NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 27-Feb-2020

Day Change Summary
	Previous	Current
	26-Feb-2020	27-Feb-2020	Change	Change %	Previous Week
Open	50.21	48.92	-1.29	-2.6%	52.78
High	50.44	48.92	-1.52	-3.0%	54.17
Low	48.63	46.88	-1.75	-3.6%	51.82
Close	49.03	47.90	-1.13	-2.3%	52.89
Range	1.81	2.04	0.23	12.7%	2.35
ATR	1.29	1.35	0.06	4.7%	0.00
Volume	11,560	16,331	4,771	41.3%	28,902

Daily Pivots for day following 27-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.02	53.00	49.02
R3	51.98	50.96	48.46
R2	49.94	49.94	48.27
R1	48.92	48.92	48.09	48.41
PP	47.90	47.90	47.90	47.65
S1	46.88	46.88	47.71	46.37
S2	45.86	45.86	47.53
S3	43.82	44.84	47.34
S4	41.78	42.80	46.78

Weekly Pivots for week ending 21-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	60.01	58.80	54.18
R3	57.66	56.45	53.54
R2	55.31	55.31	53.32
R1	54.10	54.10	53.11	54.71
PP	52.96	52.96	52.96	53.26
S1	51.75	51.75	52.67	52.36
S2	50.61	50.61	52.46
S3	48.26	49.40	52.24
S4	45.91	47.05	51.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.26	46.88	6.38	13.3%	1.65	3.4%	16%	False	True	12,613
10	54.17	46.88	7.29	15.2%	1.25	2.6%	14%	False	True	10,480
20	54.17	46.88	7.29	15.2%	1.21	2.5%	14%	False	True	11,778

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.59
2.618	54.26
1.618	52.22
1.000	50.96
0.618	50.18
HIGH	48.92
0.618	48.14
0.500	47.90
0.382	47.66
LOW	46.88
0.618	45.62
1.000	44.84
1.618	43.58
2.618	41.54
4.250	38.21

Fisher Pivots for day following 27-Feb-2020
Pivot	1 day	3 day
R1	47.90	49.43
PP	47.90	48.92
S1	47.90	48.41

Download as Excel Spreadsheet

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

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