NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 30-Mar-2020

Day Change Summary
	Previous	Current
	27-Mar-2020	30-Mar-2020	Change	Change %	Previous Week
Open	32.75	32.85	0.10	0.3%	29.50
High	33.19	33.38	0.19	0.6%	33.22
Low	32.19	31.90	-0.29	-0.9%	28.50
Close	32.85	32.90	0.05	0.2%	32.85
Range	1.00	1.48	0.48	48.0%	4.72
ATR	2.65	2.56	-0.08	-3.1%	0.00
Volume	20,046	24,134	4,088	20.4%	68,026

Daily Pivots for day following 30-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	37.17	36.51	33.71
R3	35.69	35.03	33.31
R2	34.21	34.21	33.17
R1	33.55	33.55	33.04	33.88
PP	32.73	32.73	32.73	32.89
S1	32.07	32.07	32.76	32.40
S2	31.25	31.25	32.63
S3	29.77	30.59	32.49
S4	28.29	29.11	32.09

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.68	43.99	35.45
R3	40.96	39.27	34.15
R2	36.24	36.24	33.72
R1	34.55	34.55	33.28	35.40
PP	31.52	31.52	31.52	31.95
S1	29.83	29.83	32.42	30.68
S2	26.80	26.80	31.98
S3	22.08	25.11	31.55
S4	17.36	20.39	30.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	33.38	31.03	2.35	7.1%	1.40	4.2%	80%	True	False	16,375
10	34.37	27.26	7.11	21.6%	2.65	8.1%	79%	False	False	18,249
20	48.99	27.26	21.73	66.0%	2.87	8.7%	26%	False	False	22,329
40	54.17	27.26	26.91	81.8%	2.12	6.4%	21%	False	False	17,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	39.67
2.618	37.25
1.618	35.77
1.000	34.86
0.618	34.29
HIGH	33.38
0.618	32.81
0.500	32.64
0.382	32.47
LOW	31.90
0.618	30.99
1.000	30.42
1.618	29.51
2.618	28.03
4.250	25.61

Fisher Pivots for day following 30-Mar-2020
Pivot	1 day	3 day
R1	32.81	32.81
PP	32.73	32.72
S1	32.64	32.64

Download as Excel Spreadsheet

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

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