NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 32.83 30.99 -1.84 -5.6% 29.50
High 32.86 34.63 1.77 5.4% 33.22
Low 30.96 30.99 0.03 0.1% 28.50
Close 31.40 32.54 1.14 3.6% 32.85
Range 1.90 3.64 1.74 91.6% 4.72
ATR 2.46 2.55 0.08 3.4% 0.00
Volume 28,616 45,084 16,468 57.5% 68,026
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 43.64 41.73 34.54
R3 40.00 38.09 33.54
R2 36.36 36.36 33.21
R1 34.45 34.45 32.87 35.41
PP 32.72 32.72 32.72 33.20
S1 30.81 30.81 32.21 31.77
S2 29.08 29.08 31.87
S3 25.44 27.17 31.54
S4 21.80 23.53 30.54
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 45.68 43.99 35.45
R3 40.96 39.27 34.15
R2 36.24 36.24 33.72
R1 34.55 34.55 33.28 35.40
PP 31.52 31.52 31.52 31.95
S1 29.83 29.83 32.42 30.68
S2 26.80 26.80 31.98
S3 22.08 25.11 31.55
S4 17.36 20.39 30.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.63 30.96 3.67 11.3% 1.94 6.0% 43% True False 26,252
10 34.63 28.50 6.13 18.8% 2.16 6.6% 66% True False 19,512
20 47.14 27.26 19.88 61.1% 2.98 9.2% 27% False False 25,650
40 54.17 27.26 26.91 82.7% 2.19 6.7% 20% False False 18,375
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 0.52
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 50.10
2.618 44.16
1.618 40.52
1.000 38.27
0.618 36.88
HIGH 34.63
0.618 33.24
0.500 32.81
0.382 32.38
LOW 30.99
0.618 28.74
1.000 27.35
1.618 25.10
2.618 21.46
4.250 15.52
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 32.81 32.80
PP 32.72 32.71
S1 32.63 32.63

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

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