NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 33.70 34.04 0.34 1.0% 34.60
High 34.52 34.25 -0.27 -0.8% 36.88
Low 32.60 33.19 0.59 1.8% 32.60
Close 33.07 33.30 0.23 0.7% 33.30
Range 1.92 1.06 -0.86 -44.8% 4.28
ATR 2.33 2.25 -0.08 -3.5% 0.00
Volume 9,339 12,447 3,108 33.3% 77,157
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 36.76 36.09 33.88
R3 35.70 35.03 33.59
R2 34.64 34.64 33.49
R1 33.97 33.97 33.40 33.78
PP 33.58 33.58 33.58 33.48
S1 32.91 32.91 33.20 32.72
S2 32.52 32.52 33.11
S3 31.46 31.85 33.01
S4 30.40 30.79 32.72
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.10 44.48 35.65
R3 42.82 40.20 34.48
R2 38.54 38.54 34.08
R1 35.92 35.92 33.69 35.09
PP 34.26 34.26 34.26 33.85
S1 31.64 31.64 32.91 30.81
S2 29.98 29.98 32.52
S3 25.70 27.36 32.12
S4 21.42 23.08 30.95
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% 1.88 5.6% 16% False False 15,431
10 36.88 31.58 5.30 15.9% 2.00 6.0% 32% False False 17,760
20 36.88 28.50 8.38 25.2% 2.08 6.3% 57% False False 18,636
40 53.26 27.26 26.00 78.1% 2.47 7.4% 23% False False 19,940
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 38.76
2.618 37.03
1.618 35.97
1.000 35.31
0.618 34.91
HIGH 34.25
0.618 33.85
0.500 33.72
0.382 33.59
LOW 33.19
0.618 32.53
1.000 32.13
1.618 31.47
2.618 30.41
4.250 28.69
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 33.72 34.39
PP 33.58 34.03
S1 33.44 33.66

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

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