NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 33.27 31.90 -1.37 -4.1% 34.60
High 33.51 32.60 -0.91 -2.7% 36.88
Low 31.26 25.44 -5.82 -18.6% 32.60
Close 31.66 25.86 -5.80 -18.3% 33.30
Range 2.25 7.16 4.91 218.2% 4.28
ATR 2.25 2.60 0.35 15.6% 0.00
Volume 25,919 64,799 38,880 150.0% 77,157
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 49.45 44.81 29.80
R3 42.29 37.65 27.83
R2 35.13 35.13 27.17
R1 30.49 30.49 26.52 29.23
PP 27.97 27.97 27.97 27.34
S1 23.33 23.33 25.20 22.07
S2 20.81 20.81 24.55
S3 13.65 16.17 23.89
S4 6.49 9.01 21.92
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 36.18 25.44 10.74 41.5% 3.05 11.8% 4% False True 25,548
10 36.88 25.44 11.44 44.2% 2.41 9.3% 4% False True 21,986
20 36.88 25.44 11.44 44.2% 2.18 8.4% 4% False True 21,864
40 51.98 25.44 26.54 102.6% 2.65 10.2% 2% False True 21,532
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 0.53
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 63.03
2.618 51.34
1.618 44.18
1.000 39.76
0.618 37.02
HIGH 32.60
0.618 29.86
0.500 29.02
0.382 28.18
LOW 25.44
0.618 21.02
1.000 18.28
1.618 13.86
2.618 6.70
4.250 -4.99
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 29.02 29.85
PP 27.97 28.52
S1 26.91 27.19

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

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