NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	31.07	29.50	-1.57	-5.1%	35.07
High	33.85	31.42	-2.43	-7.2%	35.32
Low	29.36	28.50	-0.86	-2.9%	27.26
Close	29.52	30.88	1.36	4.6%	29.52
Range	4.49	2.92	-1.57	-35.0%	8.06
ATR	3.09	3.08	-0.01	-0.4%	0.00
Volume	15,888	10,282	-5,606	-35.3%	107,003

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	39.03	37.87	32.49
R3	36.11	34.95	31.68
R2	33.19	33.19	31.42
R1	32.03	32.03	31.15	32.61
PP	30.27	30.27	30.27	30.56
S1	29.11	29.11	30.61	29.69
S2	27.35	27.35	30.34
S3	24.43	26.19	30.08
S4	21.51	23.27	29.27

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	34.37	27.26	7.11	23.0%	3.90	12.6%	51%	False	False	20,122
10	39.54	27.26	12.28	39.8%	3.42	11.1%	29%	False	False	26,467
20	51.98	27.26	24.72	80.1%	3.11	10.1%	15%	False	False	21,201

Crabel Price Patterns
NR	True
NR4	True
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	0.73
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	43.83
2.618	39.06
1.618	36.14
1.000	34.34
0.618	33.22
HIGH	31.42
0.618	30.30
0.500	29.96
0.382	29.62
LOW	28.50
0.618	26.70
1.000	25.58
1.618	23.78
2.618	20.86
4.250	16.09

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	30.57	31.18
PP	30.27	31.08
S1	29.96	30.98

Download as Excel Spreadsheet

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

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