NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 17-Mar-2020

Day Change Summary
	Previous	Current
	16-Mar-2020	17-Mar-2020	Change	Change %	Previous Week
Open	35.07	33.17	-1.90	-5.4%	39.00
High	35.32	34.37	-0.95	-2.7%	39.54
Low	32.83	31.80	-1.03	-3.1%	31.90
Close	32.95	32.25	-0.70	-2.1%	35.58
Range	2.49	2.57	0.08	3.2%	7.64
ATR	2.62	2.61	0.00	-0.1%	0.00
Volume	16,673	12,896	-3,777	-22.7%	209,117

Daily Pivots for day following 17-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.52	38.95	33.66
R3	37.95	36.38	32.96
R2	35.38	35.38	32.72
R1	33.81	33.81	32.49	33.31
PP	32.81	32.81	32.81	32.56
S1	31.24	31.24	32.01	30.74
S2	30.24	30.24	31.78
S3	27.67	28.67	31.54
S4	25.10	26.10	30.84

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	31.80	7.74	24.0%	2.66	8.3%	6%	False	True	30,884
10	48.80	31.80	17.00	52.7%	3.15	9.8%	3%	False	True	26,819
20	54.17	31.80	22.37	69.4%	2.46	7.6%	2%	False	True	18,826

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.29
2.618	41.10
1.618	38.53
1.000	36.94
0.618	35.96
HIGH	34.37
0.618	33.39
0.500	33.09
0.382	32.78
LOW	31.80
0.618	30.21
1.000	29.23
1.618	27.64
2.618	25.07
4.250	20.88

Fisher Pivots for day following 17-Mar-2020
Pivot	1 day	3 day
R1	33.09	34.71
PP	32.81	33.89
S1	32.53	33.07

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