NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 20-Mar-2020

Day Change Summary
	Previous	Current
	19-Mar-2020	20-Mar-2020	Change	Change %	Previous Week
Open	28.90	31.07	2.17	7.5%	35.07
High	32.77	33.85	1.08	3.3%	35.32
Low	28.56	29.36	0.80	2.8%	27.26
Close	31.33	29.52	-1.81	-5.8%	29.52
Range	4.21	4.49	0.28	6.7%	8.06
ATR	2.99	3.09	0.11	3.6%	0.00
Volume	21,687	15,888	-5,799	-26.7%	107,003

Daily Pivots for day following 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.38	41.44	31.99
R3	39.89	36.95	30.75
R2	35.40	35.40	30.34
R1	32.46	32.46	29.93	31.69
PP	30.91	30.91	30.91	30.52
S1	27.97	27.97	29.11	27.20
S2	26.42	26.42	28.70
S3	21.93	23.48	28.29
S4	17.44	18.99	27.05

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.88	50.26	33.95
R3	46.82	42.20	31.74
R2	38.76	38.76	31.00
R1	34.14	34.14	30.26	32.42
PP	30.70	30.70	30.70	29.84
S1	26.08	26.08	28.78	24.36
S2	22.64	22.64	28.04
S3	14.58	18.02	27.30
S4	6.52	9.96	25.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	35.32	27.26	8.06	27.3%	3.81	12.9%	28%	False	False	21,400
10	39.54	27.26	12.28	41.6%	3.84	13.0%	18%	False	False	31,612
20	52.03	27.26	24.77	83.9%	3.03	10.3%	9%	False	False	21,521

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	0.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.93
2.618	45.60
1.618	41.11
1.000	38.34
0.618	36.62
HIGH	33.85
0.618	32.13
0.500	31.61
0.382	31.08
LOW	29.36
0.618	26.59
1.000	24.87
1.618	22.10
2.618	17.61
4.250	10.28

Fisher Pivots for day following 20-Mar-2020
Pivot	1 day	3 day
R1	31.61	30.56
PP	30.91	30.21
S1	30.22	29.87

Download as Excel Spreadsheet

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

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