NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 06-Mar-2020

Day Change Summary
	Previous	Current
	05-Mar-2020	06-Mar-2020	Change	Change %	Previous Week
Open	48.05	46.92	-1.13	-2.4%	45.00
High	48.23	47.14	-1.09	-2.3%	48.99
Low	46.50	43.10	-3.40	-7.3%	43.10
Close	46.72	43.24	-3.48	-7.4%	43.24
Range	1.73	4.04	2.31	133.5%	5.89
ATR	1.61	1.78	0.17	10.8%	0.00
Volume	6,268	17,653	11,385	181.6%	50,613

Daily Pivots for day following 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.61	53.97	45.46
R3	52.57	49.93	44.35
R2	48.53	48.53	43.98
R1	45.89	45.89	43.61	45.19
PP	44.49	44.49	44.49	44.15
S1	41.85	41.85	42.87	41.15
S2	40.45	40.45	42.50
S3	36.41	37.81	42.13
S4	32.37	33.77	41.02

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	62.78	58.90	46.48
R3	56.89	53.01	44.86
R2	51.00	51.00	44.32
R1	47.12	47.12	43.78	46.12
PP	45.11	45.11	45.11	44.61
S1	41.23	41.23	42.70	40.23
S2	39.22	39.22	42.16
S3	33.33	35.34	41.62
S4	27.44	29.45	40.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.99	43.10	5.89	13.6%	2.48	5.7%	2%	False	True	10,122
10	52.03	43.10	8.93	20.7%	2.22	5.1%	2%	False	True	11,430
20	54.17	43.10	11.07	25.6%	1.53	3.5%	1%	False	True	11,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	64.31
2.618	57.72
1.618	53.68
1.000	51.18
0.618	49.64
HIGH	47.14
0.618	45.60
0.500	45.12
0.382	44.64
LOW	43.10
0.618	40.60
1.000	39.06
1.618	36.56
2.618	32.52
4.250	25.93

Fisher Pivots for day following 06-Mar-2020
Pivot	1 day	3 day
R1	45.12	45.95
PP	44.49	45.05
S1	43.87	44.14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols