NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 20-Apr-2020
Day Change Summary
Previous Current
17-Apr-2020 20-Apr-2020 Change Change % Previous Week
Open 33.60 32.63 -0.97 -2.9% 34.48
High 33.78 32.80 -0.98 -2.9% 36.46
Low 32.50 30.40 -2.10 -6.5% 31.95
Close 32.71 30.81 -1.90 -5.8% 32.71
Range 1.28 2.40 1.12 87.5% 4.51
ATR 2.32 2.33 0.01 0.2% 0.00
Volume 16,436 41,763 25,327 154.1% 105,600
Daily Pivots for day following 20-Apr-2020
Classic Woodie Camarilla DeMark
R4 38.54 37.07 32.13
R3 36.14 34.67 31.47
R2 33.74 33.74 31.25
R1 32.27 32.27 31.03 31.81
PP 31.34 31.34 31.34 31.10
S1 29.87 29.87 30.59 29.41
S2 28.94 28.94 30.37
S3 26.54 27.47 30.15
S4 24.14 25.07 29.49
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 30.40 6.06 19.7% 2.04 6.6% 7% False True 24,724
10 36.46 30.40 6.06 19.7% 2.05 6.7% 7% False True 24,779
20 36.46 27.88 8.58 27.8% 2.04 6.6% 34% False False 27,714
40 52.35 26.36 25.99 84.4% 2.59 8.4% 17% False False 30,401
60 54.30 26.36 27.94 90.7% 2.11 6.9% 16% False False 25,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.00
2.618 39.08
1.618 36.68
1.000 35.20
0.618 34.28
HIGH 32.80
0.618 31.88
0.500 31.60
0.382 31.32
LOW 30.40
0.618 28.92
1.000 28.00
1.618 26.52
2.618 24.12
4.250 20.20
Fisher Pivots for day following 20-Apr-2020
Pivot 1 day 3 day
R1 31.60 32.20
PP 31.34 31.74
S1 31.07 31.27

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

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