NYMEX Light Sweet Crude Oil Future October 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 31.78 31.76 -0.02 -0.1% 29.20
High 32.50 32.38 -0.12 -0.4% 32.57
Low 31.52 31.00 -0.52 -1.6% 27.88
Close 32.14 32.03 -0.11 -0.3% 32.14
Range 0.98 1.38 0.40 40.8% 4.69
ATR 2.69 2.59 -0.09 -3.5% 0.00
Volume 31,643 33,184 1,541 4.9% 116,479
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 35.94 35.37 32.79
R3 34.56 33.99 32.41
R2 33.18 33.18 32.28
R1 32.61 32.61 32.16 32.90
PP 31.80 31.80 31.80 31.95
S1 31.23 31.23 31.90 31.52
S2 30.42 30.42 31.78
S3 29.04 29.85 31.65
S4 27.66 28.47 31.27
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.93 43.23 34.72
R3 40.24 38.54 33.43
R2 35.55 35.55 33.00
R1 33.85 33.85 32.57 34.70
PP 30.86 30.86 30.86 31.29
S1 29.16 29.16 31.71 30.01
S2 26.17 26.17 31.28
S3 21.48 24.47 30.85
S4 16.79 19.78 29.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.57 30.33 2.24 7.0% 1.38 4.3% 76% False False 25,801
10 33.71 26.36 7.35 22.9% 2.70 8.4% 77% False False 29,589
20 49.00 26.36 22.64 70.7% 2.93 9.1% 25% False False 34,109
40 54.30 26.36 27.94 87.2% 2.20 6.9% 20% False False 26,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 38.25
2.618 35.99
1.618 34.61
1.000 33.76
0.618 33.23
HIGH 32.38
0.618 31.85
0.500 31.69
0.382 31.53
LOW 31.00
0.618 30.15
1.000 29.62
1.618 28.77
2.618 27.39
4.250 25.14
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 31.92 31.95
PP 31.80 31.87
S1 31.69 31.79

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

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