NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 35.07 33.17 -1.90 -5.4% 39.00
High 35.32 34.37 -0.95 -2.7% 39.54
Low 32.83 31.80 -1.03 -3.1% 31.90
Close 32.95 32.25 -0.70 -2.1% 35.58
Range 2.49 2.57 0.08 3.2% 7.64
ATR 2.62 2.61 0.00 -0.1% 0.00
Volume 16,673 12,896 -3,777 -22.7% 209,117
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 40.52 38.95 33.66
R3 37.95 36.38 32.96
R2 35.38 35.38 32.72
R1 33.81 33.81 32.49 33.31
PP 32.81 32.81 32.81 32.56
S1 31.24 31.24 32.01 30.74
S2 30.24 30.24 31.78
S3 27.67 28.67 31.54
S4 25.10 26.10 30.84
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 31.80 7.74 24.0% 2.66 8.3% 6% False True 30,884
10 48.80 31.80 17.00 52.7% 3.15 9.8% 3% False True 26,819
20 54.17 31.80 22.37 69.4% 2.46 7.6% 2% False True 18,826
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.29
2.618 41.10
1.618 38.53
1.000 36.94
0.618 35.96
HIGH 34.37
0.618 33.39
0.500 33.09
0.382 32.78
LOW 31.80
0.618 30.21
1.000 29.23
1.618 27.64
2.618 25.07
4.250 20.88
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 33.09 34.71
PP 32.81 33.89
S1 32.53 33.07

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

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