NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 33.21 33.10 -0.11 -0.3% 30.48
High 33.92 34.12 0.20 0.6% 33.92
Low 32.77 32.56 -0.21 -0.6% 29.10
Close 33.45 33.58 0.13 0.4% 33.45
Range 1.15 1.56 0.41 35.7% 4.82
ATR 2.98 2.88 -0.10 -3.4% 0.00
Volume 88,922 106,179 17,257 19.4% 376,643
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 38.10 37.40 34.44
R3 36.54 35.84 34.01
R2 34.98 34.98 33.87
R1 34.28 34.28 33.72 34.63
PP 33.42 33.42 33.42 33.60
S1 32.72 32.72 33.44 33.07
S2 31.86 31.86 33.29
S3 30.30 31.16 33.15
S4 28.74 29.60 32.72
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.12 31.61 2.51 7.5% 1.49 4.4% 78% True False 82,948
10 35.01 28.06 6.95 20.7% 2.70 8.0% 79% False False 96,492
20 49.09 28.06 21.03 62.6% 2.91 8.7% 26% False False 113,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.75
2.618 38.20
1.618 36.64
1.000 35.68
0.618 35.08
HIGH 34.12
0.618 33.52
0.500 33.34
0.382 33.16
LOW 32.56
0.618 31.60
1.000 31.00
1.618 30.04
2.618 28.48
4.250 25.93
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 33.50 33.48
PP 33.42 33.37
S1 33.34 33.27

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

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