NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 37.29 35.91 -1.38 -3.7% 38.47
High 37.87 38.23 0.36 1.0% 40.05
Low 35.45 35.57 0.12 0.3% 32.44
Close 36.47 36.17 -0.30 -0.8% 36.17
Range 2.42 2.66 0.24 9.9% 7.61
ATR 0.00 3.21 3.21 0.00
Volume 226,719 114,034 -112,685 -49.7% 849,457
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.64 43.06 37.63
R3 41.98 40.40 36.90
R2 39.32 39.32 36.66
R1 37.74 37.74 36.41 38.53
PP 36.66 36.66 36.66 37.05
S1 35.08 35.08 35.93 35.87
S2 34.00 34.00 35.68
S3 31.34 32.42 35.44
S4 28.68 29.76 34.71
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 59.05 55.22 40.36
R3 51.44 47.61 38.26
R2 43.83 43.83 37.57
R1 40.00 40.00 36.87 38.11
PP 36.22 36.22 36.22 35.28
S1 32.39 32.39 35.47 30.50
S2 28.61 28.61 34.77
S3 21.00 24.78 34.08
S4 13.39 17.17 31.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.05 32.44 7.61 21.0% 3.72 10.3% 49% False False 169,891
10 49.09 32.44 16.65 46.0% 3.10 8.6% 22% False False 127,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.54
2.618 45.19
1.618 42.53
1.000 40.89
0.618 39.87
HIGH 38.23
0.618 37.21
0.500 36.90
0.382 36.59
LOW 35.57
0.618 33.93
1.000 32.91
1.618 31.27
2.618 28.61
4.250 24.27
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 36.90 37.75
PP 36.66 37.22
S1 36.41 36.70

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

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