NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 31.90 27.38 -4.52 -14.2% 34.60
High 32.60 29.16 -3.44 -10.6% 36.88
Low 25.44 24.43 -1.01 -4.0% 32.60
Close 25.86 28.07 2.21 8.5% 33.30
Range 7.16 4.73 -2.43 -33.9% 4.28
ATR 2.60 2.75 0.15 5.9% 0.00
Volume 64,799 26,820 -37,979 -58.6% 77,157
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 41.41 39.47 30.67
R3 36.68 34.74 29.37
R2 31.95 31.95 28.94
R1 30.01 30.01 28.50 30.98
PP 27.22 27.22 27.22 27.71
S1 25.28 25.28 27.64 26.25
S2 22.49 22.49 27.20
S3 17.76 20.55 26.77
S4 13.03 15.82 25.47
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 34.52 24.43 10.09 35.9% 3.42 12.2% 36% False True 27,864
10 36.88 24.43 12.45 44.4% 2.75 9.8% 29% False True 23,592
20 36.88 24.43 12.45 44.4% 2.34 8.3% 29% False True 22,769
40 50.44 24.43 26.01 92.7% 2.71 9.7% 14% False True 22,000
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.26
2.618 41.54
1.618 36.81
1.000 33.89
0.618 32.08
HIGH 29.16
0.618 27.35
0.500 26.80
0.382 26.24
LOW 24.43
0.618 21.51
1.000 19.70
1.618 16.78
2.618 12.05
4.250 4.33
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 27.65 28.97
PP 27.22 28.67
S1 26.80 28.37

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

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