NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 31.84 33.13 1.29 4.1% 35.07
High 33.17 33.22 0.05 0.2% 35.32
Low 31.55 31.89 0.34 1.1% 27.26
Close 32.83 32.26 -0.57 -1.7% 29.52
Range 1.62 1.33 -0.29 -17.9% 8.06
ATR 2.89 2.77 -0.11 -3.9% 0.00
Volume 13,138 15,853 2,715 20.7% 107,003
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 36.45 35.68 32.99
R3 35.12 34.35 32.63
R2 33.79 33.79 32.50
R1 33.02 33.02 32.38 32.74
PP 32.46 32.46 32.46 32.32
S1 31.69 31.69 32.14 31.41
S2 31.13 31.13 32.02
S3 29.80 30.36 31.89
S4 28.47 29.03 31.53
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 16.6% 2.38 7.4% 70% False False 12,773
10 37.62 27.26 10.36 32.1% 2.92 9.1% 48% False False 17,546
20 48.99 27.26 21.73 67.4% 3.03 9.4% 23% False False 21,285
40 54.17 27.26 26.91 83.4% 2.12 6.6% 19% False False 16,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 38.87
2.618 36.70
1.618 35.37
1.000 34.55
0.618 34.04
HIGH 33.22
0.618 32.71
0.500 32.56
0.382 32.40
LOW 31.89
0.618 31.07
1.000 30.56
1.618 29.74
2.618 28.41
4.250 26.24
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 32.56 32.22
PP 32.46 32.17
S1 32.36 32.13

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

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