NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 28.90 31.07 2.17 7.5% 35.07
High 32.77 33.85 1.08 3.3% 35.32
Low 28.56 29.36 0.80 2.8% 27.26
Close 31.33 29.52 -1.81 -5.8% 29.52
Range 4.21 4.49 0.28 6.7% 8.06
ATR 2.99 3.09 0.11 3.6% 0.00
Volume 21,687 15,888 -5,799 -26.7% 107,003
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.38 41.44 31.99
R3 39.89 36.95 30.75
R2 35.40 35.40 30.34
R1 32.46 32.46 29.93 31.69
PP 30.91 30.91 30.91 30.52
S1 27.97 27.97 29.11 27.20
S2 26.42 26.42 28.70
S3 21.93 23.48 28.29
S4 17.44 18.99 27.05
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 54.88 50.26 33.95
R3 46.82 42.20 31.74
R2 38.76 38.76 31.00
R1 34.14 34.14 30.26 32.42
PP 30.70 30.70 30.70 29.84
S1 26.08 26.08 28.78 24.36
S2 22.64 22.64 28.04
S3 14.58 18.02 27.30
S4 6.52 9.96 25.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.32 27.26 8.06 27.3% 3.81 12.9% 28% False False 21,400
10 39.54 27.26 12.28 41.6% 3.84 13.0% 18% False False 31,612
20 52.03 27.26 24.77 83.9% 3.03 10.3% 9% False False 21,521
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.93
2.618 45.60
1.618 41.11
1.000 38.34
0.618 36.62
HIGH 33.85
0.618 32.13
0.500 31.61
0.382 31.08
LOW 29.36
0.618 26.59
1.000 24.87
1.618 22.10
2.618 17.61
4.250 10.28
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 31.61 30.56
PP 30.91 30.21
S1 30.22 29.87

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

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