NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 38.30 37.29 -1.01 -2.6% 45.45
High 40.05 37.87 -2.18 -5.4% 49.09
Low 36.80 35.45 -1.35 -3.7% 43.41
Close 37.32 36.47 -0.85 -2.3% 43.56
Range 3.25 2.42 -0.83 -25.5% 5.68
ATR
Volume 131,716 226,719 95,003 72.1% 422,320
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 43.86 42.58 37.80
R3 41.44 40.16 37.14
R2 39.02 39.02 36.91
R1 37.74 37.74 36.69 37.17
PP 36.60 36.60 36.60 36.31
S1 35.32 35.32 36.25 34.75
S2 34.18 34.18 36.03
S3 31.76 32.90 35.80
S4 29.34 30.48 35.14
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 47.28 32.44 14.84 40.7% 3.96 10.9% 27% False False 174,467
10 49.09 32.44 16.65 45.7% 3.09 8.5% 24% False False 126,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.16
2.618 44.21
1.618 41.79
1.000 40.29
0.618 39.37
HIGH 37.87
0.618 36.95
0.500 36.66
0.382 36.37
LOW 35.45
0.618 33.95
1.000 33.03
1.618 31.53
2.618 29.11
4.250 25.17
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 36.66 37.36
PP 36.60 37.06
S1 36.53 36.77

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

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