NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 29.50 28.08 -1.42 -4.8% 28.43
High 30.69 29.80 -0.89 -2.9% 30.69
Low 28.11 27.57 -0.54 -1.9% 26.91
Close 28.59 29.08 0.49 1.7% 28.59
Range 2.58 2.23 -0.35 -13.6% 3.78
ATR 2.57 2.55 -0.02 -1.0% 0.00
Volume 96,491 131,574 35,083 36.4% 522,814
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 35.51 34.52 30.31
R3 33.28 32.29 29.69
R2 31.05 31.05 29.49
R1 30.06 30.06 29.28 30.56
PP 28.82 28.82 28.82 29.06
S1 27.83 27.83 28.88 28.33
S2 26.59 26.59 28.67
S3 24.36 25.60 28.47
S4 22.13 23.37 27.85
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 40.07 38.11 30.67
R3 36.29 34.33 29.63
R2 32.51 32.51 29.28
R1 30.55 30.55 28.94 31.53
PP 28.73 28.73 28.73 29.22
S1 26.77 26.77 28.24 27.75
S2 24.95 24.95 27.90
S3 21.17 22.99 27.55
S4 17.39 19.21 26.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.69 26.91 3.78 13.0% 2.14 7.4% 57% False False 110,978
10 33.47 25.31 8.16 28.1% 2.86 9.8% 46% False False 119,590
20 37.27 25.31 11.96 41.1% 2.42 8.3% 32% False False 104,105
40 40.05 25.31 14.74 50.7% 2.73 9.4% 26% False False 113,098
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 True
Bear Hook True
Bull Hook False
Stretch 0.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.28
2.618 35.64
1.618 33.41
1.000 32.03
0.618 31.18
HIGH 29.80
0.618 28.95
0.500 28.69
0.382 28.42
LOW 27.57
0.618 26.19
1.000 25.34
1.618 23.96
2.618 21.73
4.250 18.09
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 28.95 29.13
PP 28.82 29.11
S1 28.69 29.10

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

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