NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 09-Mar-2020

Day Change Summary
	Previous	Current
	06-Mar-2020	09-Mar-2020	Change	Change %	Previous Week
Open	46.92	39.00	-7.92	-16.9%	45.00
High	47.14	39.00	-8.14	-17.3%	48.99
Low	43.10	31.90	-11.20	-26.0%	43.10
Close	43.24	34.86	-8.38	-19.4%	43.24
Range	4.04	7.10	3.06	75.7%	5.89
ATR	1.78	2.47	0.68	38.3%	0.00
Volume	17,653	61,723	44,070	249.6%	50,613

Daily Pivots for day following 09-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.55	52.81	38.77
R3	49.45	45.71	36.81
R2	42.35	42.35	36.16
R1	38.61	38.61	35.51	36.93
PP	35.25	35.25	35.25	34.42
S1	31.51	31.51	34.21	29.83
S2	28.15	28.15	33.56
S3	21.05	24.41	32.91
S4	13.95	17.31	30.96

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	31.90	17.09	49.0%	3.23	9.3%	17%	False	True	20,006
10	51.98	31.90	20.08	57.6%	2.80	8.0%	15%	False	True	15,934
20	54.17	31.90	22.27	63.9%	1.84	5.3%	13%	False	True	13,500

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	0.27
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	69.18
2.618	57.59
1.618	50.49
1.000	46.10
0.618	43.39
HIGH	39.00
0.618	36.29
0.500	35.45
0.382	34.61
LOW	31.90
0.618	27.51
1.000	24.80
1.618	20.41
2.618	13.31
4.250	1.73

Fisher Pivots for day following 09-Mar-2020
Pivot	1 day	3 day
R1	35.45	40.07
PP	35.25	38.33
S1	35.06	36.60

Download as Excel Spreadsheet

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

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