NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 31.07 29.50 -1.57 -5.1% 35.07
High 33.85 31.42 -2.43 -7.2% 35.32
Low 29.36 28.50 -0.86 -2.9% 27.26
Close 29.52 30.88 1.36 4.6% 29.52
Range 4.49 2.92 -1.57 -35.0% 8.06
ATR 3.09 3.08 -0.01 -0.4% 0.00
Volume 15,888 10,282 -5,606 -35.3% 107,003
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 39.03 37.87 32.49
R3 36.11 34.95 31.68
R2 33.19 33.19 31.42
R1 32.03 32.03 31.15 32.61
PP 30.27 30.27 30.27 30.56
S1 29.11 29.11 30.61 29.69
S2 27.35 27.35 30.34
S3 24.43 26.19 30.08
S4 21.51 23.27 29.27
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 34.37 27.26 7.11 23.0% 3.90 12.6% 51% False False 20,122
10 39.54 27.26 12.28 39.8% 3.42 11.1% 29% False False 26,467
20 51.98 27.26 24.72 80.1% 3.11 10.1% 15% False False 21,201
Crabel Price Patterns
NR True
NR4 True
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 0.73
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.83
2.618 39.06
1.618 36.14
1.000 34.34
0.618 33.22
HIGH 31.42
0.618 30.30
0.500 29.96
0.382 29.62
LOW 28.50
0.618 26.70
1.000 25.58
1.618 23.78
2.618 20.86
4.250 16.09
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 30.57 31.18
PP 30.27 31.08
S1 29.96 30.98

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

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