NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 13-Mar-2020

Day Change Summary
	Previous	Current
	12-Mar-2020	13-Mar-2020	Change	Change %	Previous Week
Open	36.81	34.88	-1.93	-5.2%	39.00
High	37.31	37.62	0.31	0.8%	39.54
Low	34.87	34.88	0.01	0.0%	31.90
Close	35.80	35.58	-0.22	-0.6%	35.58
Range	2.44	2.74	0.30	12.3%	7.64
ATR	2.60	2.61	0.01	0.4%	0.00
Volume	78,268	20,479	-57,789	-73.8%	209,117

Daily Pivots for day following 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.25	42.65	37.09
R3	41.51	39.91	36.33
R2	38.77	38.77	36.08
R1	37.17	37.17	35.83	37.97
PP	36.03	36.03	36.03	36.43
S1	34.43	34.43	35.33	35.23
S2	33.29	33.29	35.08
S3	30.55	31.69	34.83
S4	27.81	28.95	34.07

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	58.59	54.73	39.78
R3	50.95	47.09	37.68
R2	43.31	43.31	36.98
R1	39.45	39.45	36.28	37.56
PP	35.67	35.67	35.67	34.73
S1	31.81	31.81	34.88	29.92
S2	28.03	28.03	34.18
S3	20.39	24.17	33.48
S4	12.75	16.53	31.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.54	31.90	7.64	21.5%	3.86	10.9%	48%	False	False	41,823
10	48.99	31.90	17.09	48.0%	3.17	8.9%	22%	False	False	25,973
20	54.17	31.90	22.27	62.6%	2.29	6.4%	17%	False	False	17,956

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.27
2.618	44.79
1.618	42.05
1.000	40.36
0.618	39.31
HIGH	37.62
0.618	36.57
0.500	36.25
0.382	35.93
LOW	34.88
0.618	33.19
1.000	32.14
1.618	30.45
2.618	27.71
4.250	23.24

Fisher Pivots for day following 13-Mar-2020
Pivot	1 day	3 day
R1	36.25	37.21
PP	36.03	36.66
S1	35.80	36.12

Download as Excel Spreadsheet

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

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