NYMEX Light Sweet Crude Oil Future December 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 32.42 27.92 -4.50 -13.9% 36.01
High 33.47 30.03 -3.44 -10.3% 37.27
Low 26.39 25.31 -1.08 -4.1% 33.10
Close 26.86 28.98 2.12 7.9% 33.82
Range 7.08 4.72 -2.36 -33.3% 4.17
ATR 2.75 2.89 0.14 5.1% 0.00
Volume 225,503 145,573 -79,930 -35.4% 350,808
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 42.27 40.34 31.58
R3 37.55 35.62 30.28
R2 32.83 32.83 29.85
R1 30.90 30.90 29.41 31.87
PP 28.11 28.11 28.11 28.59
S1 26.18 26.18 28.55 27.15
S2 23.39 23.39 28.11
S3 18.67 21.46 27.68
S4 13.95 16.74 26.38
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 35.00 25.31 9.69 33.4% 3.38 11.6% 38% False True 118,897
10 37.27 25.31 11.96 41.3% 2.77 9.5% 31% False True 107,076
20 37.27 25.31 11.96 41.3% 2.44 8.4% 31% False True 105,947
40 50.43 25.31 25.12 86.7% 2.78 9.6% 15% False True 110,157
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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.09
2.618 42.39
1.618 37.67
1.000 34.75
0.618 32.95
HIGH 30.03
0.618 28.23
0.500 27.67
0.382 27.11
LOW 25.31
0.618 22.39
1.000 20.59
1.618 17.67
2.618 12.95
4.250 5.25
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 28.54 29.73
PP 28.11 29.48
S1 27.67 29.23

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

View Archives - Comment on this page... - Back to Index of Symbols