NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 28.43 27.52 -0.91 -3.2% 33.69
High 28.73 28.60 -0.13 -0.5% 34.14
Low 27.01 26.91 -0.10 -0.4% 25.31
Close 27.46 27.47 0.01 0.0% 28.47
Range 1.72 1.69 -0.03 -1.7% 8.83
ATR 2.71 2.64 -0.07 -2.7% 0.00
Volume 99,495 117,532 18,037 18.1% 651,953
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 32.73 31.79 28.40
R3 31.04 30.10 27.93
R2 29.35 29.35 27.78
R1 28.41 28.41 27.62 28.04
PP 27.66 27.66 27.66 27.47
S1 26.72 26.72 27.32 26.35
S2 25.97 25.97 27.16
S3 24.28 25.03 27.01
S4 22.59 23.34 26.54
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 55.80 50.96 33.33
R3 46.97 42.13 30.90
R2 38.14 38.14 30.09
R1 33.30 33.30 29.28 31.31
PP 29.31 29.31 29.31 28.31
S1 24.47 24.47 27.66 22.48
S2 20.48 20.48 26.85
S3 11.65 15.64 26.04
S4 2.82 6.81 23.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.02 25.31 5.71 20.8% 2.51 9.1% 38% False False 106,607
10 36.73 25.31 11.42 41.6% 2.76 10.1% 19% False False 104,489
20 37.27 25.31 11.96 43.5% 2.54 9.2% 18% False False 108,132
40 49.09 25.31 23.78 86.6% 2.73 9.9% 9% False False 110,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.78
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 35.78
2.618 33.02
1.618 31.33
1.000 30.29
0.618 29.64
HIGH 28.60
0.618 27.95
0.500 27.76
0.382 27.56
LOW 26.91
0.618 25.87
1.000 25.22
1.618 24.18
2.618 22.49
4.250 19.73
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 27.76 28.48
PP 27.66 28.14
S1 27.57 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