NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 32.14 31.78 -0.36 -1.1% 29.20
High 32.57 32.50 -0.07 -0.2% 32.57
Low 31.38 31.52 0.14 0.4% 27.88
Close 31.62 32.14 0.52 1.6% 32.14
Range 1.19 0.98 -0.21 -17.6% 4.69
ATR 2.82 2.69 -0.13 -4.7% 0.00
Volume 25,608 31,643 6,035 23.6% 116,479
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 34.99 34.55 32.68
R3 34.01 33.57 32.41
R2 33.03 33.03 32.32
R1 32.59 32.59 32.23 32.81
PP 32.05 32.05 32.05 32.17
S1 31.61 31.61 32.05 31.83
S2 31.07 31.07 31.96
S3 30.09 30.63 31.87
S4 29.11 29.65 31.60
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.93 43.23 34.72
R3 40.24 38.54 33.43
R2 35.55 35.55 33.00
R1 33.85 33.85 32.57 34.70
PP 30.86 30.86 30.86 31.29
S1 29.16 29.16 31.71 30.01
S2 26.17 26.17 31.28
S3 21.48 24.47 30.85
S4 16.79 19.78 29.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.57 27.88 4.69 14.6% 1.66 5.2% 91% False False 23,295
10 34.67 26.36 8.31 25.9% 2.83 8.8% 70% False False 28,937
20 49.00 26.36 22.64 70.4% 3.04 9.5% 26% False False 33,644
40 54.30 26.36 27.94 86.9% 2.20 6.8% 21% False False 25,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 36.67
2.618 35.07
1.618 34.09
1.000 33.48
0.618 33.11
HIGH 32.50
0.618 32.13
0.500 32.01
0.382 31.89
LOW 31.52
0.618 30.91
1.000 30.54
1.618 29.93
2.618 28.95
4.250 27.36
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 32.10 31.97
PP 32.05 31.80
S1 32.01 31.64

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

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