NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 36.81 34.88 -1.93 -5.2% 39.00
High 37.31 37.62 0.31 0.8% 39.54
Low 34.87 34.88 0.01 0.0% 31.90
Close 35.80 35.58 -0.22 -0.6% 35.58
Range 2.44 2.74 0.30 12.3% 7.64
ATR 2.60 2.61 0.01 0.4% 0.00
Volume 78,268 20,479 -57,789 -73.8% 209,117
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.25 42.65 37.09
R3 41.51 39.91 36.33
R2 38.77 38.77 36.08
R1 37.17 37.17 35.83 37.97
PP 36.03 36.03 36.03 36.43
S1 34.43 34.43 35.33 35.23
S2 33.29 33.29 35.08
S3 30.55 31.69 34.83
S4 27.81 28.95 34.07
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 58.59 54.73 39.78
R3 50.95 47.09 37.68
R2 43.31 43.31 36.98
R1 39.45 39.45 36.28 37.56
PP 35.67 35.67 35.67 34.73
S1 31.81 31.81 34.88 29.92
S2 28.03 28.03 34.18
S3 20.39 24.17 33.48
S4 12.75 16.53 31.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.54 31.90 7.64 21.5% 3.86 10.9% 48% False False 41,823
10 48.99 31.90 17.09 48.0% 3.17 8.9% 22% False False 25,973
20 54.17 31.90 22.27 62.6% 2.29 6.4% 17% False False 17,956
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.27
2.618 44.79
1.618 42.05
1.000 40.36
0.618 39.31
HIGH 37.62
0.618 36.57
0.500 36.25
0.382 35.93
LOW 34.88
0.618 33.19
1.000 32.14
1.618 30.45
2.618 27.71
4.250 23.24
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 36.25 37.21
PP 36.03 36.66
S1 35.80 36.12

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

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