NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 26-Mar-2020

Day Change Summary
	Previous	Current
	25-Mar-2020	26-Mar-2020	Change	Change %	Previous Week
Open	31.84	33.13	1.29	4.1%	35.07
High	33.17	33.22	0.05	0.2%	35.32
Low	31.55	31.89	0.34	1.1%	27.26
Close	32.83	32.26	-0.57	-1.7%	29.52
Range	1.62	1.33	-0.29	-17.9%	8.06
ATR	2.89	2.77	-0.11	-3.9%	0.00
Volume	13,138	15,853	2,715	20.7%	107,003

Daily Pivots for day following 26-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.45	35.68	32.99
R3	35.12	34.35	32.63
R2	33.79	33.79	32.50
R1	33.02	33.02	32.38	32.74
PP	32.46	32.46	32.46	32.32
S1	31.69	31.69	32.14	31.41
S2	31.13	31.13	32.02
S3	29.80	30.36	31.89
S4	28.47	29.03	31.53

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	33.85	28.50	5.35	16.6%	2.38	7.4%	70%	False	False	12,773
10	37.62	27.26	10.36	32.1%	2.92	9.1%	48%	False	False	17,546
20	48.99	27.26	21.73	67.4%	3.03	9.4%	23%	False	False	21,285
40	54.17	27.26	26.91	83.4%	2.12	6.6%	19%	False	False	16,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	38.87
2.618	36.70
1.618	35.37
1.000	34.55
0.618	34.04
HIGH	33.22
0.618	32.71
0.500	32.56
0.382	32.40
LOW	31.89
0.618	31.07
1.000	30.56
1.618	29.74
2.618	28.41
4.250	26.24

Fisher Pivots for day following 26-Mar-2020
Pivot	1 day	3 day
R1	32.56	32.22
PP	32.46	32.17
S1	32.36	32.13

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

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