NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 20-Mar-2020

Day Change Summary
	Previous	Current
	19-Mar-2020	20-Mar-2020	Change	Change %	Previous Week
Open	28.37	30.36	1.99	7.0%	34.65
High	32.19	33.26	1.07	3.3%	34.67
Low	27.50	28.69	1.19	4.3%	26.36
Close	30.65	28.80	-1.85	-6.0%	28.80
Range	4.69	4.57	-0.12	-2.6%	8.31
ATR	3.05	3.16	0.11	3.6%	0.00
Volume	45,549	38,754	-6,795	-14.9%	172,896

Daily Pivots for day following 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.96	40.95	31.31
R3	39.39	36.38	30.06
R2	34.82	34.82	29.64
R1	31.81	31.81	29.22	31.03
PP	30.25	30.25	30.25	29.86
S1	27.24	27.24	28.38	26.46
S2	25.68	25.68	27.96
S3	21.11	22.67	27.54
S4	16.54	18.10	26.29

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.87	50.15	33.37
R3	46.56	41.84	31.09
R2	38.25	38.25	30.32
R1	33.53	33.53	29.56	31.74
PP	29.94	29.94	29.94	29.05
S1	25.22	25.22	28.04	23.43
S2	21.63	21.63	27.28
S3	13.32	16.91	26.51
S4	5.01	8.60	24.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.67	26.36	8.31	28.9%	3.99	13.8%	29%	False	False	34,579
10	39.00	26.36	12.64	43.9%	3.99	13.8%	19%	False	False	44,959
20	52.35	26.36	25.99	90.2%	3.14	10.9%	9%	False	False	33,088
40	54.30	26.36	27.94	97.0%	2.15	7.5%	9%	False	False	23,908

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.68
2.618	45.22
1.618	40.65
1.000	37.83
0.618	36.08
HIGH	33.26
0.618	31.51
0.500	30.98
0.382	30.44
LOW	28.69
0.618	25.87
1.000	24.12
1.618	21.30
2.618	16.73
4.250	9.27

Fisher Pivots for day following 20-Mar-2020
Pivot	1 day	3 day
R1	30.98	29.81
PP	30.25	29.47
S1	29.53	29.14

Download as Excel Spreadsheet

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

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