NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 28.35 28.87 0.52 1.8% 33.27
High 30.11 29.11 -1.00 -3.3% 33.51
Low 27.78 27.38 -0.40 -1.4% 24.43
Close 27.85 27.67 -0.18 -0.6% 27.67
Range 2.33 1.73 -0.60 -25.8% 9.08
ATR 2.72 2.65 -0.07 -2.6% 0.00
Volume 18,277 17,074 -1,203 -6.6% 152,889
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 33.24 32.19 28.62
R3 31.51 30.46 28.15
R2 29.78 29.78 27.99
R1 28.73 28.73 27.83 28.39
PP 28.05 28.05 28.05 27.89
S1 27.00 27.00 27.51 26.66
S2 26.32 26.32 27.35
S3 24.59 25.27 27.19
S4 22.86 23.54 26.72
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 55.78 50.80 32.66
R3 46.70 41.72 30.17
R2 37.62 37.62 29.33
R1 32.64 32.64 28.50 30.59
PP 28.54 28.54 28.54 27.51
S1 23.56 23.56 26.84 21.51
S2 19.46 19.46 26.01
S3 10.38 14.48 25.17
S4 1.30 5.40 22.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.51 24.43 9.08 32.8% 3.64 13.2% 36% False False 30,577
10 36.88 24.43 12.45 45.0% 2.76 10.0% 26% False False 23,004
20 36.88 24.43 12.45 45.0% 2.40 8.7% 26% False False 23,087
40 48.99 24.43 24.56 88.8% 2.71 9.8% 13% False False 22,186
60 54.17 24.43 29.74 107.5% 2.21 8.0% 11% False False 18,717
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 36.46
2.618 33.64
1.618 31.91
1.000 30.84
0.618 30.18
HIGH 29.11
0.618 28.45
0.500 28.25
0.382 28.04
LOW 27.38
0.618 26.31
1.000 25.65
1.618 24.58
2.618 22.85
4.250 20.03
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 28.25 27.54
PP 28.05 27.40
S1 27.86 27.27

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

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