NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 27.62 26.36 -1.26 -4.6% 33.27
High 27.77 27.58 -0.19 -0.7% 33.51
Low 26.08 25.99 -0.09 -0.3% 24.43
Close 26.47 26.48 0.01 0.0% 27.67
Range 1.69 1.59 -0.10 -5.9% 9.08
ATR 2.58 2.51 -0.07 -2.7% 0.00
Volume 15,917 18,928 3,011 18.9% 152,889
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 31.45 30.56 27.35
R3 29.86 28.97 26.92
R2 28.27 28.27 26.77
R1 27.38 27.38 26.63 27.83
PP 26.68 26.68 26.68 26.91
S1 25.79 25.79 26.33 26.24
S2 25.09 25.09 26.19
S3 23.50 24.20 26.04
S4 21.91 22.61 25.61
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 30.11 24.43 5.68 21.5% 2.41 9.1% 36% False False 19,403
10 36.18 24.43 11.75 44.4% 2.73 10.3% 17% False False 22,475
20 36.88 24.43 12.45 47.0% 2.44 9.2% 16% False False 22,620
40 48.99 24.43 24.56 92.7% 2.65 10.0% 8% False False 22,475
60 54.17 24.43 29.74 112.3% 2.22 8.4% 7% False False 18,966
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 0.51
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 34.34
2.618 31.74
1.618 30.15
1.000 29.17
0.618 28.56
HIGH 27.58
0.618 26.97
0.500 26.79
0.382 26.60
LOW 25.99
0.618 25.01
1.000 24.40
1.618 23.42
2.618 21.83
4.250 19.23
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 26.79 27.55
PP 26.68 27.19
S1 26.58 26.84

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

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