NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 31.30 32.00 0.70 2.2% 31.76
High 34.32 34.32 0.00 0.0% 34.32
Low 30.80 31.51 0.71 2.3% 30.18
Close 33.62 33.77 0.15 0.4% 33.62
Range 3.52 2.81 -0.71 -20.2% 4.14
ATR 2.63 2.64 0.01 0.5% 0.00
Volume 39,306 29,638 -9,668 -24.6% 190,021
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 41.63 40.51 35.32
R3 38.82 37.70 34.54
R2 36.01 36.01 34.29
R1 34.89 34.89 34.03 35.45
PP 33.20 33.20 33.20 33.48
S1 32.08 32.08 33.51 32.64
S2 30.39 30.39 33.25
S3 27.58 29.27 33.00
S4 24.77 26.46 32.22
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% 2.69 8.0% 87% True False 37,295
10 34.32 30.18 4.14 12.3% 2.04 6.0% 87% True False 31,548
20 39.00 26.36 12.64 37.4% 2.76 8.2% 59% False False 35,361
40 54.30 26.36 27.94 82.7% 2.35 7.0% 27% False False 28,301
60 56.88 26.36 30.52 90.4% 1.95 5.8% 24% False False 22,766
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.26
2.618 41.68
1.618 38.87
1.000 37.13
0.618 36.06
HIGH 34.32
0.618 33.25
0.500 32.92
0.382 32.58
LOW 31.51
0.618 29.77
1.000 28.70
1.618 26.96
2.618 24.15
4.250 19.57
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 33.49 33.29
PP 33.20 32.80
S1 32.92 32.32

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

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