NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 30.48 32.07 1.59 5.2% 37.06
High 32.08 33.25 1.17 3.6% 37.06
Low 29.10 31.61 2.51 8.6% 28.06
Close 31.50 32.21 0.71 2.3% 30.16
Range 2.98 1.64 -1.34 -45.0% 9.00
ATR 3.50 3.37 -0.12 -3.6% 0.00
Volume 68,082 70,977 2,895 4.3% 591,652
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.28 36.38 33.11
R3 35.64 34.74 32.66
R2 34.00 34.00 32.51
R1 33.10 33.10 32.36 33.55
PP 32.36 32.36 32.36 32.58
S1 31.46 31.46 32.06 31.91
S2 30.72 30.72 31.91
S3 29.08 29.82 31.76
S4 27.44 28.18 31.31
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 34.45 28.06 6.39 19.8% 3.72 11.6% 65% False False 105,622
10 40.05 28.06 11.99 37.2% 3.32 10.3% 35% False False 120,318
20 50.43 28.06 22.37 69.5% 3.11 9.7% 19% False False 114,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.85
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 40.22
2.618 37.54
1.618 35.90
1.000 34.89
0.618 34.26
HIGH 33.25
0.618 32.62
0.500 32.43
0.382 32.24
LOW 31.61
0.618 30.60
1.000 29.97
1.618 28.96
2.618 27.32
4.250 24.64
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 32.43 32.07
PP 32.36 31.92
S1 32.28 31.78

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

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