NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 37.99 36.81 -1.18 -3.1% 45.00
High 39.54 37.31 -2.23 -5.6% 48.99
Low 36.46 34.87 -1.59 -4.4% 43.10
Close 36.73 35.80 -0.93 -2.5% 43.24
Range 3.08 2.44 -0.64 -20.8% 5.89
ATR 2.61 2.60 -0.01 -0.5% 0.00
Volume 26,104 78,268 52,164 199.8% 50,613
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 43.31 42.00 37.14
R3 40.87 39.56 36.47
R2 38.43 38.43 36.25
R1 37.12 37.12 36.02 36.56
PP 35.99 35.99 35.99 35.71
S1 34.68 34.68 35.58 34.12
S2 33.55 33.55 35.35
S3 31.11 32.24 35.13
S4 28.67 29.80 34.46
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 47.14 31.90 15.24 42.6% 4.12 11.5% 26% False False 41,258
10 48.99 31.90 17.09 47.7% 3.14 8.8% 23% False False 25,024
20 54.17 31.90 22.27 62.2% 2.20 6.1% 18% False False 17,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.68
2.618 43.70
1.618 41.26
1.000 39.75
0.618 38.82
HIGH 37.31
0.618 36.38
0.500 36.09
0.382 35.80
LOW 34.87
0.618 33.36
1.000 32.43
1.618 30.92
2.618 28.48
4.250 24.50
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 36.09 36.95
PP 35.99 36.56
S1 35.90 36.18

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

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