NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 27-Apr-2020

Day Change Summary
	Previous	Current
	24-Apr-2020	27-Apr-2020	Change	Change %	Previous Week
Open	29.88	29.21	-0.67	-2.2%	34.22
High	30.66	29.27	-1.39	-4.5%	34.50
Low	28.84	27.88	-0.96	-3.3%	26.22
Close	29.13	28.29	-0.84	-2.9%	29.13
Range	1.82	1.39	-0.43	-23.6%	8.28
ATR	2.29	2.22	-0.06	-2.8%	0.00
Volume	6,288	5,866	-422	-6.7%	63,233

Daily Pivots for day following 27-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	32.65	31.86	29.05
R3	31.26	30.47	28.67
R2	29.87	29.87	28.54
R1	29.08	29.08	28.42	28.78
PP	28.48	28.48	28.48	28.33
S1	27.69	27.69	28.16	27.39
S2	27.09	27.09	28.04
S3	25.70	26.30	27.91
S4	24.31	24.91	27.53

Weekly Pivots for week ending 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.79	50.24	33.68
R3	46.51	41.96	31.41
R2	38.23	38.23	30.65
R1	33.68	33.68	29.89	31.82
PP	29.95	29.95	29.95	29.02
S1	25.40	25.40	28.37	23.54
S2	21.67	21.67	27.61
S3	13.39	17.12	26.85
S4	5.11	8.84	24.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	33.69	26.22	7.47	26.4%	3.27	11.6%	28%	False	False	11,745
10	37.52	26.22	11.30	39.9%	2.48	8.8%	18%	False	False	10,072

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	35.18
2.618	32.91
1.618	31.52
1.000	30.66
0.618	30.13
HIGH	29.27
0.618	28.74
0.500	28.58
0.382	28.41
LOW	27.88
0.618	27.02
1.000	26.49
1.618	25.63
2.618	24.24
4.250	21.97

Fisher Pivots for day following 27-Apr-2020
Pivot	1 day	3 day
R1	28.58	29.75
PP	28.48	29.26
S1	28.39	28.78

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols