NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 29.20 30.76 1.56 5.3% 34.65
High 30.67 31.91 1.24 4.0% 34.67
Low 27.88 30.33 2.45 8.8% 26.36
Close 30.17 30.94 0.77 2.6% 28.80
Range 2.79 1.58 -1.21 -43.4% 8.31
ATR 3.13 3.03 -0.10 -3.2% 0.00
Volume 20,655 15,846 -4,809 -23.3% 172,896
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 35.80 34.95 31.81
R3 34.22 33.37 31.37
R2 32.64 32.64 31.23
R1 31.79 31.79 31.08 32.22
PP 31.06 31.06 31.06 31.27
S1 30.21 30.21 30.80 30.64
S2 29.48 29.48 30.65
S3 27.90 28.63 30.51
S4 26.32 27.05 30.07
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 33.26 26.36 6.90 22.3% 3.82 12.4% 66% False False 32,319
10 39.00 26.36 12.64 40.9% 3.25 10.5% 36% False False 37,476
20 50.44 26.36 24.08 77.8% 3.17 10.2% 19% False False 33,216
40 54.30 26.36 27.94 90.3% 2.18 7.0% 16% False False 24,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.77
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 38.63
2.618 36.05
1.618 34.47
1.000 33.49
0.618 32.89
HIGH 31.91
0.618 31.31
0.500 31.12
0.382 30.93
LOW 30.33
0.618 29.35
1.000 28.75
1.618 27.77
2.618 26.19
4.250 23.62
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 31.12 30.82
PP 31.06 30.69
S1 31.00 30.57

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

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