NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 20-Apr-2020
Day Change Summary
Previous Current
17-Apr-2020 20-Apr-2020 Change Change % Previous Week
Open 34.32 33.69 -0.63 -1.8% 36.01
High 34.74 34.14 -0.60 -1.7% 37.27
Low 33.70 32.00 -1.70 -5.0% 33.10
Close 33.82 32.41 -1.41 -4.2% 33.82
Range 1.04 2.14 1.10 105.8% 4.17
ATR 2.43 2.41 -0.02 -0.9% 0.00
Volume 57,698 110,441 52,743 91.4% 350,808
Daily Pivots for day following 20-Apr-2020
Classic Woodie Camarilla DeMark
R4 39.27 37.98 33.59
R3 37.13 35.84 33.00
R2 34.99 34.99 32.80
R1 33.70 33.70 32.61 33.28
PP 32.85 32.85 32.85 32.64
S1 31.56 31.56 32.21 31.14
S2 30.71 30.71 32.02
S3 28.57 29.42 31.82
S4 26.43 27.28 31.23
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.24 44.70 36.11
R3 43.07 40.53 34.97
R2 38.90 38.90 34.58
R1 36.36 36.36 34.20 35.55
PP 34.73 34.73 34.73 34.32
S1 32.19 32.19 33.44 31.38
S2 30.56 30.56 33.06
S3 26.39 28.02 32.67
S4 22.22 23.85 31.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.27 32.00 5.27 16.3% 1.90 5.9% 8% False True 73,736
10 37.27 32.00 5.27 16.3% 1.98 6.1% 8% False True 88,621
20 37.27 29.10 8.17 25.2% 2.08 6.4% 41% False False 94,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.24
2.618 39.74
1.618 37.60
1.000 36.28
0.618 35.46
HIGH 34.14
0.618 33.32
0.500 33.07
0.382 32.82
LOW 32.00
0.618 30.68
1.000 29.86
1.618 28.54
2.618 26.40
4.250 22.91
Fisher Pivots for day following 20-Apr-2020
Pivot 1 day 3 day
R1 33.07 33.50
PP 32.85 33.14
S1 32.63 32.77

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

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