot 1 day 3 day
R1 35.34 35.28
PP 35.15 35.02
S1 34.97 34.77

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

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