NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 31.24 28.37 -2.87 -9.2% 39.00
High 31.84 32.19 0.35 1.1% 39.00
Low 26.36 27.50 1.14 4.3% 31.22
Close 26.56 30.65 4.09 15.4% 34.96
Range 5.48 4.69 -0.79 -14.4% 7.78
ATR 2.85 3.05 0.20 7.0% 0.00
Volume 40,793 45,549 4,756 11.7% 276,702
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.18 42.11 33.23
R3 39.49 37.42 31.94
R2 34.80 34.80 31.51
R1 32.73 32.73 31.08 33.77
PP 30.11 30.11 30.11 30.63
S1 28.04 28.04 30.22 29.08
S2 25.42 25.42 29.79
S3 20.73 23.35 29.36
S4 16.04 18.66 28.07
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 37.05 26.36 10.69 34.9% 3.62 11.8% 40% False False 33,218
10 46.84 26.36 20.48 66.8% 3.94 12.8% 21% False False 45,628
20 53.32 26.36 26.96 88.0% 2.96 9.6% 16% False False 31,986
40 54.51 26.36 28.15 91.8% 2.07 6.7% 15% False False 23,246
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.12
2.618 44.47
1.618 39.78
1.000 36.88
0.618 35.09
HIGH 32.19
0.618 30.40
0.500 29.85
0.382 29.29
LOW 27.50
0.618 24.60
1.000 22.81
1.618 19.91
2.618 15.22
4.250 7.57
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 30.38 30.45
PP 30.11 30.24
S1 29.85 30.04

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

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