NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 34.82 34.65 -0.17 -0.5% 39.00
High 37.05 34.67 -2.38 -6.4% 39.00
Low 34.30 32.06 -2.24 -6.5% 31.22
Close 34.96 32.28 -2.68 -7.7% 34.96
Range 2.75 2.61 -0.14 -5.1% 7.78
ATR 2.63 2.65 0.02 0.7% 0.00
Volume 31,951 26,660 -5,291 -16.6% 276,702
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 40.83 39.17 33.72
R3 38.22 36.56 33.00
R2 35.61 35.61 32.76
R1 33.95 33.95 32.52 33.48
PP 33.00 33.00 33.00 32.77
S1 31.34 31.34 32.04 30.87
S2 30.39 30.39 31.80
S3 27.78 28.73 31.56
S4 25.17 26.12 30.84
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 58.40 54.46 39.24
R3 50.62 46.68 37.10
R2 42.84 42.84 36.39
R1 38.90 38.90 35.67 36.98
PP 35.06 35.06 35.06 34.10
S1 31.12 31.12 34.25 29.20
S2 27.28 27.28 33.53
S3 19.50 23.34 32.82
S4 11.72 15.56 30.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.00 32.06 6.94 21.5% 2.95 9.1% 3% False True 44,972
10 49.00 31.22 17.78 55.1% 3.15 9.8% 6% False False 38,629
20 54.30 31.22 23.08 71.5% 2.46 7.6% 5% False False 28,055
40 56.82 31.22 25.60 79.3% 1.83 5.7% 4% False False 21,216
Crabel Price Patterns
NR True
NR4 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.76
2.618 41.50
1.618 38.89
1.000 37.28
0.618 36.28
HIGH 34.67
0.618 33.67
0.500 33.37
0.382 33.06
LOW 32.06
0.618 30.45
1.000 29.45
1.618 27.84
2.618 25.23
4.250 20.97
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 33.37 34.56
PP 33.00 33.80
S1 32.64 33.04

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

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