NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 32.07 32.59 0.52 1.6% 37.06
High 33.25 33.77 0.52 1.6% 37.06
Low 31.61 32.09 0.48 1.5% 28.06
Close 32.21 33.43 1.22 3.8% 30.16
Range 1.64 1.68 0.04 2.4% 9.00
ATR 3.37 3.25 -0.12 -3.6% 0.00
Volume 70,977 71,676 699 1.0% 591,652
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 38.14 37.46 34.35
R3 36.46 35.78 33.89
R2 34.78 34.78 33.74
R1 34.10 34.10 33.58 34.44
PP 33.10 33.10 33.10 33.27
S1 32.42 32.42 33.28 32.76
S2 31.42 31.42 33.12
S3 29.74 30.74 32.97
S4 28.06 29.06 32.51
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 29.06 5.39 16.1% 3.02 9.0% 81% False False 86,017
10 38.23 28.06 10.17 30.4% 3.16 9.5% 53% False False 114,314
20 49.09 28.06 21.03 62.9% 3.11 9.3% 26% False False 114,531
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 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.91
2.618 38.17
1.618 36.49
1.000 35.45
0.618 34.81
HIGH 33.77
0.618 33.13
0.500 32.93
0.382 32.73
LOW 32.09
0.618 31.05
1.000 30.41
1.618 29.37
2.618 27.69
4.250 24.95
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 33.26 32.77
PP 33.10 32.10
S1 32.93 31.44

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

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