NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 29.75 31.79 2.04 6.9% 37.06
High 33.41 34.45 1.04 3.1% 37.06
Low 29.06 30.00 0.94 3.2% 28.06
Close 31.92 30.16 -1.76 -5.5% 30.16
Range 4.35 4.45 0.10 2.3% 9.00
ATR 3.47 3.54 0.07 2.0% 0.00
Volume 109,275 110,078 803 0.7% 591,652
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.89 41.97 32.61
R3 40.44 37.52 31.38
R2 35.99 35.99 30.98
R1 33.07 33.07 30.57 32.31
PP 31.54 31.54 31.54 31.15
S1 28.62 28.62 29.75 27.86
S2 27.09 27.09 29.34
S3 22.64 24.17 28.94
S4 18.19 19.72 27.71
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 58.76 53.46 35.11
R3 49.76 44.46 32.64
R2 40.76 40.76 31.81
R1 35.46 35.46 30.99 33.61
PP 31.76 31.76 31.76 30.84
S1 26.46 26.46 29.34 24.61
S2 22.76 22.76 28.51
S3 13.76 17.46 27.69
S4 4.76 8.46 25.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.06 28.06 9.00 29.8% 4.05 13.4% 23% False False 118,330
10 40.05 28.06 11.99 39.8% 3.89 12.9% 18% False False 144,110
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.36
2.618 46.10
1.618 41.65
1.000 38.90
0.618 37.20
HIGH 34.45
0.618 32.75
0.500 32.23
0.382 31.70
LOW 30.00
0.618 27.25
1.000 25.55
1.618 22.80
2.618 18.35
4.250 11.09
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 32.23 31.26
PP 31.54 30.89
S1 30.85 30.53

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

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