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

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

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