NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 31.30 32.14 0.84 2.7% 34.65
High 32.48 32.57 0.09 0.3% 34.67
Low 30.70 31.38 0.68 2.2% 26.36
Close 32.14 31.62 -0.52 -1.6% 28.80
Range 1.78 1.19 -0.59 -33.1% 8.31
ATR 2.94 2.82 -0.13 -4.3% 0.00
Volume 22,727 25,608 2,881 12.7% 172,896
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 35.43 34.71 32.27
R3 34.24 33.52 31.95
R2 33.05 33.05 31.84
R1 32.33 32.33 31.73 32.10
PP 31.86 31.86 31.86 31.74
S1 31.14 31.14 31.51 30.91
S2 30.67 30.67 31.40
S3 29.48 29.95 31.29
S4 28.29 28.76 30.97
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 27.88 5.38 17.0% 2.38 7.5% 70% False False 24,718
10 37.05 26.36 10.69 33.8% 3.00 9.5% 49% False False 28,968
20 49.00 26.36 22.64 71.6% 3.13 9.9% 23% False False 33,242
40 54.30 26.36 27.94 88.4% 2.21 7.0% 19% False False 25,248
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 37.63
2.618 35.69
1.618 34.50
1.000 33.76
0.618 33.31
HIGH 32.57
0.618 32.12
0.500 31.98
0.382 31.83
LOW 31.38
0.618 30.64
1.000 30.19
1.618 29.45
2.618 28.26
4.250 26.32
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 31.98 31.56
PP 31.86 31.51
S1 31.74 31.45

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

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