NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 34.88 35.07 0.19 0.5% 39.00
High 37.62 35.32 -2.30 -6.1% 39.54
Low 34.88 32.83 -2.05 -5.9% 31.90
Close 35.58 32.95 -2.63 -7.4% 35.58
Range 2.74 2.49 -0.25 -9.1% 7.64
ATR 2.61 2.62 0.01 0.4% 0.00
Volume 20,479 16,673 -3,806 -18.6% 209,117
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 41.17 39.55 34.32
R3 38.68 37.06 33.63
R2 36.19 36.19 33.41
R1 34.57 34.57 33.18 34.14
PP 33.70 33.70 33.70 33.48
S1 32.08 32.08 32.72 31.65
S2 31.21 31.21 32.49
S3 28.72 29.59 32.27
S4 26.23 27.10 31.58
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 32.83 6.71 20.4% 2.94 8.9% 2% False True 32,813
10 48.99 31.90 17.09 51.9% 3.08 9.4% 6% False False 26,410
20 54.17 31.90 22.27 67.6% 2.38 7.2% 5% False False 18,449
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.90
2.618 41.84
1.618 39.35
1.000 37.81
0.618 36.86
HIGH 35.32
0.618 34.37
0.500 34.08
0.382 33.78
LOW 32.83
0.618 31.29
1.000 30.34
1.618 28.80
2.618 26.31
4.250 22.25
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 34.08 35.23
PP 33.70 34.47
S1 33.33 33.71

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

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