NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 39.00 34.46 -4.54 -11.6% 45.00
High 39.00 38.31 -0.69 -1.8% 48.99
Low 31.90 34.35 2.45 7.7% 43.10
Close 34.86 37.56 2.70 7.7% 43.24
Range 7.10 3.96 -3.14 -44.2% 5.89
ATR 2.47 2.57 0.11 4.3% 0.00
Volume 61,723 22,543 -39,180 -63.5% 50,613
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 48.62 47.05 39.74
R3 44.66 43.09 38.65
R2 40.70 40.70 38.29
R1 39.13 39.13 37.92 39.92
PP 36.74 36.74 36.74 37.13
S1 35.17 35.17 37.20 35.96
S2 32.78 32.78 36.83
S3 28.82 31.21 36.47
S4 24.86 27.25 35.38
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 48.80 31.90 16.90 45.0% 3.64 9.7% 33% False False 22,755
10 50.44 31.90 18.54 49.4% 2.98 7.9% 31% False False 17,376
20 54.17 31.90 22.27 59.3% 2.00 5.3% 25% False False 13,946
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.14
2.618 48.68
1.618 44.72
1.000 42.27
0.618 40.76
HIGH 38.31
0.618 36.80
0.500 36.33
0.382 35.86
LOW 34.35
0.618 31.90
1.000 30.39
1.618 27.94
2.618 23.98
4.250 17.52
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 37.15 39.52
PP 36.74 38.87
S1 36.33 38.21

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

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