NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 34.67 38.30 3.63 10.5% 45.45
High 38.90 40.05 1.15 3.0% 49.09
Low 34.66 36.80 2.14 6.2% 43.41
Close 38.08 37.32 -0.76 -2.0% 43.56
Range 4.24 3.25 -0.99 -23.3% 5.68
ATR
Volume 133,092 131,716 -1,376 -1.0% 422,320
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 47.81 45.81 39.11
R3 44.56 42.56 38.21
R2 41.31 41.31 37.92
R1 39.31 39.31 37.62 38.69
PP 38.06 38.06 38.06 37.74
S1 36.06 36.06 37.02 35.44
S2 34.81 34.81 36.72
S3 31.56 32.81 36.43
S4 28.31 29.56 35.53
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 48.33 32.44 15.89 42.6% 3.82 10.2% 31% False False 141,048
10 49.09 32.44 16.65 44.6% 3.05 8.2% 29% False False 114,749
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.86
2.618 48.56
1.618 45.31
1.000 43.30
0.618 42.06
HIGH 40.05
0.618 38.81
0.500 38.43
0.382 38.04
LOW 36.80
0.618 34.79
1.000 33.55
1.618 31.54
2.618 28.29
4.250 22.99
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 38.43 36.96
PP 38.06 36.60
S1 37.69 36.25

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

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