NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 28.37 30.36 1.99 7.0% 34.65
High 32.19 33.26 1.07 3.3% 34.67
Low 27.50 28.69 1.19 4.3% 26.36
Close 30.65 28.80 -1.85 -6.0% 28.80
Range 4.69 4.57 -0.12 -2.6% 8.31
ATR 3.05 3.16 0.11 3.6% 0.00
Volume 45,549 38,754 -6,795 -14.9% 172,896
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 43.96 40.95 31.31
R3 39.39 36.38 30.06
R2 34.82 34.82 29.64
R1 31.81 31.81 29.22 31.03
PP 30.25 30.25 30.25 29.86
S1 27.24 27.24 28.38 26.46
S2 25.68 25.68 27.96
S3 21.11 22.67 27.54
S4 16.54 18.10 26.29
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 54.87 50.15 33.37
R3 46.56 41.84 31.09
R2 38.25 38.25 30.32
R1 33.53 33.53 29.56 31.74
PP 29.94 29.94 29.94 29.05
S1 25.22 25.22 28.04 23.43
S2 21.63 21.63 27.28
S3 13.32 16.91 26.51
S4 5.01 8.60 24.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.67 26.36 8.31 28.9% 3.99 13.8% 29% False False 34,579
10 39.00 26.36 12.64 43.9% 3.99 13.8% 19% False False 44,959
20 52.35 26.36 25.99 90.2% 3.14 10.9% 9% False False 33,088
40 54.30 26.36 27.94 97.0% 2.15 7.5% 9% False False 23,908
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 0.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.68
2.618 45.22
1.618 40.65
1.000 37.83
0.618 36.08
HIGH 33.26
0.618 31.51
0.500 30.98
0.382 30.44
LOW 28.69
0.618 25.87
1.000 24.12
1.618 21.30
2.618 16.73
4.250 9.27
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 30.98 29.81
PP 30.25 29.47
S1 29.53 29.14

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

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