NYMEX Light Sweet Crude Oil Future November 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 30.99 31.58 0.59 1.9% 32.85
High 34.63 34.32 -0.31 -0.9% 34.63
Low 30.99 31.58 0.59 1.9% 30.96
Close 32.54 33.90 1.36 4.2% 33.90
Range 3.64 2.74 -0.90 -24.7% 3.67
ATR 2.55 2.56 0.01 0.5% 0.00
Volume 45,084 28,515 -16,569 -36.8% 139,730
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 41.49 40.43 35.41
R3 38.75 37.69 34.65
R2 36.01 36.01 34.40
R1 34.95 34.95 34.15 35.48
PP 33.27 33.27 33.27 33.53
S1 32.21 32.21 33.65 32.74
S2 30.53 30.53 33.40
S3 27.79 29.47 33.15
S4 25.05 26.73 32.39
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 44.17 42.71 35.92
R3 40.50 39.04 34.91
R2 36.83 36.83 34.57
R1 35.37 35.37 34.24 36.10
PP 33.16 33.16 33.16 33.53
S1 31.70 31.70 33.56 32.43
S2 29.49 29.49 33.23
S3 25.82 28.03 32.89
S4 22.15 24.36 31.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.63 30.96 3.67 10.8% 2.29 6.7% 80% False False 27,946
10 34.63 28.50 6.13 18.1% 1.99 5.9% 88% False False 20,775
20 39.54 27.26 12.28 36.2% 2.91 8.6% 54% False False 26,193
40 54.17 27.26 26.91 79.4% 2.22 6.5% 25% False False 18,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.97
2.618 41.49
1.618 38.75
1.000 37.06
0.618 36.01
HIGH 34.32
0.618 33.27
0.500 32.95
0.382 32.63
LOW 31.58
0.618 29.89
1.000 28.84
1.618 27.15
2.618 24.41
4.250 19.94
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 33.58 33.53
PP 33.27 33.16
S1 32.95 32.80

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

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