NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 02-Mar-2020
Day Change Summary
Previous Current
28-Feb-2020 02-Mar-2020 Change Change % Previous Week
Open 47.20 44.57 -2.63 -5.6% 52.35
High 47.60 47.97 0.37 0.8% 52.35
Low 44.86 44.40 -0.46 -1.0% 44.86
Close 45.58 47.31 1.73 3.8% 45.58
Range 2.74 3.57 0.83 30.3% 7.49
ATR 1.47 1.62 0.15 10.2% 0.00
Volume 23,594 23,881 287 1.2% 105,355
Daily Pivots for day following 02-Mar-2020
Classic Woodie Camarilla DeMark
R4 57.27 55.86 49.27
R3 53.70 52.29 48.29
R2 50.13 50.13 47.96
R1 48.72 48.72 47.64 49.43
PP 46.56 46.56 46.56 46.91
S1 45.15 45.15 46.98 45.86
S2 42.99 42.99 46.66
S3 39.42 41.58 46.33
S4 35.85 38.01 45.35
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 70.07 65.31 49.70
R3 62.58 57.82 47.64
R2 55.09 55.09 46.95
R1 50.33 50.33 46.27 48.97
PP 47.60 47.60 47.60 46.91
S1 42.84 42.84 44.89 41.48
S2 40.11 40.11 44.21
S3 32.62 35.35 43.52
S4 25.13 27.86 41.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.02 44.40 7.62 16.1% 2.48 5.2% 38% False True 21,016
10 54.30 44.40 9.90 20.9% 1.76 3.7% 29% False True 17,480
20 54.30 44.40 9.90 20.9% 1.46 3.1% 29% False True 18,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 63.14
2.618 57.32
1.618 53.75
1.000 51.54
0.618 50.18
HIGH 47.97
0.618 46.61
0.500 46.19
0.382 45.76
LOW 44.40
0.618 42.19
1.000 40.83
1.618 38.62
2.618 35.05
4.250 29.23
Fisher Pivots for day following 02-Mar-2020
Pivot 1 day 3 day
R1 46.94 47.07
PP 46.56 46.83
S1 46.19 46.60

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

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