NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 27.38 28.35 0.97 3.5% 34.60
High 29.16 30.11 0.95 3.3% 36.88
Low 24.43 27.78 3.35 13.7% 32.60
Close 28.07 27.85 -0.22 -0.8% 33.30
Range 4.73 2.33 -2.40 -50.7% 4.28
ATR 2.75 2.72 -0.03 -1.1% 0.00
Volume 26,820 18,277 -8,543 -31.9% 77,157
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 35.57 34.04 29.13
R3 33.24 31.71 28.49
R2 30.91 30.91 28.28
R1 29.38 29.38 28.06 28.98
PP 28.58 28.58 28.58 28.38
S1 27.05 27.05 27.64 26.65
S2 26.25 26.25 27.42
S3 23.92 24.72 27.21
S4 21.59 22.39 26.57
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 34.25 24.43 9.82 35.3% 3.51 12.6% 35% False False 29,652
10 36.88 24.43 12.45 44.7% 2.86 10.3% 27% False False 23,119
20 36.88 24.43 12.45 44.7% 2.38 8.5% 27% False False 23,026
40 48.99 24.43 24.56 88.2% 2.72 9.8% 14% False False 22,168
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 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.01
2.618 36.21
1.618 33.88
1.000 32.44
0.618 31.55
HIGH 30.11
0.618 29.22
0.500 28.95
0.382 28.67
LOW 27.78
0.618 26.34
1.000 25.45
1.618 24.01
2.618 21.68
4.250 17.88
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 28.95 28.52
PP 28.58 28.29
S1 28.22 28.07

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

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