NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 03-Mar-2020
Day Change Summary
Previous Current
02-Mar-2020 03-Mar-2020 Change Change % Previous Week
Open 44.57 48.22 3.65 8.2% 52.35
High 47.97 49.00 1.03 2.1% 52.35
Low 44.40 47.23 2.83 6.4% 44.86
Close 47.31 47.59 0.28 0.6% 45.58
Range 3.57 1.77 -1.80 -50.4% 7.49
ATR 1.62 1.63 0.01 0.6% 0.00
Volume 23,881 11,667 -12,214 -51.1% 105,355
Daily Pivots for day following 03-Mar-2020
Classic Woodie Camarilla DeMark
R4 53.25 52.19 48.56
R3 51.48 50.42 48.08
R2 49.71 49.71 47.91
R1 48.65 48.65 47.75 48.30
PP 47.94 47.94 47.94 47.76
S1 46.88 46.88 47.43 46.53
S2 46.17 46.17 47.27
S3 44.40 45.11 47.10
S4 42.63 43.34 46.62
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 50.44 44.40 6.04 12.7% 2.39 5.0% 53% False False 21,391
10 54.30 44.40 9.90 20.8% 1.85 3.9% 32% False False 17,827
20 54.30 44.40 9.90 20.8% 1.48 3.1% 32% False False 17,894
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 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.52
2.618 53.63
1.618 51.86
1.000 50.77
0.618 50.09
HIGH 49.00
0.618 48.32
0.500 48.12
0.382 47.91
LOW 47.23
0.618 46.14
1.000 45.46
1.618 44.37
2.618 42.60
4.250 39.71
Fisher Pivots for day following 03-Mar-2020
Pivot 1 day 3 day
R1 48.12 47.29
PP 47.94 47.00
S1 47.77 46.70

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

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