NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 33.19 32.83 -0.36 -1.1% 29.50
High 34.20 32.86 -1.34 -3.9% 33.22
Low 32.52 30.96 -1.56 -4.8% 28.50
Close 32.91 31.40 -1.51 -4.6% 32.85
Range 1.68 1.90 0.22 13.1% 4.72
ATR 2.50 2.46 -0.04 -1.6% 0.00
Volume 13,381 28,616 15,235 113.9% 68,026
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 37.44 36.32 32.45
R3 35.54 34.42 31.92
R2 33.64 33.64 31.75
R1 32.52 32.52 31.57 32.13
PP 31.74 31.74 31.74 31.55
S1 30.62 30.62 31.23 30.23
S2 29.84 29.84 31.05
S3 27.94 28.72 30.88
S4 26.04 26.82 30.36
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 45.68 43.99 35.45
R3 40.96 39.27 34.15
R2 36.24 36.24 33.72
R1 34.55 34.55 33.28 35.40
PP 31.52 31.52 31.52 31.95
S1 29.83 29.83 32.42 30.68
S2 26.80 26.80 31.98
S3 22.08 25.11 31.55
S4 17.36 20.39 30.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.20 30.96 3.24 10.3% 1.48 4.7% 14% False True 20,406
10 34.20 28.50 5.70 18.2% 2.22 7.1% 51% False False 17,173
20 48.23 27.26 20.97 66.8% 2.88 9.2% 20% False False 23,709
40 54.17 27.26 26.91 85.7% 2.14 6.8% 15% False False 17,555
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 0.55
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 40.94
2.618 37.83
1.618 35.93
1.000 34.76
0.618 34.03
HIGH 32.86
0.618 32.13
0.500 31.91
0.382 31.69
LOW 30.96
0.618 29.79
1.000 29.06
1.618 27.89
2.618 25.99
4.250 22.89
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 31.91 32.58
PP 31.74 32.19
S1 31.57 31.79

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

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