NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 35.59 33.22 -2.37 -6.7% 32.00
High 35.72 34.00 -1.72 -4.8% 36.12
Low 32.84 31.95 -0.89 -2.7% 31.51
Close 32.89 32.52 -0.37 -1.1% 33.96
Range 2.88 2.05 -0.83 -28.8% 4.61
ATR 2.43 2.40 -0.03 -1.1% 0.00
Volume 16,219 17,621 1,402 8.6% 100,436
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 38.97 37.80 33.65
R3 36.92 35.75 33.08
R2 34.87 34.87 32.90
R1 33.70 33.70 32.71 33.26
PP 32.82 32.82 32.82 32.61
S1 31.65 31.65 32.33 31.21
S2 30.77 30.77 32.14
S3 28.72 29.60 31.96
S4 26.67 27.55 31.39
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 36.46 31.95 4.51 13.9% 2.26 7.0% 13% False True 23,216
10 36.46 30.32 6.14 18.9% 2.39 7.4% 36% False False 28,873
20 36.46 27.50 8.96 27.6% 2.32 7.1% 56% False False 29,020
40 54.30 26.36 27.94 85.9% 2.54 7.8% 22% False False 29,612
60 56.11 26.36 29.75 91.5% 2.10 6.5% 21% False False 24,499
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.71
2.618 39.37
1.618 37.32
1.000 36.05
0.618 35.27
HIGH 34.00
0.618 33.22
0.500 32.98
0.382 32.73
LOW 31.95
0.618 30.68
1.000 29.90
1.618 28.63
2.618 26.58
4.250 23.24
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 32.98 34.21
PP 32.82 33.64
S1 32.67 33.08

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

View Archives - Comment on this page... - Back to Index of Symbols