NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 34.60 36.22 1.62 4.7% 32.00
High 36.41 36.88 0.47 1.3% 36.57
Low 34.35 35.37 1.02 3.0% 32.00
Close 35.94 35.71 -0.23 -0.6% 34.35
Range 2.06 1.51 -0.55 -26.7% 4.57
ATR 2.38 2.32 -0.06 -2.6% 0.00
Volume 14,134 25,999 11,865 83.9% 71,932
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 40.52 39.62 36.54
R3 39.01 38.11 36.13
R2 37.50 37.50 35.99
R1 36.60 36.60 35.85 36.30
PP 35.99 35.99 35.99 35.83
S1 35.09 35.09 35.57 34.79
S2 34.48 34.48 35.43
S3 32.97 33.58 35.29
S4 31.46 32.07 34.88
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 48.02 45.75 36.86
R3 43.45 41.18 35.61
R2 38.88 38.88 35.19
R1 36.61 36.61 34.77 37.75
PP 34.31 34.31 34.31 34.87
S1 32.04 32.04 33.93 33.18
S2 29.74 29.74 33.51
S3 25.17 27.47 33.09
S4 20.60 22.90 31.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.88 33.85 3.03 8.5% 1.77 5.0% 61% True False 18,424
10 36.88 30.96 5.92 16.6% 2.14 6.0% 80% True False 22,766
20 36.88 27.26 9.62 26.9% 2.39 6.7% 88% True False 20,507
40 54.17 27.26 26.91 75.4% 2.39 6.7% 31% False False 19,478
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.30
2.618 40.83
1.618 39.32
1.000 38.39
0.618 37.81
HIGH 36.88
0.618 36.30
0.500 36.13
0.382 35.95
LOW 35.37
0.618 34.44
1.000 33.86
1.618 32.93
2.618 31.42
4.250 28.95
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 36.13 35.60
PP 35.99 35.48
S1 35.85 35.37

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

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