NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 32.00 34.66 2.66 8.3% 32.85
High 34.58 35.38 0.80 2.3% 34.63
Low 32.00 34.00 2.00 6.3% 30.96
Close 34.08 34.30 0.22 0.6% 33.90
Range 2.58 1.38 -1.20 -46.5% 3.67
ATR 2.56 2.48 -0.08 -3.3% 0.00
Volume 19,944 10,756 -9,188 -46.1% 139,730
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 38.70 37.88 35.06
R3 37.32 36.50 34.68
R2 35.94 35.94 34.55
R1 35.12 35.12 34.43 34.84
PP 34.56 34.56 34.56 34.42
S1 33.74 33.74 34.17 33.46
S2 33.18 33.18 34.05
S3 31.80 32.36 33.92
S4 30.42 30.98 33.54
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 35.38 30.96 4.42 12.9% 2.45 7.1% 76% True False 26,583
10 35.38 30.96 4.42 12.9% 1.94 5.6% 76% True False 21,946
20 39.54 27.26 12.28 35.8% 2.56 7.5% 57% False False 23,515
40 54.17 27.26 26.91 78.5% 2.28 6.6% 26% False False 18,730
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 41.25
2.618 38.99
1.618 37.61
1.000 36.76
0.618 36.23
HIGH 35.38
0.618 34.85
0.500 34.69
0.382 34.53
LOW 34.00
0.618 33.15
1.000 32.62
1.618 31.77
2.618 30.39
4.250 28.14
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 34.69 34.03
PP 34.56 33.75
S1 34.43 33.48

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

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