NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 20-Apr-2020

Day Change Summary
	Previous	Current
	17-Apr-2020	20-Apr-2020	Change	Change %	Previous Week
Open	34.04	33.27	-0.77	-2.3%	34.60
High	34.25	33.51	-0.74	-2.2%	36.88
Low	33.19	31.26	-1.93	-5.8%	32.60
Close	33.30	31.66	-1.64	-4.9%	33.30
Range	1.06	2.25	1.19	112.3%	4.28
ATR	2.25	2.25	0.00	0.0%	0.00
Volume	12,447	25,919	13,472	108.2%	77,157

Daily Pivots for day following 20-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.89	37.53	32.90
R3	36.64	35.28	32.28
R2	34.39	34.39	32.07
R1	33.03	33.03	31.87	32.59
PP	32.14	32.14	32.14	31.92
S1	30.78	30.78	31.45	30.34
S2	29.89	29.89	31.25
S3	27.64	28.53	31.04
S4	25.39	26.28	30.42

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.10	44.48	35.65
R3	42.82	40.20	34.48
R2	38.54	38.54	34.08
R1	35.92	35.92	33.69	35.09
PP	34.26	34.26	34.26	33.85
S1	31.64	31.64	32.91	30.81
S2	29.98	29.98	32.52
S3	25.70	27.36	32.12
S4	21.42	23.08	30.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.88	31.26	5.62	17.8%	1.92	6.1%	7%	False	True	17,788
10	36.88	31.26	5.62	17.8%	1.95	6.2%	7%	False	True	17,500
20	36.88	28.50	8.38	26.5%	1.97	6.2%	38%	False	False	19,138
40	52.03	27.26	24.77	78.2%	2.50	7.9%	18%	False	False	20,329

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	0.46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	43.07
2.618	39.40
1.618	37.15
1.000	35.76
0.618	34.90
HIGH	33.51
0.618	32.65
0.500	32.39
0.382	32.12
LOW	31.26
0.618	29.87
1.000	29.01
1.618	27.62
2.618	25.37
4.250	21.70

Fisher Pivots for day following 20-Apr-2020
Pivot	1 day	3 day
R1	32.39	32.89
PP	32.14	32.48
S1	31.90	32.07

Download as Excel Spreadsheet

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

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