NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
33.43 |
33.21 |
-0.22 |
-0.7% |
30.48 |
| High |
33.86 |
33.92 |
0.06 |
0.2% |
33.92 |
| Low |
32.42 |
32.77 |
0.35 |
1.1% |
29.10 |
| Close |
32.79 |
33.45 |
0.66 |
2.0% |
33.45 |
| Range |
1.44 |
1.15 |
-0.29 |
-20.1% |
4.82 |
| ATR |
3.12 |
2.98 |
-0.14 |
-4.5% |
0.00 |
| Volume |
76,986 |
88,922 |
11,936 |
15.5% |
376,643 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.83 |
36.29 |
34.08 |
|
| R3 |
35.68 |
35.14 |
33.77 |
|
| R2 |
34.53 |
34.53 |
33.66 |
|
| R1 |
33.99 |
33.99 |
33.56 |
34.26 |
| PP |
33.38 |
33.38 |
33.38 |
33.52 |
| S1 |
32.84 |
32.84 |
33.34 |
33.11 |
| S2 |
32.23 |
32.23 |
33.24 |
|
| S3 |
31.08 |
31.69 |
33.13 |
|
| S4 |
29.93 |
30.54 |
32.82 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.62 |
44.85 |
36.10 |
|
| R3 |
41.80 |
40.03 |
34.78 |
|
| R2 |
36.98 |
36.98 |
34.33 |
|
| R1 |
35.21 |
35.21 |
33.89 |
36.10 |
| PP |
32.16 |
32.16 |
32.16 |
32.60 |
| S1 |
30.39 |
30.39 |
33.01 |
31.28 |
| S2 |
27.34 |
27.34 |
32.57 |
|
| S3 |
22.52 |
25.57 |
32.12 |
|
| S4 |
17.70 |
20.75 |
30.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.81 |
|
2.618 |
36.93 |
|
1.618 |
35.78 |
|
1.000 |
35.07 |
|
0.618 |
34.63 |
|
HIGH |
33.92 |
|
0.618 |
33.48 |
|
0.500 |
33.35 |
|
0.382 |
33.21 |
|
LOW |
32.77 |
|
0.618 |
32.06 |
|
1.000 |
31.62 |
|
1.618 |
30.91 |
|
2.618 |
29.76 |
|
4.250 |
27.88 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
33.42 |
33.30 |
| PP |
33.38 |
33.15 |
| S1 |
33.35 |
33.01 |
|