NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 31.76 32.10 0.34 1.1% 29.20
High 32.38 33.33 0.95 2.9% 32.57
Low 31.00 31.67 0.67 2.2% 27.88
Close 32.03 32.08 0.05 0.2% 32.14
Range 1.38 1.66 0.28 20.3% 4.69
ATR 2.59 2.53 -0.07 -2.6% 0.00
Volume 33,184 16,748 -16,436 -49.5% 116,479
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 37.34 36.37 32.99
R3 35.68 34.71 32.54
R2 34.02 34.02 32.38
R1 33.05 33.05 32.23 32.71
PP 32.36 32.36 32.36 32.19
S1 31.39 31.39 31.93 31.05
S2 30.70 30.70 31.78
S3 29.04 29.73 31.62
S4 27.38 28.07 31.17
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 33.33 30.70 2.63 8.2% 1.40 4.4% 52% True False 25,982
10 33.33 26.36 6.97 21.7% 2.61 8.1% 82% True False 29,150
20 48.81 26.36 22.45 70.0% 2.92 9.1% 25% False False 34,363
40 54.30 26.36 27.94 87.1% 2.20 6.9% 20% False False 26,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.72
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 40.39
2.618 37.68
1.618 36.02
1.000 34.99
0.618 34.36
HIGH 33.33
0.618 32.70
0.500 32.50
0.382 32.30
LOW 31.67
0.618 30.64
1.000 30.01
1.618 28.98
2.618 27.32
4.250 24.62
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 32.50 32.17
PP 32.36 32.14
S1 32.22 32.11

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

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