NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 27.25 26.90 -0.35 -1.3% 32.63
High 28.27 26.91 -1.36 -4.8% 32.80
Low 26.48 24.80 -1.68 -6.3% 23.26
Close 26.77 25.28 -1.49 -5.6% 26.77
Range 1.79 2.11 0.32 17.9% 9.54
ATR 2.76 2.71 -0.05 -1.7% 0.00
Volume 28,852 36,863 8,011 27.8% 252,609
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 31.99 30.75 26.44
R3 29.88 28.64 25.86
R2 27.77 27.77 25.67
R1 26.53 26.53 25.47 26.10
PP 25.66 25.66 25.66 25.45
S1 24.42 24.42 25.09 23.99
S2 23.55 23.55 24.89
S3 21.44 22.31 24.70
S4 19.33 20.20 24.12
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 56.23 51.04 32.02
R3 46.69 41.50 29.39
R2 37.15 37.15 28.52
R1 31.96 31.96 27.64 29.79
PP 27.61 27.61 27.61 26.52
S1 22.42 22.42 25.90 20.25
S2 18.07 18.07 25.02
S3 8.53 12.88 24.15
S4 -1.01 3.34 21.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.00 23.26 8.74 34.6% 3.79 15.0% 23% False False 49,541
10 36.46 23.26 13.20 52.2% 2.92 11.5% 15% False False 37,133
20 36.46 23.26 13.20 52.2% 2.57 10.2% 15% False False 34,276
40 49.00 23.26 25.74 101.8% 2.81 11.1% 8% False False 33,960
60 54.30 23.26 31.04 122.8% 2.33 9.2% 7% False False 28,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.88
2.618 32.43
1.618 30.32
1.000 29.02
0.618 28.21
HIGH 26.91
0.618 26.10
0.500 25.86
0.382 25.61
LOW 24.80
0.618 23.50
1.000 22.69
1.618 21.39
2.618 19.28
4.250 15.83
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 25.86 26.92
PP 25.66 26.37
S1 25.47 25.83

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

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