NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 35.91 37.06 1.15 3.2% 38.47
High 38.23 37.06 -1.17 -3.1% 40.05
Low 35.57 33.35 -2.22 -6.2% 32.44
Close 36.17 33.59 -2.58 -7.1% 36.17
Range 2.66 3.71 1.05 39.5% 7.61
ATR 3.21 3.25 0.04 1.1% 0.00
Volume 114,034 109,550 -4,484 -3.9% 849,457
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 45.80 43.40 35.63
R3 42.09 39.69 34.61
R2 38.38 38.38 34.27
R1 35.98 35.98 33.93 35.33
PP 34.67 34.67 34.67 34.34
S1 32.27 32.27 33.25 31.62
S2 30.96 30.96 32.91
S3 27.25 28.56 32.57
S4 23.54 24.85 31.55
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 33.35 6.70 19.9% 3.26 9.7% 4% False True 143,022
10 49.09 32.44 16.65 49.6% 3.13 9.3% 7% False False 130,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.83
2.618 46.77
1.618 43.06
1.000 40.77
0.618 39.35
HIGH 37.06
0.618 35.64
0.500 35.21
0.382 34.77
LOW 33.35
0.618 31.06
1.000 29.64
1.618 27.35
2.618 23.64
4.250 17.58
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 35.21 35.79
PP 34.67 35.06
S1 34.13 34.32

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

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