NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 33.35 31.62 -1.73 -5.2% 30.48
High 33.65 36.00 2.35 7.0% 33.92
Low 31.67 31.50 -0.17 -0.5% 29.10
Close 32.14 33.05 0.91 2.8% 33.45
Range 1.98 4.50 2.52 127.3% 4.82
ATR 2.75 2.87 0.13 4.6% 0.00
Volume 120,213 164,575 44,362 36.9% 376,643
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.02 44.53 35.53
R3 42.52 40.03 34.29
R2 38.02 38.02 33.88
R1 35.53 35.53 33.46 36.78
PP 33.52 33.52 33.52 34.14
S1 31.03 31.03 32.64 32.28
S2 29.02 29.02 32.23
S3 24.52 26.53 31.81
S4 20.02 22.03 30.58
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 46.62 44.85 36.10
R3 41.80 40.03 34.78
R2 36.98 36.98 34.33
R1 35.21 35.21 33.89 36.10
PP 32.16 32.16 32.16 32.60
S1 30.39 30.39 33.01 31.28
S2 27.34 27.34 32.57
S3 22.52 25.57 32.12
S4 17.70 20.75 30.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.00 31.50 4.50 13.6% 2.20 6.7% 34% True True 110,375
10 36.00 29.10 6.90 20.9% 2.32 7.0% 57% True False 94,967
20 47.28 28.06 19.22 58.2% 3.07 9.3% 26% False False 120,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 55.13
2.618 47.78
1.618 43.28
1.000 40.50
0.618 38.78
HIGH 36.00
0.618 34.28
0.500 33.75
0.382 33.22
LOW 31.50
0.618 28.72
1.000 27.00
1.618 24.22
2.618 19.72
4.250 12.38
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 33.75 33.75
PP 33.52 33.52
S1 33.28 33.28

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

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