NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 10-Mar-2020

Day Change Summary
	Previous	Current
	09-Mar-2020	10-Mar-2020	Change	Change %	Previous Week
Open	38.47	34.67	-3.80	-9.9%	45.45
High	38.47	38.90	0.43	1.1%	49.09
Low	32.44	34.66	2.22	6.8%	43.41
Close	35.47	38.08	2.61	7.4%	43.56
Range	6.03	4.24	-1.79	-29.7%	5.68
ATR
Volume	243,896	133,092	-110,804	-45.4%	422,320

Daily Pivots for day following 10-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.93	48.25	40.41
R3	45.69	44.01	39.25
R2	41.45	41.45	38.86
R1	39.77	39.77	38.47	40.61
PP	37.21	37.21	37.21	37.64
S1	35.53	35.53	37.69	36.37
S2	32.97	32.97	37.30
S3	28.73	31.29	36.91
S4	24.49	27.05	35.75

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	62.39	58.66	46.68
R3	56.71	52.98	45.12
R2	51.03	51.03	44.60
R1	47.30	47.30	44.08	46.33
PP	45.35	45.35	45.35	44.87
S1	41.62	41.62	43.04	40.65
S2	39.67	39.67	42.52
S3	33.99	35.94	42.00
S4	28.31	30.26	40.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.98	32.44	16.54	43.4%	3.46	9.1%	34%	False	False	127,258
10	50.43	32.44	17.99	47.2%	2.90	7.6%	31%	False	False	108,418

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.92
2.618	50.00
1.618	45.76
1.000	43.14
0.618	41.52
HIGH	38.90
0.618	37.28
0.500	36.78
0.382	36.28
LOW	34.66
0.618	32.04
1.000	30.42
1.618	27.80
2.618	23.56
4.250	16.64

Fisher Pivots for day following 10-Mar-2020
Pivot	1 day	3 day
R1	37.65	39.86
PP	37.21	39.27
S1	36.78	38.67

Download as Excel Spreadsheet

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

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