NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 30-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2020 |
30-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
26.36 |
27.41 |
1.05 |
4.0% |
33.27 |
| High |
27.51 |
29.40 |
1.89 |
6.9% |
33.51 |
| Low |
26.29 |
26.75 |
0.46 |
1.7% |
24.43 |
| Close |
27.01 |
28.72 |
1.71 |
6.3% |
27.67 |
| Range |
1.22 |
2.65 |
1.43 |
117.2% |
9.08 |
| ATR |
2.42 |
2.43 |
0.02 |
0.7% |
0.00 |
| Volume |
20,316 |
27,481 |
7,165 |
35.3% |
152,889 |
|
| Daily Pivots for day following 30-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.24 |
35.13 |
30.18 |
|
| R3 |
33.59 |
32.48 |
29.45 |
|
| R2 |
30.94 |
30.94 |
29.21 |
|
| R1 |
29.83 |
29.83 |
28.96 |
30.39 |
| PP |
28.29 |
28.29 |
28.29 |
28.57 |
| S1 |
27.18 |
27.18 |
28.48 |
27.74 |
| S2 |
25.64 |
25.64 |
28.23 |
|
| S3 |
22.99 |
24.53 |
27.99 |
|
| S4 |
20.34 |
21.88 |
27.26 |
|
|
| 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 |
29.40 |
25.99 |
3.41 |
11.9% |
1.78 |
6.2% |
80% |
True |
False |
19,943 |
| 10 |
34.25 |
24.43 |
9.82 |
34.2% |
2.64 |
9.2% |
44% |
False |
False |
24,797 |
| 20 |
36.88 |
24.43 |
12.45 |
43.3% |
2.45 |
8.5% |
34% |
False |
False |
22,910 |
| 40 |
48.23 |
24.43 |
23.80 |
82.9% |
2.67 |
9.3% |
18% |
False |
False |
23,310 |
| 60 |
54.17 |
24.43 |
29.74 |
103.6% |
2.24 |
7.8% |
14% |
False |
False |
19,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.66 |
|
2.618 |
36.34 |
|
1.618 |
33.69 |
|
1.000 |
32.05 |
|
0.618 |
31.04 |
|
HIGH |
29.40 |
|
0.618 |
28.39 |
|
0.500 |
28.08 |
|
0.382 |
27.76 |
|
LOW |
26.75 |
|
0.618 |
25.11 |
|
1.000 |
24.10 |
|
1.618 |
22.46 |
|
2.618 |
19.81 |
|
4.250 |
15.49 |
|
|
| Fisher Pivots for day following 30-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28.51 |
28.38 |
| PP |
28.29 |
28.04 |
| S1 |
28.08 |
27.70 |
|