NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 02-Mar-2020

Day Change Summary
	Previous	Current
	28-Feb-2020	02-Mar-2020	Change	Change %	Previous Week
Open	47.11	45.00	-2.11	-4.5%	51.52
High	47.48	48.04	0.56	1.2%	52.03
Low	45.02	44.69	-0.33	-0.7%	45.02
Close	45.73	47.40	1.67	3.7%	45.73
Range	2.46	3.35	0.89	36.2%	7.01
ATR	1.46	1.60	0.13	9.2%	0.00
Volume	10,996	12,303	1,307	11.9%	63,687

Daily Pivots for day following 02-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.76	55.43	49.24
R3	53.41	52.08	48.32
R2	50.06	50.06	48.01
R1	48.73	48.73	47.71	49.40
PP	46.71	46.71	46.71	47.04
S1	45.38	45.38	47.09	46.05
S2	43.36	43.36	46.79
S3	40.01	42.03	46.48
S4	36.66	38.68	45.56

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	68.62	64.19	49.59
R3	61.61	57.18	47.66
R2	54.60	54.60	47.02
R1	50.17	50.17	46.37	48.88
PP	47.59	47.59	47.59	46.95
S1	43.16	43.16	45.09	41.87
S2	40.58	40.58	44.44
S3	33.57	36.15	43.80
S4	26.56	29.14	41.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.98	44.69	7.29	15.4%	2.37	5.0%	37%	False	True	11,862
10	54.17	44.69	9.48	20.0%	1.68	3.6%	29%	False	True	10,489
20	54.17	44.69	9.48	20.0%	1.37	2.9%	29%	False	True	11,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	62.28
2.618	56.81
1.618	53.46
1.000	51.39
0.618	50.11
HIGH	48.04
0.618	46.76
0.500	46.37
0.382	45.97
LOW	44.69
0.618	42.62
1.000	41.34
1.618	39.27
2.618	35.92
4.250	30.45

Fisher Pivots for day following 02-Mar-2020
Pivot	1 day	3 day
R1	47.06	47.20
PP	46.71	47.00
S1	46.37	46.81

Download as Excel Spreadsheet

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

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