NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 06-Apr-2020

Day Change Summary
	Previous	Current
	03-Apr-2020	06-Apr-2020	Change	Change %	Previous Week
Open	32.32	33.60	1.28	4.0%	33.10
High	34.85	34.90	0.05	0.1%	36.00
Low	31.77	32.30	0.53	1.7%	31.50
Close	34.16	34.36	0.20	0.6%	34.16
Range	3.08	2.60	-0.48	-15.6%	4.50
ATR	2.89	2.87	-0.02	-0.7%	0.00
Volume	161,127	98,021	-63,106	-39.2%	624,080

Daily Pivots for day following 06-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.65	40.61	35.79
R3	39.05	38.01	35.08
R2	36.45	36.45	34.84
R1	35.41	35.41	34.60	35.93
PP	33.85	33.85	33.85	34.12
S1	32.81	32.81	34.12	33.33
S2	31.25	31.25	33.88
S3	28.65	30.21	33.65
S4	26.05	27.61	32.93

Weekly Pivots for week ending 03-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.39	45.27	36.64
R3	42.89	40.77	35.40
R2	38.39	38.39	34.99
R1	36.27	36.27	34.57	37.33
PP	33.89	33.89	33.89	34.42
S1	31.77	31.77	33.75	32.83
S2	29.39	29.39	33.34
S3	24.89	27.27	32.92
S4	20.39	22.77	31.69

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	13.1%	2.80	8.1%	64%	False	False	123,184
10	36.00	31.50	4.50	13.1%	2.15	6.2%	64%	False	False	103,066
20	40.05	28.06	11.99	34.9%	2.86	8.3%	53%	False	False	114,797

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	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.95
2.618	41.71
1.618	39.11
1.000	37.50
0.618	36.51
HIGH	34.90
0.618	33.91
0.500	33.60
0.382	33.29
LOW	32.30
0.618	30.69
1.000	29.70
1.618	28.09
2.618	25.49
4.250	21.25

Fisher Pivots for day following 06-Apr-2020
Pivot	1 day	3 day
R1	34.11	34.16
PP	33.85	33.95
S1	33.60	33.75

Download as Excel Spreadsheet

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

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