NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 33.72 32.77 -0.95 -2.8% 38.47
High 35.01 33.25 -1.76 -5.0% 40.05
Low 32.46 28.06 -4.40 -13.6% 32.44
Close 32.93 28.27 -4.66 -14.2% 36.17
Range 2.55 5.19 2.64 103.5% 7.61
ATR 3.20 3.34 0.14 4.5% 0.00
Volume 93,048 169,701 76,653 82.4% 849,457
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 45.43 42.04 31.12
R3 40.24 36.85 29.70
R2 35.05 35.05 29.22
R1 31.66 31.66 28.75 30.76
PP 29.86 29.86 29.86 29.41
S1 26.47 26.47 27.79 25.57
S2 24.67 24.67 27.32
S3 19.48 21.28 26.84
S4 14.29 16.09 25.42
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 38.23 28.06 10.17 36.0% 3.31 11.7% 2% False True 142,610
10 48.33 28.06 20.27 71.7% 3.56 12.6% 1% False True 141,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.31
2.618 46.84
1.618 41.65
1.000 38.44
0.618 36.46
HIGH 33.25
0.618 31.27
0.500 30.66
0.382 30.04
LOW 28.06
0.618 24.85
1.000 22.87
1.618 19.66
2.618 14.47
4.250 6.00
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 30.66 32.56
PP 29.86 31.13
S1 29.07 29.70

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

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