NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 32.75 32.85 0.10 0.3% 29.50
High 33.19 33.38 0.19 0.6% 33.22
Low 32.19 31.90 -0.29 -0.9% 28.50
Close 32.85 32.90 0.05 0.2% 32.85
Range 1.00 1.48 0.48 48.0% 4.72
ATR 2.65 2.56 -0.08 -3.1% 0.00
Volume 20,046 24,134 4,088 20.4% 68,026
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.17 36.51 33.71
R3 35.69 35.03 33.31
R2 34.21 34.21 33.17
R1 33.55 33.55 33.04 33.88
PP 32.73 32.73 32.73 32.89
S1 32.07 32.07 32.76 32.40
S2 31.25 31.25 32.63
S3 29.77 30.59 32.49
S4 28.29 29.11 32.09
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 45.68 43.99 35.45
R3 40.96 39.27 34.15
R2 36.24 36.24 33.72
R1 34.55 34.55 33.28 35.40
PP 31.52 31.52 31.52 31.95
S1 29.83 29.83 32.42 30.68
S2 26.80 26.80 31.98
S3 22.08 25.11 31.55
S4 17.36 20.39 30.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.38 31.03 2.35 7.1% 1.40 4.2% 80% True False 16,375
10 34.37 27.26 7.11 21.6% 2.65 8.1% 79% False False 18,249
20 48.99 27.26 21.73 66.0% 2.87 8.7% 26% False False 22,329
40 54.17 27.26 26.91 81.8% 2.12 6.4% 21% False False 17,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.67
2.618 37.25
1.618 35.77
1.000 34.86
0.618 34.29
HIGH 33.38
0.618 32.81
0.500 32.64
0.382 32.47
LOW 31.90
0.618 30.99
1.000 30.42
1.618 29.51
2.618 28.03
4.250 25.61
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 32.81 32.81
PP 32.73 32.72
S1 32.64 32.64

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

View Archives - Comment on this page... - Back to Index of Symbols