NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
34.67 |
38.30 |
3.63 |
10.5% |
45.45 |
| High |
38.90 |
40.05 |
1.15 |
3.0% |
49.09 |
| Low |
34.66 |
36.80 |
2.14 |
6.2% |
43.41 |
| Close |
38.08 |
37.32 |
-0.76 |
-2.0% |
43.56 |
| Range |
4.24 |
3.25 |
-0.99 |
-23.3% |
5.68 |
| ATR |
|
|
|
|
|
| Volume |
133,092 |
131,716 |
-1,376 |
-1.0% |
422,320 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.81 |
45.81 |
39.11 |
|
| R3 |
44.56 |
42.56 |
38.21 |
|
| R2 |
41.31 |
41.31 |
37.92 |
|
| R1 |
39.31 |
39.31 |
37.62 |
38.69 |
| PP |
38.06 |
38.06 |
38.06 |
37.74 |
| S1 |
36.06 |
36.06 |
37.02 |
35.44 |
| S2 |
34.81 |
34.81 |
36.72 |
|
| S3 |
31.56 |
32.81 |
36.43 |
|
| S4 |
28.31 |
29.56 |
35.53 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.86 |
|
2.618 |
48.56 |
|
1.618 |
45.31 |
|
1.000 |
43.30 |
|
0.618 |
42.06 |
|
HIGH |
40.05 |
|
0.618 |
38.81 |
|
0.500 |
38.43 |
|
0.382 |
38.04 |
|
LOW |
36.80 |
|
0.618 |
34.79 |
|
1.000 |
33.55 |
|
1.618 |
31.54 |
|
2.618 |
28.29 |
|
4.250 |
22.99 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.43 |
36.96 |
| PP |
38.06 |
36.60 |
| S1 |
37.69 |
36.25 |
|