NYMEX Light Sweet Crude Oil Future December 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 33.69 32.42 -1.27 -3.8% 36.01
High 34.14 33.47 -0.67 -2.0% 37.27
Low 32.00 26.39 -5.61 -17.5% 33.10
Close 32.41 26.86 -5.55 -17.1% 33.82
Range 2.14 7.08 4.94 230.8% 4.17
ATR 2.41 2.75 0.33 13.8% 0.00
Volume 110,441 225,503 115,062 104.2% 350,808
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 50.15 45.58 30.75
R3 43.07 38.50 28.81
R2 35.99 35.99 28.16
R1 31.42 31.42 27.51 30.17
PP 28.91 28.91 28.91 28.28
S1 24.34 24.34 26.21 23.09
S2 21.83 21.83 25.56
S3 14.75 17.26 24.91
S4 7.67 10.18 22.97
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 36.73 26.39 10.34 38.5% 3.02 11.3% 5% False True 102,371
10 37.27 26.39 10.88 40.5% 2.43 9.0% 4% False True 101,369
20 37.27 26.39 10.88 40.5% 2.29 8.5% 4% False True 102,217
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 0.67
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 63.56
2.618 52.01
1.618 44.93
1.000 40.55
0.618 37.85
HIGH 33.47
0.618 30.77
0.500 29.93
0.382 29.09
LOW 26.39
0.618 22.01
1.000 19.31
1.618 14.93
2.618 7.85
4.250 -3.70
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 29.93 30.57
PP 28.91 29.33
S1 27.88 28.10

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

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