NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 25.09 25.00 -0.09 -0.4% 32.63
High 26.52 26.53 0.01 0.0% 32.80
Low 24.78 25.00 0.22 0.9% 23.26
Close 25.29 25.90 0.61 2.4% 26.77
Range 1.74 1.53 -0.21 -12.1% 9.54
ATR 2.64 2.56 -0.08 -3.0% 0.00
Volume 54,424 54,374 -50 -0.1% 252,609
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 30.40 29.68 26.74
R3 28.87 28.15 26.32
R2 27.34 27.34 26.18
R1 26.62 26.62 26.04 26.98
PP 25.81 25.81 25.81 25.99
S1 25.09 25.09 25.76 25.45
S2 24.28 24.28 25.62
S3 22.75 23.56 25.48
S4 21.22 22.03 25.06
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 24.78 4.25 16.4% 1.90 7.3% 26% False False 40,738
10 34.00 23.26 10.74 41.5% 2.79 10.8% 25% False False 43,232
20 36.46 23.26 13.20 51.0% 2.58 10.0% 20% False False 37,219
40 48.81 23.26 25.55 98.6% 2.75 10.6% 10% False False 35,791
60 54.30 23.26 31.04 119.8% 2.33 9.0% 9% False False 29,826
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 33.03
2.618 30.54
1.618 29.01
1.000 28.06
0.618 27.48
HIGH 26.53
0.618 25.95
0.500 25.77
0.382 25.58
LOW 25.00
0.618 24.05
1.000 23.47
1.618 22.52
2.618 20.99
4.250 18.50
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 25.86 25.88
PP 25.81 25.86
S1 25.77 25.85

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

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