NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 09-Mar-2020
Day Change Summary
Previous Current
06-Mar-2020 09-Mar-2020 Change Change % Previous Week
Open 46.92 39.00 -7.92 -16.9% 45.00
High 47.14 39.00 -8.14 -17.3% 48.99
Low 43.10 31.90 -11.20 -26.0% 43.10
Close 43.24 34.86 -8.38 -19.4% 43.24
Range 4.04 7.10 3.06 75.7% 5.89
ATR 1.78 2.47 0.68 38.3% 0.00
Volume 17,653 61,723 44,070 249.6% 50,613
Daily Pivots for day following 09-Mar-2020
Classic Woodie Camarilla DeMark
R4 56.55 52.81 38.77
R3 49.45 45.71 36.81
R2 42.35 42.35 36.16
R1 38.61 38.61 35.51 36.93
PP 35.25 35.25 35.25 34.42
S1 31.51 31.51 34.21 29.83
S2 28.15 28.15 33.56
S3 21.05 24.41 32.91
S4 13.95 17.31 30.96
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 31.90 17.09 49.0% 3.23 9.3% 17% False True 20,006
10 51.98 31.90 20.08 57.6% 2.80 8.0% 15% False True 15,934
20 54.17 31.90 22.27 63.9% 1.84 5.3% 13% False True 13,500
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 0.27
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 69.18
2.618 57.59
1.618 50.49
1.000 46.10
0.618 43.39
HIGH 39.00
0.618 36.29
0.500 35.45
0.382 34.61
LOW 31.90
0.618 27.51
1.000 24.80
1.618 20.41
2.618 13.31
4.250 1.73
Fisher Pivots for day following 09-Mar-2020
Pivot 1 day 3 day
R1 35.45 40.07
PP 35.25 38.33
S1 35.06 36.60

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

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