NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 26.90 25.09 -1.81 -6.7% 32.63
High 26.91 26.52 -0.39 -1.4% 32.80
Low 24.80 24.78 -0.02 -0.1% 23.26
Close 25.28 25.29 0.01 0.0% 26.77
Range 2.11 1.74 -0.37 -17.5% 9.54
ATR 2.71 2.64 -0.07 -2.6% 0.00
Volume 36,863 54,424 17,561 47.6% 252,609
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 30.75 29.76 26.25
R3 29.01 28.02 25.77
R2 27.27 27.27 25.61
R1 26.28 26.28 25.45 26.78
PP 25.53 25.53 25.53 25.78
S1 24.54 24.54 25.13 25.04
S2 23.79 23.79 24.97
S3 22.05 22.80 24.81
S4 20.31 21.06 24.33
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 56.23 51.04 32.02
R3 46.69 41.50 29.39
R2 37.15 37.15 28.52
R1 31.96 31.96 27.64 29.79
PP 27.61 27.61 27.61 26.52
S1 22.42 22.42 25.90 20.25
S2 18.07 18.07 25.02
S3 8.53 12.88 24.15
S4 -1.01 3.34 21.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.03 23.26 5.77 22.8% 2.58 10.2% 35% False False 38,606
10 35.72 23.26 12.46 49.3% 2.93 11.6% 16% False False 39,417
20 36.46 23.26 13.20 52.2% 2.59 10.2% 15% False False 35,338
40 49.00 23.26 25.74 101.8% 2.76 10.9% 8% False False 34,724
60 54.30 23.26 31.04 122.7% 2.33 9.2% 7% False False 29,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.61
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 33.92
2.618 31.08
1.618 29.34
1.000 28.26
0.618 27.60
HIGH 26.52
0.618 25.86
0.500 25.65
0.382 25.44
LOW 24.78
0.618 23.70
1.000 23.04
1.618 21.96
2.618 20.22
4.250 17.39
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 25.65 26.53
PP 25.53 26.11
S1 25.41 25.70

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

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