NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 27.92 29.30 1.38 4.9% 36.01
High 30.03 31.02 0.99 3.3% 37.27
Low 25.31 28.54 3.23 12.8% 33.10
Close 28.98 28.66 -0.32 -1.1% 33.82
Range 4.72 2.48 -2.24 -47.5% 4.17
ATR 2.89 2.86 -0.03 -1.0% 0.00
Volume 145,573 99,429 -46,144 -31.7% 350,808
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 36.85 35.23 30.02
R3 34.37 32.75 29.34
R2 31.89 31.89 29.11
R1 30.27 30.27 28.89 29.84
PP 29.41 29.41 29.41 29.19
S1 27.79 27.79 28.43 27.36
S2 26.93 26.93 28.21
S3 24.45 25.31 27.98
S4 21.97 22.83 27.30
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 34.74 25.31 9.43 32.9% 3.49 12.2% 36% False False 127,728
10 37.27 25.31 11.96 41.7% 2.88 10.0% 28% False False 106,826
20 37.27 25.31 11.96 41.7% 2.48 8.7% 28% False False 107,335
40 49.09 25.31 23.78 83.0% 2.79 9.7% 14% False False 110,933
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 0.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.56
2.618 37.51
1.618 35.03
1.000 33.50
0.618 32.55
HIGH 31.02
0.618 30.07
0.500 29.78
0.382 29.49
LOW 28.54
0.618 27.01
1.000 26.06
1.618 24.53
2.618 22.05
4.250 18.00
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 29.78 29.39
PP 29.41 29.15
S1 29.03 28.90

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

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