NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 28-Feb-2020

Day Change Summary
	Previous	Current
	27-Feb-2020	28-Feb-2020	Change	Change %	Previous Week
Open	48.79	47.20	-1.59	-3.3%	52.35
High	48.79	47.60	-1.19	-2.4%	52.35
Low	46.78	44.86	-1.92	-4.1%	44.86
Close	47.80	45.58	-2.22	-4.6%	45.58
Range	2.01	2.74	0.73	36.3%	7.49
ATR	1.36	1.47	0.11	8.3%	0.00
Volume	32,432	23,594	-8,838	-27.3%	105,355

Daily Pivots for day following 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.23	52.65	47.09
R3	51.49	49.91	46.33
R2	48.75	48.75	46.08
R1	47.17	47.17	45.83	46.59
PP	46.01	46.01	46.01	45.73
S1	44.43	44.43	45.33	43.85
S2	43.27	43.27	45.08
S3	40.53	41.69	44.83
S4	37.79	38.95	44.07

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	70.07	65.31	49.70
R3	62.58	57.82	47.64
R2	55.09	55.09	46.95
R1	50.33	50.33	46.27	48.97
PP	47.60	47.60	47.60	46.91
S1	42.84	42.84	44.89	41.48
S2	40.11	40.11	44.21
S3	32.62	35.35	43.52
S4	25.13	27.86	41.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.35	44.86	7.49	16.4%	2.09	4.6%	10%	False	True	21,071
10	54.30	44.86	9.44	20.7%	1.47	3.2%	8%	False	True	15,805
20	54.30	44.86	9.44	20.7%	1.37	3.0%	8%	False	True	17,962

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	59.25
2.618	54.77
1.618	52.03
1.000	50.34
0.618	49.29
HIGH	47.60
0.618	46.55
0.500	46.23
0.382	45.91
LOW	44.86
0.618	43.17
1.000	42.12
1.618	40.43
2.618	37.69
4.250	33.22

Fisher Pivots for day following 28-Feb-2020
Pivot	1 day	3 day
R1	46.23	47.65
PP	46.01	46.96
S1	45.80	46.27

Download as Excel Spreadsheet

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

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