NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 06-Mar-2020
Day Change Summary
Previous Current
05-Mar-2020 06-Mar-2020 Change Change % Previous Week
Open 48.05 46.92 -1.13 -2.4% 45.00
High 48.23 47.14 -1.09 -2.3% 48.99
Low 46.50 43.10 -3.40 -7.3% 43.10
Close 46.72 43.24 -3.48 -7.4% 43.24
Range 1.73 4.04 2.31 133.5% 5.89
ATR 1.61 1.78 0.17 10.8% 0.00
Volume 6,268 17,653 11,385 181.6% 50,613
Daily Pivots for day following 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 56.61 53.97 45.46
R3 52.57 49.93 44.35
R2 48.53 48.53 43.98
R1 45.89 45.89 43.61 45.19
PP 44.49 44.49 44.49 44.15
S1 41.85 41.85 42.87 41.15
S2 40.45 40.45 42.50
S3 36.41 37.81 42.13
S4 32.37 33.77 41.02
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 62.78 58.90 46.48
R3 56.89 53.01 44.86
R2 51.00 51.00 44.32
R1 47.12 47.12 43.78 46.12
PP 45.11 45.11 45.11 44.61
S1 41.23 41.23 42.70 40.23
S2 39.22 39.22 42.16
S3 33.33 35.34 41.62
S4 27.44 29.45 40.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.99 43.10 5.89 13.6% 2.48 5.7% 2% False True 10,122
10 52.03 43.10 8.93 20.7% 2.22 5.1% 2% False True 11,430
20 54.17 43.10 11.07 25.6% 1.53 3.5% 1% False True 11,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 64.31
2.618 57.72
1.618 53.68
1.000 51.18
0.618 49.64
HIGH 47.14
0.618 45.60
0.500 45.12
0.382 44.64
LOW 43.10
0.618 40.60
1.000 39.06
1.618 36.56
2.618 32.52
4.250 25.93
Fisher Pivots for day following 06-Mar-2020
Pivot 1 day 3 day
R1 45.12 45.95
PP 44.49 45.05
S1 43.87 44.14

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

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