NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 27.87 29.50 1.63 5.8% 28.43
High 30.46 30.69 0.23 0.8% 30.69
Low 27.63 28.11 0.48 1.7% 26.91
Close 29.62 28.59 -1.03 -3.5% 28.59
Range 2.83 2.58 -0.25 -8.8% 3.78
ATR 2.57 2.57 0.00 0.0% 0.00
Volume 115,402 96,491 -18,911 -16.4% 522,814
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 36.87 35.31 30.01
R3 34.29 32.73 29.30
R2 31.71 31.71 29.06
R1 30.15 30.15 28.83 29.64
PP 29.13 29.13 29.13 28.88
S1 27.57 27.57 28.35 27.06
S2 26.55 26.55 28.12
S3 23.97 24.99 27.88
S4 21.39 22.41 27.17
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 40.07 38.11 30.67
R3 36.29 34.33 29.63
R2 32.51 32.51 29.28
R1 30.55 30.55 28.94 31.53
PP 28.73 28.73 28.73 29.22
S1 26.77 26.77 28.24 27.75
S2 24.95 24.95 27.90
S3 21.17 22.99 27.55
S4 17.39 19.21 26.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.69 26.91 3.78 13.2% 2.04 7.1% 44% True False 104,562
10 34.14 25.31 8.83 30.9% 2.86 10.0% 37% False False 117,476
20 37.27 25.31 11.96 41.8% 2.47 8.6% 27% False False 105,583
40 47.28 25.31 21.97 76.8% 2.77 9.7% 15% False False 113,232
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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.66
2.618 37.44
1.618 34.86
1.000 33.27
0.618 32.28
HIGH 30.69
0.618 29.70
0.500 29.40
0.382 29.10
LOW 28.11
0.618 26.52
1.000 25.53
1.618 23.94
2.618 21.36
4.250 17.15
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 29.40 28.89
PP 29.13 28.79
S1 28.86 28.69

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

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