NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 30.36 29.20 -1.16 -3.8% 34.65
High 33.26 30.67 -2.59 -7.8% 34.67
Low 28.69 27.88 -0.81 -2.8% 26.36
Close 28.80 30.17 1.37 4.8% 28.80
Range 4.57 2.79 -1.78 -38.9% 8.31
ATR 3.16 3.13 -0.03 -0.8% 0.00
Volume 38,754 20,655 -18,099 -46.7% 172,896
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.94 36.85 31.70
R3 35.15 34.06 30.94
R2 32.36 32.36 30.68
R1 31.27 31.27 30.43 31.82
PP 29.57 29.57 29.57 29.85
S1 28.48 28.48 29.91 29.03
S2 26.78 26.78 29.66
S3 23.99 25.69 29.40
S4 21.20 22.90 28.64
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 33.71 26.36 7.35 24.4% 4.02 13.3% 52% False False 33,378
10 39.00 26.36 12.64 41.9% 3.49 11.6% 30% False False 39,175
20 52.02 26.36 25.66 85.1% 3.20 10.6% 15% False False 32,913
40 54.30 26.36 27.94 92.6% 2.17 7.2% 14% False False 24,323
Crabel Price Patterns
NR True
NR4 True
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 0.73
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 42.53
2.618 37.97
1.618 35.18
1.000 33.46
0.618 32.39
HIGH 30.67
0.618 29.60
0.500 29.28
0.382 28.95
LOW 27.88
0.618 26.16
1.000 25.09
1.618 23.37
2.618 20.58
4.250 16.02
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 29.87 30.38
PP 29.57 30.31
S1 29.28 30.24

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

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