NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 31.79 30.48 -1.31 -4.1% 37.06
High 34.45 32.08 -2.37 -6.9% 37.06
Low 30.00 29.10 -0.90 -3.0% 28.06
Close 30.16 31.50 1.34 4.4% 30.16
Range 4.45 2.98 -1.47 -33.0% 9.00
ATR 3.54 3.50 -0.04 -1.1% 0.00
Volume 110,078 68,082 -41,996 -38.2% 591,652
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 39.83 38.65 33.14
R3 36.85 35.67 32.32
R2 33.87 33.87 32.05
R1 32.69 32.69 31.77 33.28
PP 30.89 30.89 30.89 31.19
S1 29.71 29.71 31.23 30.30
S2 27.91 27.91 30.95
S3 24.93 26.73 30.68
S4 21.95 23.75 29.86
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 35.01 28.06 6.95 22.1% 3.90 12.4% 49% False False 110,036
10 40.05 28.06 11.99 38.1% 3.58 11.4% 29% False False 126,529
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.80
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.75
2.618 39.88
1.618 36.90
1.000 35.06
0.618 33.92
HIGH 32.08
0.618 30.94
0.500 30.59
0.382 30.24
LOW 29.10
0.618 27.26
1.000 26.12
1.618 24.28
2.618 21.30
4.250 16.44
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 31.20 31.76
PP 30.89 31.67
S1 30.59 31.59

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

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