NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 38.47 34.67 -3.80 -9.9% 45.45
High 38.47 38.90 0.43 1.1% 49.09
Low 32.44 34.66 2.22 6.8% 43.41
Close 35.47 38.08 2.61 7.4% 43.56
Range 6.03 4.24 -1.79 -29.7% 5.68
ATR
Volume 243,896 133,092 -110,804 -45.4% 422,320
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 49.93 48.25 40.41
R3 45.69 44.01 39.25
R2 41.45 41.45 38.86
R1 39.77 39.77 38.47 40.61
PP 37.21 37.21 37.21 37.64
S1 35.53 35.53 37.69 36.37
S2 32.97 32.97 37.30
S3 28.73 31.29 36.91
S4 24.49 27.05 35.75
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 62.39 58.66 46.68
R3 56.71 52.98 45.12
R2 51.03 51.03 44.60
R1 47.30 47.30 44.08 46.33
PP 45.35 45.35 45.35 44.87
S1 41.62 41.62 43.04 40.65
S2 39.67 39.67 42.52
S3 33.99 35.94 42.00
S4 28.31 30.26 40.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.98 32.44 16.54 43.4% 3.46 9.1% 34% False False 127,258
10 50.43 32.44 17.99 47.2% 2.90 7.6% 31% False False 108,418
Crabel Price Patterns
NR True
NR4 False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.92
2.618 50.00
1.618 45.76
1.000 43.14
0.618 41.52
HIGH 38.90
0.618 37.28
0.500 36.78
0.382 36.28
LOW 34.66
0.618 32.04
1.000 30.42
1.618 27.80
2.618 23.56
4.250 16.64
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 37.65 39.86
PP 37.21 39.27
S1 36.78 38.67

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

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