NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 35.80 35.59 -0.21 -0.6% 32.00
High 36.46 35.72 -0.74 -2.0% 36.12
Low 34.85 32.84 -2.01 -5.8% 31.51
Close 35.18 32.89 -2.29 -6.5% 33.96
Range 1.61 2.88 1.27 78.9% 4.61
ATR 2.39 2.43 0.03 1.5% 0.00
Volume 31,583 16,219 -15,364 -48.6% 100,436
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 42.46 40.55 34.47
R3 39.58 37.67 33.68
R2 36.70 36.70 33.42
R1 34.79 34.79 33.15 34.31
PP 33.82 33.82 33.82 33.57
S1 31.91 31.91 32.63 31.43
S2 30.94 30.94 32.36
S3 28.06 29.03 32.10
S4 25.18 26.15 31.31
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.69 45.44 36.50
R3 43.08 40.83 35.23
R2 38.47 38.47 34.81
R1 36.22 36.22 34.38 37.35
PP 33.86 33.86 33.86 34.43
S1 31.61 31.61 33.54 32.74
S2 29.25 29.25 33.11
S3 24.64 27.00 32.69
S4 20.03 22.39 31.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.46 32.84 3.62 11.0% 2.11 6.4% 1% False True 25,387
10 36.46 30.18 6.28 19.1% 2.38 7.2% 43% False False 31,206
20 36.46 26.36 10.10 30.7% 2.49 7.6% 65% False False 30,178
40 54.30 26.36 27.94 84.9% 2.52 7.7% 23% False False 29,440
60 56.82 26.36 30.46 92.6% 2.09 6.3% 21% False False 24,500
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 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.96
2.618 43.26
1.618 40.38
1.000 38.60
0.618 37.50
HIGH 35.72
0.618 34.62
0.500 34.28
0.382 33.94
LOW 32.84
0.618 31.06
1.000 29.96
1.618 28.18
2.618 25.30
4.250 20.60
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 34.28 34.65
PP 33.82 34.06
S1 33.35 33.48

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

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