NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 37.30 36.25 -1.05 -2.8% 44.57
High 39.00 36.38 -2.62 -6.7% 49.00
Low 35.73 34.21 -1.52 -4.3% 42.78
Close 36.14 35.10 -1.04 -2.9% 42.92
Range 3.27 2.17 -1.10 -33.6% 6.22
ATR 2.66 2.62 -0.03 -1.3% 0.00
Volume 35,381 98,034 62,653 177.1% 106,817
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 41.74 40.59 36.29
R3 39.57 38.42 35.70
R2 37.40 37.40 35.50
R1 36.25 36.25 35.30 35.74
PP 35.23 35.23 35.23 34.98
S1 34.08 34.08 34.90 33.57
S2 33.06 33.06 34.70
S3 30.89 31.91 34.50
S4 28.72 29.74 33.91
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 46.84 31.22 15.62 44.5% 4.25 12.1% 25% False False 58,037
10 49.00 31.22 17.78 50.7% 3.25 9.3% 22% False False 37,516
20 54.30 31.22 23.08 65.8% 2.27 6.5% 17% False False 26,522
40 56.82 31.22 25.60 72.9% 1.73 4.9% 15% False False 20,102
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 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.60
2.618 42.06
1.618 39.89
1.000 38.55
0.618 37.72
HIGH 36.38
0.618 35.55
0.500 35.30
0.382 35.04
LOW 34.21
0.618 32.87
1.000 32.04
1.618 30.70
2.618 28.53
4.250 24.99
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 35.30 36.39
PP 35.23 35.96
S1 35.17 35.53

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

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