NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 27.41 28.39 0.98 3.6% 27.62
High 29.40 29.58 0.18 0.6% 29.58
Low 26.75 27.30 0.55 2.1% 25.99
Close 28.72 27.74 -0.98 -3.4% 27.74
Range 2.65 2.28 -0.37 -14.0% 3.59
ATR 2.43 2.42 -0.01 -0.5% 0.00
Volume 27,481 32,291 4,810 17.5% 114,933
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 35.05 33.67 28.99
R3 32.77 31.39 28.37
R2 30.49 30.49 28.16
R1 29.11 29.11 27.95 28.66
PP 28.21 28.21 28.21 27.98
S1 26.83 26.83 27.53 26.38
S2 25.93 25.93 27.32
S3 23.65 24.55 27.11
S4 21.37 22.27 26.49
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 38.54 36.73 29.71
R3 34.95 33.14 28.73
R2 31.36 31.36 28.40
R1 29.55 29.55 28.07 30.46
PP 27.77 27.77 27.77 28.22
S1 25.96 25.96 27.41 26.87
S2 24.18 24.18 27.08
S3 20.59 22.37 26.75
S4 17.00 18.78 25.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.58 25.99 3.59 12.9% 1.89 6.8% 49% True False 22,986
10 33.51 24.43 9.08 32.7% 2.76 10.0% 36% False False 26,782
20 36.88 24.43 12.45 44.9% 2.38 8.6% 27% False False 22,271
40 47.14 24.43 22.71 81.9% 2.68 9.7% 15% False False 23,961
60 54.17 24.43 29.74 107.2% 2.25 8.1% 11% False False 19,673
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 39.27
2.618 35.55
1.618 33.27
1.000 31.86
0.618 30.99
HIGH 29.58
0.618 28.71
0.500 28.44
0.382 28.17
LOW 27.30
0.618 25.89
1.000 25.02
1.618 23.61
2.618 21.33
4.250 17.61
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 28.44 27.94
PP 28.21 27.87
S1 27.97 27.81

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

View Archives - Comment on this page... - Back to Index of Symbols