NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 32.59 33.43 0.84 2.6% 37.06
High 33.77 33.86 0.09 0.3% 37.06
Low 32.09 32.42 0.33 1.0% 28.06
Close 33.43 32.79 -0.64 -1.9% 30.16
Range 1.68 1.44 -0.24 -14.3% 9.00
ATR 3.25 3.12 -0.13 -4.0% 0.00
Volume 71,676 76,986 5,310 7.4% 591,652
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.34 36.51 33.58
R3 35.90 35.07 33.19
R2 34.46 34.46 33.05
R1 33.63 33.63 32.92 33.33
PP 33.02 33.02 33.02 32.87
S1 32.19 32.19 32.66 31.89
S2 31.58 31.58 32.53
S3 30.14 30.75 32.39
S4 28.70 29.31 32.00
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 29.10 5.35 16.3% 2.44 7.4% 69% False False 79,559
10 38.23 28.06 10.17 31.0% 3.07 9.3% 47% False False 99,340
20 49.09 28.06 21.03 64.1% 3.08 9.4% 22% False False 113,053
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 39.98
2.618 37.63
1.618 36.19
1.000 35.30
0.618 34.75
HIGH 33.86
0.618 33.31
0.500 33.14
0.382 32.97
LOW 32.42
0.618 31.53
1.000 30.98
1.618 30.09
2.618 28.65
4.250 26.30
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 33.14 32.77
PP 33.02 32.75
S1 32.91 32.74

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

View Archives - Comment on this page... - Back to Index of Symbols