NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 36.01 36.62 0.61 1.7% 33.60
High 36.85 37.27 0.42 1.1% 36.84
Low 34.68 35.80 1.12 3.2% 32.30
Close 36.29 36.16 -0.13 -0.4% 34.72
Range 2.17 1.47 -0.70 -32.3% 4.54
ATR 2.63 2.55 -0.08 -3.2% 0.00
Volume 92,565 82,331 -10,234 -11.1% 424,964
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 40.82 39.96 36.97
R3 39.35 38.49 36.56
R2 37.88 37.88 36.43
R1 37.02 37.02 36.29 36.72
PP 36.41 36.41 36.41 36.26
S1 35.55 35.55 36.03 35.25
S2 34.94 34.94 35.89
S3 33.47 34.08 35.76
S4 32.00 32.61 35.35
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 48.24 46.02 37.22
R3 43.70 41.48 35.97
R2 39.16 39.16 35.55
R1 36.94 36.94 35.14 38.05
PP 34.62 34.62 34.62 35.18
S1 32.40 32.40 34.30 33.51
S2 30.08 30.08 33.89
S3 25.54 27.86 33.47
S4 21.00 23.32 32.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.27 34.02 3.25 9.0% 1.84 5.1% 66% True False 100,367
10 37.27 31.50 5.77 16.0% 2.32 6.4% 81% True False 111,776
20 37.27 28.06 9.21 25.5% 2.51 6.9% 88% True False 104,134
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 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.52
2.618 41.12
1.618 39.65
1.000 38.74
0.618 38.18
HIGH 37.27
0.618 36.71
0.500 36.54
0.382 36.36
LOW 35.80
0.618 34.89
1.000 34.33
1.618 33.42
2.618 31.95
4.250 29.55
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 36.54 35.99
PP 36.41 35.82
S1 36.29 35.65

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

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