NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 28.87 27.62 -1.25 -4.3% 33.27
High 29.11 27.77 -1.34 -4.6% 33.51
Low 27.38 26.08 -1.30 -4.7% 24.43
Close 27.67 26.47 -1.20 -4.3% 27.67
Range 1.73 1.69 -0.04 -2.3% 9.08
ATR 2.65 2.58 -0.07 -2.6% 0.00
Volume 17,074 15,917 -1,157 -6.8% 152,889
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 31.84 30.85 27.40
R3 30.15 29.16 26.93
R2 28.46 28.46 26.78
R1 27.47 27.47 26.62 27.12
PP 26.77 26.77 26.77 26.60
S1 25.78 25.78 26.32 25.43
S2 25.08 25.08 26.16
S3 23.39 24.09 26.01
S4 21.70 22.40 25.54
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 55.78 50.80 32.66
R3 46.70 41.72 30.17
R2 37.62 37.62 29.33
R1 32.64 32.64 28.50 30.59
PP 28.54 28.54 28.54 27.51
S1 23.56 23.56 26.84 21.51
S2 19.46 19.46 26.01
S3 10.38 14.48 25.17
S4 1.30 5.40 22.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.60 24.43 8.17 30.9% 3.53 13.3% 25% False False 28,577
10 36.88 24.43 12.45 47.0% 2.72 10.3% 16% False False 23,182
20 36.88 24.43 12.45 47.0% 2.43 9.2% 16% False False 22,881
40 48.99 24.43 24.56 92.8% 2.70 10.2% 8% False False 22,309
60 54.17 24.43 29.74 112.4% 2.22 8.4% 7% False False 18,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 34.95
2.618 32.19
1.618 30.50
1.000 29.46
0.618 28.81
HIGH 27.77
0.618 27.12
0.500 26.93
0.382 26.73
LOW 26.08
0.618 25.04
1.000 24.39
1.618 23.35
2.618 21.66
4.250 18.90
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 26.93 28.10
PP 26.77 27.55
S1 26.62 27.01

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

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