NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 32.63 30.94 -1.69 -5.2% 34.48
High 32.80 32.00 -0.80 -2.4% 36.46
Low 30.40 24.22 -6.18 -20.3% 31.95
Close 30.81 24.73 -6.08 -19.7% 32.71
Range 2.40 7.78 5.38 224.2% 4.51
ATR 2.33 2.71 0.39 16.8% 0.00
Volume 41,763 109,099 67,336 161.2% 105,600
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 50.32 45.31 29.01
R3 42.54 37.53 26.87
R2 34.76 34.76 26.16
R1 29.75 29.75 25.44 28.37
PP 26.98 26.98 26.98 26.29
S1 21.97 21.97 24.02 20.59
S2 19.20 19.20 23.30
S3 11.42 14.19 22.59
S4 3.64 6.41 20.45
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 35.72 24.22 11.50 46.5% 3.28 13.3% 4% False True 40,227
10 36.46 24.22 12.24 49.5% 2.55 10.3% 4% False True 32,726
20 36.46 24.22 12.24 49.5% 2.29 9.3% 4% False True 32,137
40 52.02 24.22 27.80 112.4% 2.75 11.1% 2% False True 32,525
60 54.30 24.22 30.08 121.6% 2.21 8.9% 2% False True 26,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 65.07
2.618 52.37
1.618 44.59
1.000 39.78
0.618 36.81
HIGH 32.00
0.618 29.03
0.500 28.11
0.382 27.19
LOW 24.22
0.618 19.41
1.000 16.44
1.618 11.63
2.618 3.85
4.250 -8.85
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 28.11 29.00
PP 26.98 27.58
S1 25.86 26.15

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

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