NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 39.00 33.81 -5.19 -13.3% 44.57
High 39.00 37.73 -1.27 -3.3% 49.00
Low 31.22 33.77 2.55 8.2% 42.78
Close 34.25 37.05 2.80 8.2% 42.92
Range 7.78 3.96 -3.82 -49.1% 6.22
ATR 2.51 2.61 0.10 4.1% 0.00
Volume 78,500 32,836 -45,664 -58.2% 106,817
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 48.06 46.52 39.23
R3 44.10 42.56 38.14
R2 40.14 40.14 37.78
R1 38.60 38.60 37.41 39.37
PP 36.18 36.18 36.18 36.57
S1 34.64 34.64 36.69 35.41
S2 32.22 32.22 36.32
S3 28.26 30.68 35.96
S4 24.30 26.72 34.87
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 63.56 59.46 46.34
R3 57.34 53.24 44.63
R2 51.12 51.12 44.06
R1 47.02 47.02 43.49 45.96
PP 44.90 44.90 44.90 44.37
S1 40.80 40.80 42.35 39.74
S2 38.68 38.68 41.78
S3 32.46 34.58 41.21
S4 26.24 28.36 39.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.81 31.22 17.59 47.5% 3.79 10.2% 33% False False 36,521
10 50.44 31.22 19.22 51.9% 3.09 8.3% 30% False False 28,956
20 54.30 31.22 23.08 62.3% 2.09 5.6% 25% False False 21,609
40 56.82 31.22 25.60 69.1% 1.63 4.4% 23% False False 17,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.56
2.618 48.10
1.618 44.14
1.000 41.69
0.618 40.18
HIGH 37.73
0.618 36.22
0.500 35.75
0.382 35.28
LOW 33.77
0.618 31.32
1.000 29.81
1.618 27.36
2.618 23.40
4.250 16.94
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 36.62 39.03
PP 36.18 38.37
S1 35.75 37.71

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

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