NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 31.99 30.48 -1.51 -4.7% 29.20
High 32.04 33.93 1.89 5.9% 32.57
Low 30.18 30.32 0.14 0.5% 27.88
Close 30.52 32.00 1.48 4.8% 32.14
Range 1.86 3.61 1.75 94.1% 4.69
ATR 2.48 2.56 0.08 3.3% 0.00
Volume 40,958 59,825 18,867 46.1% 116,479
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 42.91 41.07 33.99
R3 39.30 37.46 32.99
R2 35.69 35.69 32.66
R1 33.85 33.85 32.33 34.77
PP 32.08 32.08 32.08 32.55
S1 30.24 30.24 31.67 31.16
S2 28.47 28.47 31.34
S3 24.86 26.63 31.01
S4 21.25 23.02 30.01
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.93 43.23 34.72
R3 40.24 38.54 33.43
R2 35.55 35.55 33.00
R1 33.85 33.85 32.57 34.70
PP 30.86 30.86 30.86 31.29
S1 29.16 29.16 31.71 30.01
S2 26.17 26.17 31.28
S3 21.48 24.47 30.85
S4 16.79 19.78 29.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.93 30.18 3.75 11.7% 1.90 5.9% 49% True False 36,471
10 33.93 27.88 6.05 18.9% 2.14 6.7% 68% True False 30,594
20 46.84 26.36 20.48 64.0% 3.04 9.5% 28% False False 38,111
40 54.30 26.36 27.94 87.3% 2.25 7.0% 20% False False 27,782
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 0.60
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 49.27
2.618 43.38
1.618 39.77
1.000 37.54
0.618 36.16
HIGH 33.93
0.618 32.55
0.500 32.13
0.382 31.70
LOW 30.32
0.618 28.09
1.000 26.71
1.618 24.48
2.618 20.87
4.250 14.98
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 32.13 32.06
PP 32.08 32.04
S1 32.04 32.02

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

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