NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 26.26 27.29 1.03 3.9% 26.90
High 28.34 28.77 0.43 1.5% 28.77
Low 25.68 26.32 0.64 2.5% 24.78
Close 27.67 26.79 -0.88 -3.2% 26.79
Range 2.66 2.45 -0.21 -7.9% 3.99
ATR 2.57 2.56 -0.01 -0.3% 0.00
Volume 51,459 43,987 -7,472 -14.5% 241,107
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 34.64 33.17 28.14
R3 32.19 30.72 27.46
R2 29.74 29.74 27.24
R1 28.27 28.27 27.01 27.78
PP 27.29 27.29 27.29 27.05
S1 25.82 25.82 26.57 25.33
S2 24.84 24.84 26.34
S3 22.39 23.37 26.12
S4 19.94 20.92 25.44
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 38.75 36.76 28.98
R3 34.76 32.77 27.89
R2 30.77 30.77 27.52
R1 28.78 28.78 27.16 27.78
PP 26.78 26.78 26.78 26.28
S1 24.79 24.79 26.42 23.79
S2 22.79 22.79 26.06
S3 18.80 20.80 25.69
S4 14.81 16.81 24.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.77 24.78 3.99 14.9% 2.10 7.8% 50% True False 48,221
10 32.80 23.26 9.54 35.6% 2.97 11.1% 37% False False 49,371
20 36.46 23.26 13.20 49.3% 2.57 9.6% 27% False False 36,952
40 46.84 23.26 23.58 88.0% 2.80 10.5% 15% False False 37,532
60 54.30 23.26 31.04 115.9% 2.36 8.8% 11% False False 30,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 39.18
2.618 35.18
1.618 32.73
1.000 31.22
0.618 30.28
HIGH 28.77
0.618 27.83
0.500 27.55
0.382 27.26
LOW 26.32
0.618 24.81
1.000 23.87
1.618 22.36
2.618 19.91
4.250 15.91
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 27.55 26.89
PP 27.29 26.85
S1 27.04 26.82

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

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