NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 26.36 27.41 1.05 4.0% 33.27
High 27.51 29.40 1.89 6.9% 33.51
Low 26.29 26.75 0.46 1.7% 24.43
Close 27.01 28.72 1.71 6.3% 27.67
Range 1.22 2.65 1.43 117.2% 9.08
ATR 2.42 2.43 0.02 0.7% 0.00
Volume 20,316 27,481 7,165 35.3% 152,889
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 36.24 35.13 30.18
R3 33.59 32.48 29.45
R2 30.94 30.94 29.21
R1 29.83 29.83 28.96 30.39
PP 28.29 28.29 28.29 28.57
S1 27.18 27.18 28.48 27.74
S2 25.64 25.64 28.23
S3 22.99 24.53 27.99
S4 20.34 21.88 27.26
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 55.78 50.80 32.66
R3 46.70 41.72 30.17
R2 37.62 37.62 29.33
R1 32.64 32.64 28.50 30.59
PP 28.54 28.54 28.54 27.51
S1 23.56 23.56 26.84 21.51
S2 19.46 19.46 26.01
S3 10.38 14.48 25.17
S4 1.30 5.40 22.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.40 25.99 3.41 11.9% 1.78 6.2% 80% True False 19,943
10 34.25 24.43 9.82 34.2% 2.64 9.2% 44% False False 24,797
20 36.88 24.43 12.45 43.3% 2.45 8.5% 34% False False 22,910
40 48.23 24.43 23.80 82.9% 2.67 9.3% 18% False False 23,310
60 54.17 24.43 29.74 103.6% 2.24 7.8% 14% False False 19,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 40.66
2.618 36.34
1.618 33.69
1.000 32.05
0.618 31.04
HIGH 29.40
0.618 28.39
0.500 28.08
0.382 27.76
LOW 26.75
0.618 25.11
1.000 24.10
1.618 22.46
2.618 19.81
4.250 15.49
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 28.51 28.38
PP 28.29 28.04
S1 28.08 27.70

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

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