NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 27.43 27.87 0.44 1.6% 33.69
High 28.47 30.46 1.99 7.0% 34.14
Low 27.08 27.63 0.55 2.0% 25.31
Close 27.95 29.62 1.67 6.0% 28.47
Range 1.39 2.83 1.44 103.6% 8.83
ATR 2.55 2.57 0.02 0.8% 0.00
Volume 93,894 115,402 21,508 22.9% 651,953
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 37.73 36.50 31.18
R3 34.90 33.67 30.40
R2 32.07 32.07 30.14
R1 30.84 30.84 29.88 31.46
PP 29.24 29.24 29.24 29.54
S1 28.01 28.01 29.36 28.63
S2 26.41 26.41 29.10
S3 23.58 25.18 28.84
S4 20.75 22.35 28.06
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 30.46 26.91 3.55 12.0% 1.91 6.4% 76% True False 99,466
10 34.74 25.31 9.43 31.8% 2.70 9.1% 46% False False 113,597
20 37.27 25.31 11.96 40.4% 2.56 8.6% 36% False False 108,987
40 48.33 25.31 23.02 77.7% 2.75 9.3% 19% False False 112,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.49
2.618 37.87
1.618 35.04
1.000 33.29
0.618 32.21
HIGH 30.46
0.618 29.38
0.500 29.05
0.382 28.71
LOW 27.63
0.618 25.88
1.000 24.80
1.618 23.05
2.618 20.22
4.250 15.60
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 29.43 29.31
PP 29.24 29.00
S1 29.05 28.69

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

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