NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 36.18 33.70 -2.48 -6.9% 32.00
High 36.18 34.52 -1.66 -4.6% 36.57
Low 33.33 32.60 -0.73 -2.2% 32.00
Close 33.41 33.07 -0.34 -1.0% 34.35
Range 2.85 1.92 -0.93 -32.6% 4.57
ATR 2.36 2.33 -0.03 -1.3% 0.00
Volume 15,238 9,339 -5,899 -38.7% 71,932
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 39.16 38.03 34.13
R3 37.24 36.11 33.60
R2 35.32 35.32 33.42
R1 34.19 34.19 33.25 33.80
PP 33.40 33.40 33.40 33.20
S1 32.27 32.27 32.89 31.88
S2 31.48 31.48 32.72
S3 29.56 30.35 32.54
S4 27.64 28.43 32.01
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 48.02 45.75 36.86
R3 43.45 41.18 35.61
R2 38.88 38.88 35.19
R1 36.61 36.61 34.77 37.75
PP 34.31 34.31 34.31 34.87
S1 32.04 32.04 33.93 33.18
S2 29.74 29.74 33.51
S3 25.17 27.47 33.09
S4 20.60 22.90 31.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.88 32.60 4.28 12.9% 2.21 6.7% 11% False True 16,586
10 36.88 30.99 5.89 17.8% 2.26 6.8% 35% False False 21,024
20 36.88 28.50 8.38 25.3% 2.24 6.8% 55% False False 19,098
40 54.17 27.26 26.91 81.4% 2.46 7.4% 22% False False 19,776
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.68
2.618 39.55
1.618 37.63
1.000 36.44
0.618 35.71
HIGH 34.52
0.618 33.79
0.500 33.56
0.382 33.33
LOW 32.60
0.618 31.41
1.000 30.68
1.618 29.49
2.618 27.57
4.250 24.44
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 33.56 34.74
PP 33.40 34.18
S1 33.23 33.63

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

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