NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 33.18 31.24 -1.94 -5.8% 39.00
High 33.71 31.84 -1.87 -5.5% 39.00
Low 31.13 26.36 -4.77 -15.3% 31.22
Close 31.49 26.56 -4.93 -15.7% 34.96
Range 2.58 5.48 2.90 112.4% 7.78
ATR 2.65 2.85 0.20 7.6% 0.00
Volume 21,140 40,793 19,653 93.0% 276,702
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.69 41.11 29.57
R3 39.21 35.63 28.07
R2 33.73 33.73 27.56
R1 30.15 30.15 27.06 29.20
PP 28.25 28.25 28.25 27.78
S1 24.67 24.67 26.06 23.72
S2 22.77 22.77 25.56
S3 17.29 19.19 25.05
S4 11.81 13.71 23.55
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 58.40 54.46 39.24
R3 50.62 46.68 37.10
R2 42.84 42.84 36.39
R1 38.90 38.90 35.67 36.98
PP 35.06 35.06 35.06 34.10
S1 31.12 31.12 34.25 29.20
S2 27.28 27.28 33.53
S3 19.50 23.34 32.82
S4 11.72 15.56 30.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.05 26.36 10.69 40.2% 3.12 11.7% 2% False True 43,715
10 48.15 26.36 21.79 82.0% 3.64 13.7% 1% False True 42,364
20 54.30 26.36 27.94 105.2% 2.76 10.4% 1% False True 30,204
40 56.11 26.36 29.75 112.0% 1.99 7.5% 1% False True 22,239
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 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.13
2.618 46.19
1.618 40.71
1.000 37.32
0.618 35.23
HIGH 31.84
0.618 29.75
0.500 29.10
0.382 28.45
LOW 26.36
0.618 22.97
1.000 20.88
1.618 17.49
2.618 12.01
4.250 3.07
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 29.10 30.52
PP 28.25 29.20
S1 27.41 27.88

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

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