NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 31.44 31.84 0.40 1.3% 35.07
High 32.59 33.17 0.58 1.8% 35.32
Low 31.03 31.55 0.52 1.7% 27.26
Close 31.62 32.83 1.21 3.8% 29.52
Range 1.56 1.62 0.06 3.8% 8.06
ATR 2.98 2.89 -0.10 -3.3% 0.00
Volume 8,707 13,138 4,431 50.9% 107,003
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.38 36.72 33.72
R3 35.76 35.10 33.28
R2 34.14 34.14 33.13
R1 33.48 33.48 32.98 33.81
PP 32.52 32.52 32.52 32.68
S1 31.86 31.86 32.68 32.19
S2 30.90 30.90 32.53
S3 29.28 30.24 32.38
S4 27.66 28.62 31.94
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 33.85 28.50 5.35 16.3% 2.96 9.0% 81% False False 13,940
10 37.62 27.26 10.36 31.6% 3.04 9.2% 54% False False 23,787
20 48.99 27.26 21.73 66.2% 3.07 9.3% 26% False False 21,309
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 40.06
2.618 37.41
1.618 35.79
1.000 34.79
0.618 34.17
HIGH 33.17
0.618 32.55
0.500 32.36
0.382 32.17
LOW 31.55
0.618 30.55
1.000 29.93
1.618 28.93
2.618 27.31
4.250 24.67
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 32.67 32.17
PP 32.52 31.50
S1 32.36 30.84

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

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