NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 16-Mar-2020

Day Change Summary
	Previous	Current
	13-Mar-2020	16-Mar-2020	Change	Change %	Previous Week
Open	34.88	35.07	0.19	0.5%	39.00
High	37.62	35.32	-2.30	-6.1%	39.54
Low	34.88	32.83	-2.05	-5.9%	31.90
Close	35.58	32.95	-2.63	-7.4%	35.58
Range	2.74	2.49	-0.25	-9.1%	7.64
ATR	2.61	2.62	0.01	0.4%	0.00
Volume	20,479	16,673	-3,806	-18.6%	209,117

Daily Pivots for day following 16-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.17	39.55	34.32
R3	38.68	37.06	33.63
R2	36.19	36.19	33.41
R1	34.57	34.57	33.18	34.14
PP	33.70	33.70	33.70	33.48
S1	32.08	32.08	32.72	31.65
S2	31.21	31.21	32.49
S3	28.72	29.59	32.27
S4	26.23	27.10	31.58

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	32.83	6.71	20.4%	2.94	8.9%	2%	False	True	32,813
10	48.99	31.90	17.09	51.9%	3.08	9.4%	6%	False	False	26,410
20	54.17	31.90	22.27	67.6%	2.38	7.2%	5%	False	False	18,449

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.90
2.618	41.84
1.618	39.35
1.000	37.81
0.618	36.86
HIGH	35.32
0.618	34.37
0.500	34.08
0.382	33.78
LOW	32.83
0.618	31.29
1.000	30.34
1.618	28.80
2.618	26.31
4.250	22.25

Fisher Pivots for day following 16-Mar-2020
Pivot	1 day	3 day
R1	34.08	35.23
PP	33.70	34.47
S1	33.33	33.71

Download as Excel Spreadsheet

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

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