NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 34.65 33.18 -1.47 -4.2% 39.00
High 34.67 33.71 -0.96 -2.8% 39.00
Low 32.06 31.13 -0.93 -2.9% 31.22
Close 32.28 31.49 -0.79 -2.4% 34.96
Range 2.61 2.58 -0.03 -1.1% 7.78
ATR 2.65 2.65 -0.01 -0.2% 0.00
Volume 26,660 21,140 -5,520 -20.7% 276,702
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 39.85 38.25 32.91
R3 37.27 35.67 32.20
R2 34.69 34.69 31.96
R1 33.09 33.09 31.73 32.60
PP 32.11 32.11 32.11 31.87
S1 30.51 30.51 31.25 30.02
S2 29.53 29.53 31.02
S3 26.95 27.93 30.78
S4 24.37 25.35 30.07
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 31.13 7.87 25.0% 2.68 8.5% 5% False True 42,633
10 48.81 31.13 17.68 56.1% 3.24 10.3% 2% False True 39,577
20 54.30 31.13 23.17 73.6% 2.54 8.1% 2% False True 28,702
40 56.82 31.13 25.69 81.6% 1.88 6.0% 1% False True 21,661
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.68
2.618 40.46
1.618 37.88
1.000 36.29
0.618 35.30
HIGH 33.71
0.618 32.72
0.500 32.42
0.382 32.12
LOW 31.13
0.618 29.54
1.000 28.55
1.618 26.96
2.618 24.38
4.250 20.17
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 32.42 34.09
PP 32.11 33.22
S1 31.80 32.36

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

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