NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 30.48 31.30 0.82 2.7% 31.76
High 33.93 34.32 0.39 1.1% 34.32
Low 30.32 30.80 0.48 1.6% 30.18
Close 32.00 33.62 1.62 5.1% 33.62
Range 3.61 3.52 -0.09 -2.5% 4.14
ATR 2.56 2.63 0.07 2.7% 0.00
Volume 59,825 39,306 -20,519 -34.3% 190,021
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 43.47 42.07 35.56
R3 39.95 38.55 34.59
R2 36.43 36.43 34.27
R1 35.03 35.03 33.94 35.73
PP 32.91 32.91 32.91 33.27
S1 31.51 31.51 33.30 32.21
S2 29.39 29.39 32.97
S3 25.87 27.99 32.65
S4 22.35 24.47 31.68
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 45.13 43.51 35.90
R3 40.99 39.37 34.76
R2 36.85 36.85 34.38
R1 35.23 35.23 34.00 36.04
PP 32.71 32.71 32.71 33.11
S1 31.09 31.09 33.24 31.90
S2 28.57 28.57 32.86
S3 24.43 26.95 32.48
S4 20.29 22.81 31.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.32 30.18 4.14 12.3% 2.41 7.2% 83% True False 38,004
10 34.32 27.88 6.44 19.2% 2.04 6.1% 89% True False 30,650
20 39.00 26.36 12.64 37.6% 3.01 9.0% 57% False False 37,804
40 54.30 26.36 27.94 83.1% 2.30 6.9% 26% False False 28,192
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.28
2.618 43.54
1.618 40.02
1.000 37.84
0.618 36.50
HIGH 34.32
0.618 32.98
0.500 32.56
0.382 32.14
LOW 30.80
0.618 28.62
1.000 27.28
1.618 25.10
2.618 21.58
4.250 15.84
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 33.27 33.16
PP 32.91 32.71
S1 32.56 32.25

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

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