NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 33.22 33.60 0.38 1.1% 34.48
High 34.00 33.78 -0.22 -0.6% 36.46
Low 31.95 32.50 0.55 1.7% 31.95
Close 32.52 32.71 0.19 0.6% 32.71
Range 2.05 1.28 -0.77 -37.6% 4.51
ATR 2.40 2.32 -0.08 -3.3% 0.00
Volume 17,621 16,436 -1,185 -6.7% 105,600
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 36.84 36.05 33.41
R3 35.56 34.77 33.06
R2 34.28 34.28 32.94
R1 33.49 33.49 32.83 33.25
PP 33.00 33.00 33.00 32.87
S1 32.21 32.21 32.59 31.97
S2 31.72 31.72 32.48
S3 30.44 30.93 32.36
S4 29.16 29.65 32.01
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.24 44.48 35.19
R3 42.73 39.97 33.95
R2 38.22 38.22 33.54
R1 35.46 35.46 33.12 34.59
PP 33.71 33.71 33.71 33.27
S1 30.95 30.95 32.30 30.08
S2 29.20 29.20 31.88
S3 24.69 26.44 31.47
S4 20.18 21.93 30.23
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 13.8% 1.98 6.0% 17% False False 21,120
10 36.46 30.80 5.66 17.3% 2.16 6.6% 34% False False 24,534
20 36.46 27.88 8.58 26.2% 2.15 6.6% 56% False False 27,564
40 53.32 26.36 26.96 82.4% 2.55 7.8% 24% False False 29,775
60 54.51 26.36 28.15 86.1% 2.09 6.4% 23% False False 24,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 39.22
2.618 37.13
1.618 35.85
1.000 35.06
0.618 34.57
HIGH 33.78
0.618 33.29
0.500 33.14
0.382 32.99
LOW 32.50
0.618 31.71
1.000 31.22
1.618 30.43
2.618 29.15
4.250 27.06
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 33.14 33.84
PP 33.00 33.46
S1 32.85 33.09

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

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