NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 05-Mar-2020
Day Change Summary
Previous Current
04-Mar-2020 05-Mar-2020 Change Change % Previous Week
Open 48.55 48.05 -0.50 -1.0% 51.52
High 48.80 48.23 -0.57 -1.2% 52.03
Low 47.43 46.50 -0.93 -2.0% 45.02
Close 47.49 46.72 -0.77 -1.6% 45.73
Range 1.37 1.73 0.36 26.3% 7.01
ATR 1.60 1.61 0.01 0.6% 0.00
Volume 5,592 6,268 676 12.1% 63,687
Daily Pivots for day following 05-Mar-2020
Classic Woodie Camarilla DeMark
R4 52.34 51.26 47.67
R3 50.61 49.53 47.20
R2 48.88 48.88 47.04
R1 47.80 47.80 46.88 47.48
PP 47.15 47.15 47.15 46.99
S1 46.07 46.07 46.56 45.75
S2 45.42 45.42 46.40
S3 43.69 44.34 46.24
S4 41.96 42.61 45.77
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 68.62 64.19 49.59
R3 61.61 57.18 47.66
R2 54.60 54.60 47.02
R1 50.17 50.17 46.37 48.88
PP 47.59 47.59 47.59 46.95
S1 43.16 43.16 45.09 41.87
S2 40.58 40.58 44.44
S3 33.57 36.15 43.80
S4 26.56 29.14 41.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.99 44.69 4.30 9.2% 2.16 4.6% 47% False False 8,791
10 53.26 44.69 8.57 18.3% 1.91 4.1% 24% False False 10,702
20 54.17 44.69 9.48 20.3% 1.39 3.0% 21% False False 11,099
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.58
2.618 52.76
1.618 51.03
1.000 49.96
0.618 49.30
HIGH 48.23
0.618 47.57
0.500 47.37
0.382 47.16
LOW 46.50
0.618 45.43
1.000 44.77
1.618 43.70
2.618 41.97
4.250 39.15
Fisher Pivots for day following 05-Mar-2020
Pivot 1 day 3 day
R1 47.37 47.75
PP 47.15 47.40
S1 46.94 47.06

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

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