NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 19-Mar-2020

Day Change Summary
	Previous	Current
	18-Mar-2020	19-Mar-2020	Change	Change %	Previous Week
Open	31.93	28.90	-3.03	-9.5%	39.00
High	32.57	32.77	0.20	0.6%	39.54
Low	27.26	28.56	1.30	4.8%	31.90
Close	27.46	31.33	3.87	14.1%	35.58
Range	5.31	4.21	-1.10	-20.7%	7.64
ATR	2.81	2.99	0.18	6.4%	0.00
Volume	39,859	21,687	-18,172	-45.6%	209,117

Daily Pivots for day following 19-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.52	41.63	33.65
R3	39.31	37.42	32.49
R2	35.10	35.10	32.10
R1	33.21	33.21	31.72	34.16
PP	30.89	30.89	30.89	31.36
S1	29.00	29.00	30.94	29.95
S2	26.68	26.68	30.56
S3	22.47	24.79	30.17
S4	18.26	20.58	29.01

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	37.62	27.26	10.36	33.1%	3.46	11.1%	39%	False	False	22,318
10	47.14	27.26	19.88	63.5%	3.79	12.1%	20%	False	False	31,788
20	53.26	27.26	26.00	83.0%	2.85	9.1%	16%	False	False	21,245

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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.66
2.618	43.79
1.618	39.58
1.000	36.98
0.618	35.37
HIGH	32.77
0.618	31.16
0.500	30.67
0.382	30.17
LOW	28.56
0.618	25.96
1.000	24.35
1.618	21.75
2.618	17.54
4.250	10.67

Fisher Pivots for day following 19-Mar-2020
Pivot	1 day	3 day
R1	31.11	31.16
PP	30.89	30.99
S1	30.67	30.82

Download as Excel Spreadsheet

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

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