NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 33.73 33.35 -0.38 -1.1% 30.48
High 35.00 33.65 -1.35 -3.9% 33.92
Low 33.17 31.67 -1.50 -4.5% 29.10
Close 33.58 32.14 -1.44 -4.3% 33.45
Range 1.83 1.98 0.15 8.2% 4.82
ATR 2.80 2.75 -0.06 -2.1% 0.00
Volume 71,986 120,213 48,227 67.0% 376,643
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 38.43 37.26 33.23
R3 36.45 35.28 32.68
R2 34.47 34.47 32.50
R1 33.30 33.30 32.32 32.90
PP 32.49 32.49 32.49 32.28
S1 31.32 31.32 31.96 30.92
S2 30.51 30.51 31.78
S3 28.53 29.34 31.60
S4 26.55 27.36 31.05
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 46.62 44.85 36.10
R3 41.80 40.03 34.78
R2 36.98 36.98 34.33
R1 35.21 35.21 33.89 36.10
PP 32.16 32.16 32.16 32.60
S1 30.39 30.39 33.01 31.28
S2 27.34 27.34 32.57
S3 22.52 25.57 32.12
S4 17.70 20.75 30.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.00 31.67 3.33 10.4% 1.59 5.0% 14% False True 92,857
10 35.00 29.06 5.94 18.5% 2.31 7.2% 52% False False 89,437
20 48.33 28.06 20.27 63.1% 2.93 9.1% 20% False False 115,633
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 0.71
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 42.07
2.618 38.83
1.618 36.85
1.000 35.63
0.618 34.87
HIGH 33.65
0.618 32.89
0.500 32.66
0.382 32.43
LOW 31.67
0.618 30.45
1.000 29.69
1.618 28.47
2.618 26.49
4.250 23.26
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 32.66 33.34
PP 32.49 32.94
S1 32.31 32.54

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

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