NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 33.81 37.30 3.49 10.3% 44.57
High 37.73 39.00 1.27 3.4% 49.00
Low 33.77 35.73 1.96 5.8% 42.78
Close 37.05 36.14 -0.91 -2.5% 42.92
Range 3.96 3.27 -0.69 -17.4% 6.22
ATR 2.61 2.66 0.05 1.8% 0.00
Volume 32,836 35,381 2,545 7.8% 106,817
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 46.77 44.72 37.94
R3 43.50 41.45 37.04
R2 40.23 40.23 36.74
R1 38.18 38.18 36.44 37.57
PP 36.96 36.96 36.96 36.65
S1 34.91 34.91 35.84 34.30
S2 33.69 33.69 35.54
S3 30.42 31.64 35.24
S4 27.15 28.37 34.34
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 63.56 59.46 46.34
R3 57.34 53.24 44.63
R2 51.12 51.12 44.06
R1 47.02 47.02 43.49 45.96
PP 44.90 44.90 44.90 44.37
S1 40.80 40.80 42.35 39.74
S2 38.68 38.68 41.78
S3 32.46 34.58 41.21
S4 26.24 28.36 39.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.15 31.22 16.93 46.8% 4.15 11.5% 29% False False 41,014
10 49.00 31.22 17.78 49.2% 3.23 8.9% 28% False False 30,956
20 54.30 31.22 23.08 63.9% 2.22 6.2% 21% False False 22,550
40 56.82 31.22 25.60 70.8% 1.69 4.7% 19% False False 17,981
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.90
2.618 47.56
1.618 44.29
1.000 42.27
0.618 41.02
HIGH 39.00
0.618 37.75
0.500 37.37
0.382 36.98
LOW 35.73
0.618 33.71
1.000 32.46
1.618 30.44
2.618 27.17
4.250 21.83
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 37.37 35.80
PP 36.96 35.45
S1 36.55 35.11

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

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