NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 30.76 31.30 0.54 1.8% 34.65
High 31.91 32.48 0.57 1.8% 34.67
Low 30.33 30.70 0.37 1.2% 26.36
Close 30.94 32.14 1.20 3.9% 28.80
Range 1.58 1.78 0.20 12.7% 8.31
ATR 3.03 2.94 -0.09 -2.9% 0.00
Volume 15,846 22,727 6,881 43.4% 172,896
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.11 36.41 33.12
R3 35.33 34.63 32.63
R2 33.55 33.55 32.47
R1 32.85 32.85 32.30 33.20
PP 31.77 31.77 31.77 31.95
S1 31.07 31.07 31.98 31.42
S2 29.99 29.99 31.81
S3 28.21 29.29 31.65
S4 26.43 27.51 31.16
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 27.50 5.76 17.9% 3.08 9.6% 81% False False 28,706
10 37.05 26.36 10.69 33.3% 3.10 9.6% 54% False False 36,210
20 49.00 26.36 22.64 70.4% 3.17 9.9% 26% False False 33,583
40 54.30 26.36 27.94 86.9% 2.20 6.8% 21% False False 24,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.05
2.618 37.14
1.618 35.36
1.000 34.26
0.618 33.58
HIGH 32.48
0.618 31.80
0.500 31.59
0.382 31.38
LOW 30.70
0.618 29.60
1.000 28.92
1.618 27.82
2.618 26.04
4.250 23.14
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 31.96 31.49
PP 31.77 30.83
S1 31.59 30.18

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

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