NYMEX Light Sweet Crude Oil Future November 2020
| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
34.46 |
37.99 |
3.53 |
10.2% |
45.00 |
| High |
38.31 |
39.54 |
1.23 |
3.2% |
48.99 |
| Low |
34.35 |
36.46 |
2.11 |
6.1% |
43.10 |
| Close |
37.56 |
36.73 |
-0.83 |
-2.2% |
43.24 |
| Range |
3.96 |
3.08 |
-0.88 |
-22.2% |
5.89 |
| ATR |
2.57 |
2.61 |
0.04 |
1.4% |
0.00 |
| Volume |
22,543 |
26,104 |
3,561 |
15.8% |
50,613 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.82 |
44.85 |
38.42 |
|
| R3 |
43.74 |
41.77 |
37.58 |
|
| R2 |
40.66 |
40.66 |
37.29 |
|
| R1 |
38.69 |
38.69 |
37.01 |
38.14 |
| PP |
37.58 |
37.58 |
37.58 |
37.30 |
| S1 |
35.61 |
35.61 |
36.45 |
35.06 |
| S2 |
34.50 |
34.50 |
36.17 |
|
| S3 |
31.42 |
32.53 |
35.88 |
|
| S4 |
28.34 |
29.45 |
35.04 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.63 |
|
2.618 |
47.60 |
|
1.618 |
44.52 |
|
1.000 |
42.62 |
|
0.618 |
41.44 |
|
HIGH |
39.54 |
|
0.618 |
38.36 |
|
0.500 |
38.00 |
|
0.382 |
37.64 |
|
LOW |
36.46 |
|
0.618 |
34.56 |
|
1.000 |
33.38 |
|
1.618 |
31.48 |
|
2.618 |
28.40 |
|
4.250 |
23.37 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
38.00 |
36.39 |
| PP |
37.58 |
36.06 |
| S1 |
37.15 |
35.72 |
|