NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 32.85 33.19 0.34 1.0% 29.50
High 33.38 34.20 0.82 2.5% 33.22
Low 31.90 32.52 0.62 1.9% 28.50
Close 32.90 32.91 0.01 0.0% 32.85
Range 1.48 1.68 0.20 13.5% 4.72
ATR 2.56 2.50 -0.06 -2.5% 0.00
Volume 24,134 13,381 -10,753 -44.6% 68,026
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 38.25 37.26 33.83
R3 36.57 35.58 33.37
R2 34.89 34.89 33.22
R1 33.90 33.90 33.06 33.56
PP 33.21 33.21 33.21 33.04
S1 32.22 32.22 32.76 31.88
S2 31.53 31.53 32.60
S3 29.85 30.54 32.45
S4 28.17 28.86 31.99
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 34.20 31.55 2.65 8.1% 1.42 4.3% 51% True False 17,310
10 34.20 27.26 6.94 21.1% 2.56 7.8% 81% True False 18,297
20 48.80 27.26 21.54 65.5% 2.86 8.7% 26% False False 22,558
40 54.17 27.26 26.91 81.8% 2.13 6.5% 21% False False 17,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 41.34
2.618 38.60
1.618 36.92
1.000 35.88
0.618 35.24
HIGH 34.20
0.618 33.56
0.500 33.36
0.382 33.16
LOW 32.52
0.618 31.48
1.000 30.84
1.618 29.80
2.618 28.12
4.250 25.38
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 33.36 33.05
PP 33.21 33.00
S1 33.06 32.96

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

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